CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3046 |
1.3049 |
0.0003 |
0.0% |
1.2859 |
| High |
1.3070 |
1.3067 |
-0.0003 |
0.0% |
1.3024 |
| Low |
1.3010 |
1.3028 |
0.0018 |
0.1% |
1.2833 |
| Close |
1.3056 |
1.3043 |
-0.0013 |
-0.1% |
1.3010 |
| Range |
0.0060 |
0.0039 |
-0.0021 |
-35.0% |
0.0191 |
| ATR |
0.0075 |
0.0073 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
42,002 |
56,683 |
14,681 |
35.0% |
193,079 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3163 |
1.3142 |
1.3064 |
|
| R3 |
1.3124 |
1.3103 |
1.3054 |
|
| R2 |
1.3085 |
1.3085 |
1.3050 |
|
| R1 |
1.3064 |
1.3064 |
1.3047 |
1.3055 |
| PP |
1.3046 |
1.3046 |
1.3046 |
1.3042 |
| S1 |
1.3025 |
1.3025 |
1.3039 |
1.3016 |
| S2 |
1.3007 |
1.3007 |
1.3036 |
|
| S3 |
1.2968 |
1.2986 |
1.3032 |
|
| S4 |
1.2929 |
1.2947 |
1.3022 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3529 |
1.3460 |
1.3115 |
|
| R3 |
1.3338 |
1.3269 |
1.3063 |
|
| R2 |
1.3147 |
1.3147 |
1.3045 |
|
| R1 |
1.3078 |
1.3078 |
1.3028 |
1.3113 |
| PP |
1.2956 |
1.2956 |
1.2956 |
1.2973 |
| S1 |
1.2887 |
1.2887 |
1.2992 |
1.2922 |
| S2 |
1.2765 |
1.2765 |
1.2975 |
|
| S3 |
1.2574 |
1.2696 |
1.2957 |
|
| S4 |
1.2383 |
1.2505 |
1.2905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3070 |
1.2833 |
0.0237 |
1.8% |
0.0077 |
0.6% |
89% |
False |
False |
54,118 |
| 10 |
1.3070 |
1.2806 |
0.0264 |
2.0% |
0.0066 |
0.5% |
90% |
False |
False |
44,741 |
| 20 |
1.3070 |
1.2699 |
0.0371 |
2.8% |
0.0069 |
0.5% |
93% |
False |
False |
35,029 |
| 40 |
1.3101 |
1.2699 |
0.0402 |
3.1% |
0.0069 |
0.5% |
86% |
False |
False |
18,247 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0080 |
0.6% |
65% |
False |
False |
12,219 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0071 |
0.5% |
65% |
False |
False |
9,177 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0057 |
0.4% |
65% |
False |
False |
7,342 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0050 |
0.4% |
65% |
False |
False |
6,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3233 |
|
2.618 |
1.3169 |
|
1.618 |
1.3130 |
|
1.000 |
1.3106 |
|
0.618 |
1.3091 |
|
HIGH |
1.3067 |
|
0.618 |
1.3052 |
|
0.500 |
1.3048 |
|
0.382 |
1.3043 |
|
LOW |
1.3028 |
|
0.618 |
1.3004 |
|
1.000 |
1.2989 |
|
1.618 |
1.2965 |
|
2.618 |
1.2926 |
|
4.250 |
1.2862 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3048 |
1.3021 |
| PP |
1.3046 |
1.2998 |
| S1 |
1.3045 |
1.2976 |
|