CME Japanese Yen Future March 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 |
1.2544 |
1.2544 |
0.0000 |
0.0% |
1.2883 |
| High |
1.2603 |
1.2545 |
-0.0058 |
-0.5% |
1.2930 |
| Low |
1.2519 |
1.2439 |
-0.0080 |
-0.6% |
1.2562 |
| Close |
1.2550 |
1.2468 |
-0.0082 |
-0.7% |
1.2589 |
| Range |
0.0084 |
0.0106 |
0.0022 |
26.2% |
0.0368 |
| ATR |
0.0088 |
0.0089 |
0.0002 |
1.9% |
0.0000 |
| Volume |
106,614 |
92,729 |
-13,885 |
-13.0% |
411,600 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2802 |
1.2741 |
1.2526 |
|
| R3 |
1.2696 |
1.2635 |
1.2497 |
|
| R2 |
1.2590 |
1.2590 |
1.2487 |
|
| R1 |
1.2529 |
1.2529 |
1.2478 |
1.2507 |
| PP |
1.2484 |
1.2484 |
1.2484 |
1.2473 |
| S1 |
1.2423 |
1.2423 |
1.2458 |
1.2401 |
| S2 |
1.2378 |
1.2378 |
1.2449 |
|
| S3 |
1.2272 |
1.2317 |
1.2439 |
|
| S4 |
1.2166 |
1.2211 |
1.2410 |
|
|
| 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 |
1.2794 |
1.2439 |
0.0355 |
2.8% |
0.0099 |
0.8% |
8% |
False |
True |
89,634 |
| 10 |
1.3040 |
1.2439 |
0.0601 |
4.8% |
0.0101 |
0.8% |
5% |
False |
True |
84,261 |
| 20 |
1.3160 |
1.2439 |
0.0721 |
5.8% |
0.0091 |
0.7% |
4% |
False |
True |
81,495 |
| 40 |
1.3160 |
1.2439 |
0.0721 |
5.8% |
0.0079 |
0.6% |
4% |
False |
True |
68,966 |
| 60 |
1.3160 |
1.2439 |
0.0721 |
5.8% |
0.0078 |
0.6% |
4% |
False |
True |
52,924 |
| 80 |
1.3279 |
1.2439 |
0.0840 |
6.7% |
0.0081 |
0.7% |
3% |
False |
True |
39,735 |
| 100 |
1.3279 |
1.2439 |
0.0840 |
6.7% |
0.0078 |
0.6% |
3% |
False |
True |
31,804 |
| 120 |
1.3279 |
1.2439 |
0.0840 |
6.7% |
0.0070 |
0.6% |
3% |
False |
True |
26,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2996 |
|
2.618 |
1.2823 |
|
1.618 |
1.2717 |
|
1.000 |
1.2651 |
|
0.618 |
1.2611 |
|
HIGH |
1.2545 |
|
0.618 |
1.2505 |
|
0.500 |
1.2492 |
|
0.382 |
1.2479 |
|
LOW |
1.2439 |
|
0.618 |
1.2373 |
|
1.000 |
1.2333 |
|
1.618 |
1.2267 |
|
2.618 |
1.2161 |
|
4.250 |
1.1989 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2492 |
1.2567 |
| PP |
1.2484 |
1.2534 |
| S1 |
1.2476 |
1.2501 |
|