CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2520 |
1.2530 |
0.0010 |
0.1% |
1.2946 |
| High |
1.2520 |
1.2544 |
0.0024 |
0.2% |
1.2946 |
| Low |
1.2520 |
1.2530 |
0.0010 |
0.1% |
1.2644 |
| Close |
1.2520 |
1.2544 |
0.0024 |
0.2% |
1.2644 |
| Range |
0.0000 |
0.0014 |
0.0014 |
|
0.0302 |
| ATR |
0.0054 |
0.0051 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2581 |
1.2577 |
1.2552 |
|
| R3 |
1.2567 |
1.2563 |
1.2548 |
|
| R2 |
1.2553 |
1.2553 |
1.2547 |
|
| R1 |
1.2549 |
1.2549 |
1.2545 |
1.2551 |
| PP |
1.2539 |
1.2539 |
1.2539 |
1.2541 |
| S1 |
1.2535 |
1.2535 |
1.2543 |
1.2537 |
| S2 |
1.2525 |
1.2525 |
1.2541 |
|
| S3 |
1.2511 |
1.2521 |
1.2540 |
|
| S4 |
1.2497 |
1.2507 |
1.2536 |
|
|
| 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 |
1.2604 |
|
2.618 |
1.2581 |
|
1.618 |
1.2567 |
|
1.000 |
1.2558 |
|
0.618 |
1.2553 |
|
HIGH |
1.2544 |
|
0.618 |
1.2539 |
|
0.500 |
1.2537 |
|
0.382 |
1.2535 |
|
LOW |
1.2530 |
|
0.618 |
1.2521 |
|
1.000 |
1.2516 |
|
1.618 |
1.2507 |
|
2.618 |
1.2493 |
|
4.250 |
1.2471 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2542 |
1.2570 |
| PP |
1.2539 |
1.2561 |
| S1 |
1.2537 |
1.2553 |
|