CME Japanese Yen Future June 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 |
1.2577 |
1.2545 |
-0.0032 |
-0.3% |
1.2887 |
| High |
1.2612 |
1.2549 |
-0.0063 |
-0.5% |
1.2938 |
| Low |
1.2539 |
1.2457 |
-0.0082 |
-0.7% |
1.2593 |
| Close |
1.2562 |
1.2481 |
-0.0081 |
-0.6% |
1.2603 |
| Range |
0.0073 |
0.0092 |
0.0019 |
26.0% |
0.0345 |
| ATR |
0.0072 |
0.0075 |
0.0002 |
3.2% |
0.0000 |
| Volume |
331 |
474 |
143 |
43.2% |
1,803 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2772 |
1.2718 |
1.2532 |
|
| R3 |
1.2680 |
1.2626 |
1.2506 |
|
| R2 |
1.2588 |
1.2588 |
1.2498 |
|
| R1 |
1.2534 |
1.2534 |
1.2489 |
1.2515 |
| PP |
1.2496 |
1.2496 |
1.2496 |
1.2486 |
| S1 |
1.2442 |
1.2442 |
1.2473 |
1.2423 |
| S2 |
1.2404 |
1.2404 |
1.2464 |
|
| S3 |
1.2312 |
1.2350 |
1.2456 |
|
| S4 |
1.2220 |
1.2258 |
1.2430 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3746 |
1.3520 |
1.2793 |
|
| R3 |
1.3401 |
1.3175 |
1.2698 |
|
| R2 |
1.3056 |
1.3056 |
1.2666 |
|
| R1 |
1.2830 |
1.2830 |
1.2635 |
1.2771 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2682 |
| S1 |
1.2485 |
1.2485 |
1.2571 |
1.2426 |
| S2 |
1.2366 |
1.2366 |
1.2540 |
|
| S3 |
1.2021 |
1.2140 |
1.2508 |
|
| S4 |
1.1676 |
1.1795 |
1.2413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2803 |
1.2457 |
0.0346 |
2.8% |
0.0080 |
0.6% |
7% |
False |
True |
431 |
| 10 |
1.3043 |
1.2457 |
0.0586 |
4.7% |
0.0082 |
0.7% |
4% |
False |
True |
396 |
| 20 |
1.3174 |
1.2457 |
0.0717 |
5.7% |
0.0076 |
0.6% |
3% |
False |
True |
269 |
| 40 |
1.3174 |
1.2457 |
0.0717 |
5.7% |
0.0057 |
0.5% |
3% |
False |
True |
148 |
| 60 |
1.3174 |
1.2457 |
0.0717 |
5.7% |
0.0042 |
0.3% |
3% |
False |
True |
106 |
| 80 |
1.3257 |
1.2457 |
0.0800 |
6.4% |
0.0034 |
0.3% |
3% |
False |
True |
80 |
| 100 |
1.3257 |
1.2457 |
0.0800 |
6.4% |
0.0027 |
0.2% |
3% |
False |
True |
64 |
| 120 |
1.3257 |
1.2457 |
0.0800 |
6.4% |
0.0023 |
0.2% |
3% |
False |
True |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2940 |
|
2.618 |
1.2790 |
|
1.618 |
1.2698 |
|
1.000 |
1.2641 |
|
0.618 |
1.2606 |
|
HIGH |
1.2549 |
|
0.618 |
1.2514 |
|
0.500 |
1.2503 |
|
0.382 |
1.2492 |
|
LOW |
1.2457 |
|
0.618 |
1.2400 |
|
1.000 |
1.2365 |
|
1.618 |
1.2308 |
|
2.618 |
1.2216 |
|
4.250 |
1.2066 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2503 |
1.2565 |
| PP |
1.2496 |
1.2537 |
| S1 |
1.2488 |
1.2509 |
|