CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2424 |
1.2427 |
0.0003 |
0.0% |
1.2544 |
| High |
1.2499 |
1.2463 |
-0.0036 |
-0.3% |
1.2603 |
| Low |
1.2379 |
1.2300 |
-0.0079 |
-0.6% |
1.2315 |
| Close |
1.2417 |
1.2321 |
-0.0096 |
-0.8% |
1.2351 |
| Range |
0.0120 |
0.0163 |
0.0043 |
35.8% |
0.0288 |
| ATR |
0.0107 |
0.0111 |
0.0004 |
3.8% |
0.0000 |
| Volume |
95,341 |
116,575 |
21,234 |
22.3% |
370,195 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2850 |
1.2749 |
1.2411 |
|
| R3 |
1.2687 |
1.2586 |
1.2366 |
|
| R2 |
1.2524 |
1.2524 |
1.2351 |
|
| R1 |
1.2423 |
1.2423 |
1.2336 |
1.2392 |
| PP |
1.2361 |
1.2361 |
1.2361 |
1.2346 |
| S1 |
1.2260 |
1.2260 |
1.2306 |
1.2229 |
| S2 |
1.2198 |
1.2198 |
1.2291 |
|
| S3 |
1.2035 |
1.2097 |
1.2276 |
|
| S4 |
1.1872 |
1.1934 |
1.2231 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3287 |
1.3107 |
1.2509 |
|
| R3 |
1.2999 |
1.2819 |
1.2430 |
|
| R2 |
1.2711 |
1.2711 |
1.2404 |
|
| R1 |
1.2531 |
1.2531 |
1.2377 |
1.2477 |
| PP |
1.2423 |
1.2423 |
1.2423 |
1.2396 |
| S1 |
1.2243 |
1.2243 |
1.2325 |
1.2189 |
| S2 |
1.2135 |
1.2135 |
1.2298 |
|
| S3 |
1.1847 |
1.1955 |
1.2272 |
|
| S4 |
1.1559 |
1.1667 |
1.2193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2526 |
1.2256 |
0.0270 |
2.2% |
0.0157 |
1.3% |
24% |
False |
False |
98,762 |
| 10 |
1.2794 |
1.2256 |
0.0538 |
4.4% |
0.0128 |
1.0% |
12% |
False |
False |
94,198 |
| 20 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0106 |
0.9% |
7% |
False |
False |
83,112 |
| 40 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0089 |
0.7% |
7% |
False |
False |
75,984 |
| 60 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0083 |
0.7% |
7% |
False |
False |
60,875 |
| 80 |
1.3160 |
1.2256 |
0.0904 |
7.3% |
0.0078 |
0.6% |
7% |
False |
False |
45,884 |
| 100 |
1.3279 |
1.2256 |
0.1023 |
8.3% |
0.0083 |
0.7% |
6% |
False |
False |
36,739 |
| 120 |
1.3279 |
1.2256 |
0.1023 |
8.3% |
0.0076 |
0.6% |
6% |
False |
False |
30,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3156 |
|
2.618 |
1.2890 |
|
1.618 |
1.2727 |
|
1.000 |
1.2626 |
|
0.618 |
1.2564 |
|
HIGH |
1.2463 |
|
0.618 |
1.2401 |
|
0.500 |
1.2382 |
|
0.382 |
1.2362 |
|
LOW |
1.2300 |
|
0.618 |
1.2199 |
|
1.000 |
1.2137 |
|
1.618 |
1.2036 |
|
2.618 |
1.1873 |
|
4.250 |
1.1607 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2382 |
1.2378 |
| PP |
1.2361 |
1.2359 |
| S1 |
1.2341 |
1.2340 |
|