CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2760 |
1.2678 |
-0.0082 |
-0.6% |
1.2883 |
| High |
1.2762 |
1.2694 |
-0.0068 |
-0.5% |
1.2930 |
| Low |
1.2666 |
1.2562 |
-0.0104 |
-0.8% |
1.2562 |
| Close |
1.2675 |
1.2589 |
-0.0086 |
-0.7% |
1.2589 |
| Range |
0.0096 |
0.0132 |
0.0036 |
37.5% |
0.0368 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
4.0% |
0.0000 |
| Volume |
78,474 |
82,177 |
3,703 |
4.7% |
411,600 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3011 |
1.2932 |
1.2662 |
|
| R3 |
1.2879 |
1.2800 |
1.2625 |
|
| R2 |
1.2747 |
1.2747 |
1.2613 |
|
| R1 |
1.2668 |
1.2668 |
1.2601 |
1.2642 |
| PP |
1.2615 |
1.2615 |
1.2615 |
1.2602 |
| S1 |
1.2536 |
1.2536 |
1.2577 |
1.2510 |
| S2 |
1.2483 |
1.2483 |
1.2565 |
|
| S3 |
1.2351 |
1.2404 |
1.2553 |
|
| S4 |
1.2219 |
1.2272 |
1.2516 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3798 |
1.3561 |
1.2791 |
|
| R3 |
1.3430 |
1.3193 |
1.2690 |
|
| R2 |
1.3062 |
1.3062 |
1.2656 |
|
| R1 |
1.2825 |
1.2825 |
1.2623 |
1.2760 |
| PP |
1.2694 |
1.2694 |
1.2694 |
1.2661 |
| S1 |
1.2457 |
1.2457 |
1.2555 |
1.2392 |
| S2 |
1.2326 |
1.2326 |
1.2522 |
|
| S3 |
1.1958 |
1.2089 |
1.2488 |
|
| S4 |
1.1590 |
1.1721 |
1.2387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2930 |
1.2562 |
0.0368 |
2.9% |
0.0113 |
0.9% |
7% |
False |
True |
82,320 |
| 10 |
1.3077 |
1.2562 |
0.0515 |
4.1% |
0.0095 |
0.8% |
5% |
False |
True |
77,377 |
| 20 |
1.3160 |
1.2562 |
0.0598 |
4.8% |
0.0091 |
0.7% |
5% |
False |
True |
79,673 |
| 40 |
1.3160 |
1.2562 |
0.0598 |
4.8% |
0.0077 |
0.6% |
5% |
False |
True |
66,247 |
| 60 |
1.3160 |
1.2562 |
0.0598 |
4.8% |
0.0077 |
0.6% |
5% |
False |
True |
49,606 |
| 80 |
1.3279 |
1.2562 |
0.0717 |
5.7% |
0.0081 |
0.6% |
4% |
False |
True |
37,246 |
| 100 |
1.3279 |
1.2562 |
0.0717 |
5.7% |
0.0078 |
0.6% |
4% |
False |
True |
29,811 |
| 120 |
1.3279 |
1.2562 |
0.0717 |
5.7% |
0.0068 |
0.5% |
4% |
False |
True |
24,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3255 |
|
2.618 |
1.3040 |
|
1.618 |
1.2908 |
|
1.000 |
1.2826 |
|
0.618 |
1.2776 |
|
HIGH |
1.2694 |
|
0.618 |
1.2644 |
|
0.500 |
1.2628 |
|
0.382 |
1.2612 |
|
LOW |
1.2562 |
|
0.618 |
1.2480 |
|
1.000 |
1.2430 |
|
1.618 |
1.2348 |
|
2.618 |
1.2216 |
|
4.250 |
1.2001 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2628 |
1.2678 |
| PP |
1.2615 |
1.2648 |
| S1 |
1.2602 |
1.2619 |
|