CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3103 |
1.3116 |
0.0013 |
0.1% |
1.2997 |
| High |
1.3140 |
1.3160 |
0.0020 |
0.2% |
1.3054 |
| Low |
1.3092 |
1.3104 |
0.0012 |
0.1% |
1.2779 |
| Close |
1.3134 |
1.3126 |
-0.0008 |
-0.1% |
1.3044 |
| Range |
0.0048 |
0.0056 |
0.0008 |
16.7% |
0.0275 |
| ATR |
0.0079 |
0.0078 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
67,994 |
61,337 |
-6,657 |
-9.8% |
480,768 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3298 |
1.3268 |
1.3157 |
|
| R3 |
1.3242 |
1.3212 |
1.3141 |
|
| R2 |
1.3186 |
1.3186 |
1.3136 |
|
| R1 |
1.3156 |
1.3156 |
1.3131 |
1.3171 |
| PP |
1.3130 |
1.3130 |
1.3130 |
1.3138 |
| S1 |
1.3100 |
1.3100 |
1.3121 |
1.3115 |
| S2 |
1.3074 |
1.3074 |
1.3116 |
|
| S3 |
1.3018 |
1.3044 |
1.3111 |
|
| S4 |
1.2962 |
1.2988 |
1.3095 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3784 |
1.3689 |
1.3195 |
|
| R3 |
1.3509 |
1.3414 |
1.3120 |
|
| R2 |
1.3234 |
1.3234 |
1.3094 |
|
| R1 |
1.3139 |
1.3139 |
1.3069 |
1.3187 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2983 |
| S1 |
1.2864 |
1.2864 |
1.3019 |
1.2912 |
| S2 |
1.2684 |
1.2684 |
1.2994 |
|
| S3 |
1.2409 |
1.2589 |
1.2968 |
|
| S4 |
1.2134 |
1.2314 |
1.2893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3160 |
1.2856 |
0.0304 |
2.3% |
0.0087 |
0.7% |
89% |
True |
False |
78,338 |
| 10 |
1.3160 |
1.2779 |
0.0381 |
2.9% |
0.0092 |
0.7% |
91% |
True |
False |
84,075 |
| 20 |
1.3160 |
1.2779 |
0.0381 |
2.9% |
0.0073 |
0.6% |
91% |
True |
False |
69,822 |
| 40 |
1.3160 |
1.2699 |
0.0461 |
3.5% |
0.0071 |
0.5% |
93% |
True |
False |
51,104 |
| 60 |
1.3160 |
1.2699 |
0.0461 |
3.5% |
0.0070 |
0.5% |
93% |
True |
False |
34,497 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0078 |
0.6% |
77% |
False |
False |
25,912 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0071 |
0.5% |
77% |
False |
False |
20,739 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0059 |
0.5% |
77% |
False |
False |
17,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3398 |
|
2.618 |
1.3307 |
|
1.618 |
1.3251 |
|
1.000 |
1.3216 |
|
0.618 |
1.3195 |
|
HIGH |
1.3160 |
|
0.618 |
1.3139 |
|
0.500 |
1.3132 |
|
0.382 |
1.3125 |
|
LOW |
1.3104 |
|
0.618 |
1.3069 |
|
1.000 |
1.3048 |
|
1.618 |
1.3013 |
|
2.618 |
1.2957 |
|
4.250 |
1.2866 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3132 |
1.3116 |
| PP |
1.3130 |
1.3105 |
| S1 |
1.3128 |
1.3095 |
|