CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2620 |
1.2520 |
-0.0100 |
-0.8% |
1.2946 |
| High |
1.2620 |
1.2520 |
-0.0100 |
-0.8% |
1.2946 |
| Low |
1.2590 |
1.2520 |
-0.0070 |
-0.6% |
1.2644 |
| Close |
1.2602 |
1.2520 |
-0.0082 |
-0.7% |
1.2644 |
| Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0302 |
| ATR |
0.0051 |
0.0054 |
0.0002 |
4.2% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
8 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2520 |
1.2520 |
1.2520 |
|
| R3 |
1.2520 |
1.2520 |
1.2520 |
|
| R2 |
1.2520 |
1.2520 |
1.2520 |
|
| R1 |
1.2520 |
1.2520 |
1.2520 |
1.2520 |
| PP |
1.2520 |
1.2520 |
1.2520 |
1.2520 |
| S1 |
1.2520 |
1.2520 |
1.2520 |
1.2520 |
| S2 |
1.2520 |
1.2520 |
1.2520 |
|
| S3 |
1.2520 |
1.2520 |
1.2520 |
|
| S4 |
1.2520 |
1.2520 |
1.2520 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3651 |
1.3449 |
1.2810 |
|
| R3 |
1.3349 |
1.3147 |
1.2727 |
|
| R2 |
1.3047 |
1.3047 |
1.2699 |
|
| R1 |
1.2845 |
1.2845 |
1.2672 |
1.2795 |
| PP |
1.2745 |
1.2745 |
1.2745 |
1.2720 |
| S1 |
1.2543 |
1.2543 |
1.2616 |
1.2493 |
| S2 |
1.2443 |
1.2443 |
1.2589 |
|
| S3 |
1.2141 |
1.2241 |
1.2561 |
|
| S4 |
1.1839 |
1.1939 |
1.2478 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2520 |
|
2.618 |
1.2520 |
|
1.618 |
1.2520 |
|
1.000 |
1.2520 |
|
0.618 |
1.2520 |
|
HIGH |
1.2520 |
|
0.618 |
1.2520 |
|
0.500 |
1.2520 |
|
0.382 |
1.2520 |
|
LOW |
1.2520 |
|
0.618 |
1.2520 |
|
1.000 |
1.2520 |
|
1.618 |
1.2520 |
|
2.618 |
1.2520 |
|
4.250 |
1.2520 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2520 |
1.2582 |
| PP |
1.2520 |
1.2561 |
| S1 |
1.2520 |
1.2541 |
|