CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3060 |
1.3060 |
0.0000 |
0.0% |
1.3054 |
| High |
1.3084 |
1.3067 |
-0.0017 |
-0.1% |
1.3174 |
| Low |
1.3041 |
1.3019 |
-0.0022 |
-0.2% |
1.3052 |
| Close |
1.3077 |
1.3048 |
-0.0029 |
-0.2% |
1.3078 |
| Range |
0.0043 |
0.0048 |
0.0005 |
11.6% |
0.0122 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
97 |
94 |
-3 |
-3.1% |
970 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3189 |
1.3166 |
1.3074 |
|
| R3 |
1.3141 |
1.3118 |
1.3061 |
|
| R2 |
1.3093 |
1.3093 |
1.3057 |
|
| R1 |
1.3070 |
1.3070 |
1.3052 |
1.3058 |
| PP |
1.3045 |
1.3045 |
1.3045 |
1.3038 |
| S1 |
1.3022 |
1.3022 |
1.3044 |
1.3010 |
| S2 |
1.2997 |
1.2997 |
1.3039 |
|
| S3 |
1.2949 |
1.2974 |
1.3035 |
|
| S4 |
1.2901 |
1.2926 |
1.3022 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3467 |
1.3395 |
1.3145 |
|
| R3 |
1.3345 |
1.3273 |
1.3112 |
|
| R2 |
1.3223 |
1.3223 |
1.3100 |
|
| R1 |
1.3151 |
1.3151 |
1.3089 |
1.3187 |
| PP |
1.3101 |
1.3101 |
1.3101 |
1.3120 |
| S1 |
1.3029 |
1.3029 |
1.3067 |
1.3065 |
| S2 |
1.2979 |
1.2979 |
1.3056 |
|
| S3 |
1.2857 |
1.2907 |
1.3044 |
|
| S4 |
1.2735 |
1.2785 |
1.3011 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3174 |
1.3019 |
0.0155 |
1.2% |
0.0048 |
0.4% |
19% |
False |
True |
101 |
| 10 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0070 |
0.5% |
66% |
False |
False |
143 |
| 20 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0060 |
0.5% |
66% |
False |
False |
88 |
| 40 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0042 |
0.3% |
66% |
False |
False |
59 |
| 60 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0028 |
0.2% |
66% |
False |
False |
40 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0023 |
0.2% |
54% |
False |
False |
30 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0020 |
0.2% |
54% |
False |
False |
25 |
| 120 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0017 |
0.1% |
54% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3271 |
|
2.618 |
1.3193 |
|
1.618 |
1.3145 |
|
1.000 |
1.3115 |
|
0.618 |
1.3097 |
|
HIGH |
1.3067 |
|
0.618 |
1.3049 |
|
0.500 |
1.3043 |
|
0.382 |
1.3037 |
|
LOW |
1.3019 |
|
0.618 |
1.2989 |
|
1.000 |
1.2971 |
|
1.618 |
1.2941 |
|
2.618 |
1.2893 |
|
4.250 |
1.2815 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3046 |
1.3081 |
| PP |
1.3045 |
1.3070 |
| S1 |
1.3043 |
1.3059 |
|