CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3060 |
1.3038 |
-0.0022 |
-0.2% |
1.3054 |
| High |
1.3067 |
1.3043 |
-0.0024 |
-0.2% |
1.3174 |
| Low |
1.3019 |
1.2981 |
-0.0038 |
-0.3% |
1.3052 |
| Close |
1.3048 |
1.3001 |
-0.0047 |
-0.4% |
1.3078 |
| Range |
0.0048 |
0.0062 |
0.0014 |
29.2% |
0.0122 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.0% |
0.0000 |
| Volume |
94 |
71 |
-23 |
-24.5% |
970 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3194 |
1.3160 |
1.3035 |
|
| R3 |
1.3132 |
1.3098 |
1.3018 |
|
| R2 |
1.3070 |
1.3070 |
1.3012 |
|
| R1 |
1.3036 |
1.3036 |
1.3007 |
1.3022 |
| PP |
1.3008 |
1.3008 |
1.3008 |
1.3002 |
| S1 |
1.2974 |
1.2974 |
1.2995 |
1.2960 |
| S2 |
1.2946 |
1.2946 |
1.2990 |
|
| S3 |
1.2884 |
1.2912 |
1.2984 |
|
| S4 |
1.2822 |
1.2850 |
1.2967 |
|
|
| 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 |
1.3163 |
1.2981 |
0.0182 |
1.4% |
0.0051 |
0.4% |
11% |
False |
True |
92 |
| 10 |
1.3174 |
1.2880 |
0.0294 |
2.3% |
0.0065 |
0.5% |
41% |
False |
False |
145 |
| 20 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0063 |
0.5% |
54% |
False |
False |
91 |
| 40 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0042 |
0.3% |
54% |
False |
False |
61 |
| 60 |
1.3174 |
1.2801 |
0.0373 |
2.9% |
0.0029 |
0.2% |
54% |
False |
False |
41 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0024 |
0.2% |
44% |
False |
False |
31 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0020 |
0.2% |
44% |
False |
False |
26 |
| 120 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0017 |
0.1% |
44% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3307 |
|
2.618 |
1.3205 |
|
1.618 |
1.3143 |
|
1.000 |
1.3105 |
|
0.618 |
1.3081 |
|
HIGH |
1.3043 |
|
0.618 |
1.3019 |
|
0.500 |
1.3012 |
|
0.382 |
1.3005 |
|
LOW |
1.2981 |
|
0.618 |
1.2943 |
|
1.000 |
1.2919 |
|
1.618 |
1.2881 |
|
2.618 |
1.2819 |
|
4.250 |
1.2718 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3012 |
1.3033 |
| PP |
1.3008 |
1.3022 |
| S1 |
1.3005 |
1.3012 |
|