CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2644 |
1.2620 |
-0.0024 |
-0.2% |
1.2946 |
| High |
1.2644 |
1.2620 |
-0.0024 |
-0.2% |
1.2946 |
| Low |
1.2644 |
1.2590 |
-0.0054 |
-0.4% |
1.2644 |
| Close |
1.2644 |
1.2602 |
-0.0042 |
-0.3% |
1.2644 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0302 |
| ATR |
0.0000 |
0.0051 |
0.0051 |
|
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2694 |
1.2678 |
1.2619 |
|
| R3 |
1.2664 |
1.2648 |
1.2610 |
|
| R2 |
1.2634 |
1.2634 |
1.2608 |
|
| R1 |
1.2618 |
1.2618 |
1.2605 |
1.2611 |
| PP |
1.2604 |
1.2604 |
1.2604 |
1.2601 |
| S1 |
1.2588 |
1.2588 |
1.2599 |
1.2581 |
| S2 |
1.2574 |
1.2574 |
1.2597 |
|
| S3 |
1.2544 |
1.2558 |
1.2594 |
|
| S4 |
1.2514 |
1.2528 |
1.2586 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3651 |
1.3449 |
1.2810 |
|
| R3 |
1.3349 |
1.3147 |
1.2727 |
|
| R2 |
1.3047 |
1.3047 |
1.2699 |
|
| R1 |
1.2845 |
1.2845 |
1.2672 |
1.2795 |
| PP |
1.2745 |
1.2745 |
1.2745 |
1.2720 |
| S1 |
1.2543 |
1.2543 |
1.2616 |
1.2493 |
| S2 |
1.2443 |
1.2443 |
1.2589 |
|
| S3 |
1.2141 |
1.2241 |
1.2561 |
|
| S4 |
1.1839 |
1.1939 |
1.2478 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2748 |
|
2.618 |
1.2699 |
|
1.618 |
1.2669 |
|
1.000 |
1.2650 |
|
0.618 |
1.2639 |
|
HIGH |
1.2620 |
|
0.618 |
1.2609 |
|
0.500 |
1.2605 |
|
0.382 |
1.2601 |
|
LOW |
1.2590 |
|
0.618 |
1.2571 |
|
1.000 |
1.2560 |
|
1.618 |
1.2541 |
|
2.618 |
1.2511 |
|
4.250 |
1.2463 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2605 |
1.2661 |
| PP |
1.2604 |
1.2641 |
| S1 |
1.2603 |
1.2622 |
|