CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3023 |
1.3021 |
-0.0002 |
0.0% |
1.3046 |
| High |
1.3027 |
1.3053 |
0.0026 |
0.2% |
1.3070 |
| Low |
1.2991 |
1.3000 |
0.0009 |
0.1% |
1.2943 |
| Close |
1.3020 |
1.3037 |
0.0017 |
0.1% |
1.2996 |
| Range |
0.0036 |
0.0053 |
0.0017 |
47.2% |
0.0127 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
48,710 |
50,214 |
1,504 |
3.1% |
223,597 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3189 |
1.3166 |
1.3066 |
|
| R3 |
1.3136 |
1.3113 |
1.3052 |
|
| R2 |
1.3083 |
1.3083 |
1.3047 |
|
| R1 |
1.3060 |
1.3060 |
1.3042 |
1.3072 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3036 |
| S1 |
1.3007 |
1.3007 |
1.3032 |
1.3019 |
| S2 |
1.2977 |
1.2977 |
1.3027 |
|
| S3 |
1.2924 |
1.2954 |
1.3022 |
|
| S4 |
1.2871 |
1.2901 |
1.3008 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3384 |
1.3317 |
1.3066 |
|
| R3 |
1.3257 |
1.3190 |
1.3031 |
|
| R2 |
1.3130 |
1.3130 |
1.3019 |
|
| R1 |
1.3063 |
1.3063 |
1.3008 |
1.3033 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.2988 |
| S1 |
1.2936 |
1.2936 |
1.2984 |
1.2906 |
| S2 |
1.2876 |
1.2876 |
1.2973 |
|
| S3 |
1.2749 |
1.2809 |
1.2961 |
|
| S4 |
1.2622 |
1.2682 |
1.2926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3053 |
1.2943 |
0.0110 |
0.8% |
0.0043 |
0.3% |
85% |
True |
False |
45,587 |
| 10 |
1.3070 |
1.2846 |
0.0224 |
1.7% |
0.0062 |
0.5% |
85% |
False |
False |
50,458 |
| 20 |
1.3070 |
1.2699 |
0.0371 |
2.8% |
0.0067 |
0.5% |
91% |
False |
False |
45,998 |
| 40 |
1.3101 |
1.2699 |
0.0402 |
3.1% |
0.0069 |
0.5% |
84% |
False |
False |
25,609 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0077 |
0.6% |
64% |
False |
False |
17,130 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0075 |
0.6% |
64% |
False |
False |
12,862 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0060 |
0.5% |
64% |
False |
False |
10,291 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0052 |
0.4% |
64% |
False |
False |
8,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3278 |
|
2.618 |
1.3192 |
|
1.618 |
1.3139 |
|
1.000 |
1.3106 |
|
0.618 |
1.3086 |
|
HIGH |
1.3053 |
|
0.618 |
1.3033 |
|
0.500 |
1.3027 |
|
0.382 |
1.3020 |
|
LOW |
1.3000 |
|
0.618 |
1.2967 |
|
1.000 |
1.2947 |
|
1.618 |
1.2914 |
|
2.618 |
1.2861 |
|
4.250 |
1.2775 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3034 |
1.3032 |
| PP |
1.3030 |
1.3027 |
| S1 |
1.3027 |
1.3022 |
|