CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2801 |
1.2803 |
0.0002 |
0.0% |
1.3100 |
| High |
1.2801 |
1.2844 |
0.0043 |
0.3% |
1.3118 |
| Low |
1.2801 |
1.2801 |
0.0000 |
0.0% |
1.2928 |
| Close |
1.2801 |
1.2801 |
0.0000 |
0.0% |
1.2938 |
| Range |
0.0000 |
0.0043 |
0.0043 |
|
0.0190 |
| ATR |
|
|
|
|
|
| Volume |
1 |
2 |
1 |
100.0% |
10 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2944 |
1.2916 |
1.2825 |
|
| R3 |
1.2901 |
1.2873 |
1.2813 |
|
| R2 |
1.2858 |
1.2858 |
1.2809 |
|
| R1 |
1.2830 |
1.2830 |
1.2805 |
1.2823 |
| PP |
1.2815 |
1.2815 |
1.2815 |
1.2812 |
| S1 |
1.2787 |
1.2787 |
1.2797 |
1.2780 |
| S2 |
1.2772 |
1.2772 |
1.2793 |
|
| S3 |
1.2729 |
1.2744 |
1.2789 |
|
| S4 |
1.2686 |
1.2701 |
1.2777 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3565 |
1.3441 |
1.3043 |
|
| R3 |
1.3375 |
1.3251 |
1.2990 |
|
| R2 |
1.3185 |
1.3185 |
1.2973 |
|
| R1 |
1.3061 |
1.3061 |
1.2955 |
1.3028 |
| PP |
1.2995 |
1.2995 |
1.2995 |
1.2978 |
| S1 |
1.2871 |
1.2871 |
1.2921 |
1.2838 |
| S2 |
1.2805 |
1.2805 |
1.2903 |
|
| S3 |
1.2615 |
1.2681 |
1.2886 |
|
| S4 |
1.2425 |
1.2491 |
1.2834 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3027 |
|
2.618 |
1.2957 |
|
1.618 |
1.2914 |
|
1.000 |
1.2887 |
|
0.618 |
1.2871 |
|
HIGH |
1.2844 |
|
0.618 |
1.2828 |
|
0.500 |
1.2823 |
|
0.382 |
1.2817 |
|
LOW |
1.2801 |
|
0.618 |
1.2774 |
|
1.000 |
1.2758 |
|
1.618 |
1.2731 |
|
2.618 |
1.2688 |
|
4.250 |
1.2618 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2823 |
1.2874 |
| PP |
1.2815 |
1.2849 |
| S1 |
1.2808 |
1.2825 |
|