CME Japanese Yen Future June 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 |
1.3112 |
1.3149 |
0.0037 |
0.3% |
1.3004 |
| High |
1.3154 |
1.3174 |
0.0020 |
0.2% |
1.3072 |
| Low |
1.3110 |
1.3125 |
0.0015 |
0.1% |
1.2801 |
| Close |
1.3150 |
1.3142 |
-0.0008 |
-0.1% |
1.3059 |
| Range |
0.0044 |
0.0049 |
0.0005 |
11.4% |
0.0271 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
368 |
118 |
-250 |
-67.9% |
321 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3294 |
1.3267 |
1.3169 |
|
| R3 |
1.3245 |
1.3218 |
1.3155 |
|
| R2 |
1.3196 |
1.3196 |
1.3151 |
|
| R1 |
1.3169 |
1.3169 |
1.3146 |
1.3158 |
| PP |
1.3147 |
1.3147 |
1.3147 |
1.3142 |
| S1 |
1.3120 |
1.3120 |
1.3138 |
1.3109 |
| S2 |
1.3098 |
1.3098 |
1.3133 |
|
| S3 |
1.3049 |
1.3071 |
1.3129 |
|
| S4 |
1.3000 |
1.3022 |
1.3115 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3790 |
1.3696 |
1.3208 |
|
| R3 |
1.3519 |
1.3425 |
1.3134 |
|
| R2 |
1.3248 |
1.3248 |
1.3109 |
|
| R1 |
1.3154 |
1.3154 |
1.3084 |
1.3201 |
| PP |
1.2977 |
1.2977 |
1.2977 |
1.3001 |
| S1 |
1.2883 |
1.2883 |
1.3034 |
1.2930 |
| S2 |
1.2706 |
1.2706 |
1.3009 |
|
| S3 |
1.2435 |
1.2612 |
1.2984 |
|
| S4 |
1.2164 |
1.2341 |
1.2910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3174 |
1.2880 |
0.0294 |
2.2% |
0.0079 |
0.6% |
89% |
True |
False |
199 |
| 10 |
1.3174 |
1.2801 |
0.0373 |
2.8% |
0.0081 |
0.6% |
91% |
True |
False |
120 |
| 20 |
1.3174 |
1.2801 |
0.0373 |
2.8% |
0.0055 |
0.4% |
91% |
True |
False |
74 |
| 40 |
1.3174 |
1.2801 |
0.0373 |
2.8% |
0.0037 |
0.3% |
91% |
True |
False |
50 |
| 60 |
1.3174 |
1.2801 |
0.0373 |
2.8% |
0.0026 |
0.2% |
91% |
True |
False |
33 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0021 |
0.2% |
75% |
False |
False |
26 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0018 |
0.1% |
75% |
False |
False |
21 |
| 120 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0015 |
0.1% |
75% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3382 |
|
2.618 |
1.3302 |
|
1.618 |
1.3253 |
|
1.000 |
1.3223 |
|
0.618 |
1.3204 |
|
HIGH |
1.3174 |
|
0.618 |
1.3155 |
|
0.500 |
1.3150 |
|
0.382 |
1.3144 |
|
LOW |
1.3125 |
|
0.618 |
1.3095 |
|
1.000 |
1.3076 |
|
1.618 |
1.3046 |
|
2.618 |
1.2997 |
|
4.250 |
1.2917 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3150 |
1.3132 |
| PP |
1.3147 |
1.3123 |
| S1 |
1.3145 |
1.3113 |
|