CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2758 |
1.2760 |
0.0002 |
0.0% |
1.3073 |
| High |
1.2794 |
1.2762 |
-0.0032 |
-0.3% |
1.3077 |
| Low |
1.2716 |
1.2666 |
-0.0050 |
-0.4% |
1.2855 |
| Close |
1.2745 |
1.2675 |
-0.0070 |
-0.5% |
1.2892 |
| Range |
0.0078 |
0.0096 |
0.0018 |
23.1% |
0.0222 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.0% |
0.0000 |
| Volume |
88,178 |
78,474 |
-9,704 |
-11.0% |
362,175 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2989 |
1.2928 |
1.2728 |
|
| R3 |
1.2893 |
1.2832 |
1.2701 |
|
| R2 |
1.2797 |
1.2797 |
1.2693 |
|
| R1 |
1.2736 |
1.2736 |
1.2684 |
1.2719 |
| PP |
1.2701 |
1.2701 |
1.2701 |
1.2692 |
| S1 |
1.2640 |
1.2640 |
1.2666 |
1.2623 |
| S2 |
1.2605 |
1.2605 |
1.2657 |
|
| S3 |
1.2509 |
1.2544 |
1.2649 |
|
| S4 |
1.2413 |
1.2448 |
1.2622 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3607 |
1.3472 |
1.3014 |
|
| R3 |
1.3385 |
1.3250 |
1.2953 |
|
| R2 |
1.3163 |
1.3163 |
1.2933 |
|
| R1 |
1.3028 |
1.3028 |
1.2912 |
1.2985 |
| PP |
1.2941 |
1.2941 |
1.2941 |
1.2920 |
| S1 |
1.2806 |
1.2806 |
1.2872 |
1.2763 |
| S2 |
1.2719 |
1.2719 |
1.2851 |
|
| S3 |
1.2497 |
1.2584 |
1.2831 |
|
| S4 |
1.2275 |
1.2362 |
1.2770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2930 |
1.2666 |
0.0264 |
2.1% |
0.0097 |
0.8% |
3% |
False |
True |
79,706 |
| 10 |
1.3138 |
1.2666 |
0.0472 |
3.7% |
0.0092 |
0.7% |
2% |
False |
True |
77,736 |
| 20 |
1.3160 |
1.2666 |
0.0494 |
3.9% |
0.0088 |
0.7% |
2% |
False |
True |
79,022 |
| 40 |
1.3160 |
1.2666 |
0.0494 |
3.9% |
0.0076 |
0.6% |
2% |
False |
True |
65,319 |
| 60 |
1.3160 |
1.2666 |
0.0494 |
3.9% |
0.0076 |
0.6% |
2% |
False |
True |
48,238 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.3% |
0.0080 |
0.6% |
10% |
False |
False |
36,225 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.3% |
0.0077 |
0.6% |
10% |
False |
False |
28,989 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.3% |
0.0067 |
0.5% |
10% |
False |
False |
24,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3170 |
|
2.618 |
1.3013 |
|
1.618 |
1.2917 |
|
1.000 |
1.2858 |
|
0.618 |
1.2821 |
|
HIGH |
1.2762 |
|
0.618 |
1.2725 |
|
0.500 |
1.2714 |
|
0.382 |
1.2703 |
|
LOW |
1.2666 |
|
0.618 |
1.2607 |
|
1.000 |
1.2570 |
|
1.618 |
1.2511 |
|
2.618 |
1.2415 |
|
4.250 |
1.2258 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2714 |
1.2798 |
| PP |
1.2701 |
1.2757 |
| S1 |
1.2688 |
1.2716 |
|