CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3013 |
1.3022 |
0.0009 |
0.1% |
1.3027 |
| High |
1.3075 |
1.3055 |
-0.0020 |
-0.2% |
1.3054 |
| Low |
1.3004 |
1.3016 |
0.0012 |
0.1% |
1.2987 |
| Close |
1.3025 |
1.3032 |
0.0007 |
0.1% |
1.3004 |
| Range |
0.0071 |
0.0039 |
-0.0032 |
-45.1% |
0.0067 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
84,704 |
59,351 |
-25,353 |
-29.9% |
230,058 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3131 |
1.3053 |
|
| R3 |
1.3112 |
1.3092 |
1.3043 |
|
| R2 |
1.3073 |
1.3073 |
1.3039 |
|
| R1 |
1.3053 |
1.3053 |
1.3036 |
1.3063 |
| PP |
1.3034 |
1.3034 |
1.3034 |
1.3040 |
| S1 |
1.3014 |
1.3014 |
1.3028 |
1.3024 |
| S2 |
1.2995 |
1.2995 |
1.3025 |
|
| S3 |
1.2956 |
1.2975 |
1.3021 |
|
| S4 |
1.2917 |
1.2936 |
1.3011 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3216 |
1.3177 |
1.3041 |
|
| R3 |
1.3149 |
1.3110 |
1.3022 |
|
| R2 |
1.3082 |
1.3082 |
1.3016 |
|
| R1 |
1.3043 |
1.3043 |
1.3010 |
1.3029 |
| PP |
1.3015 |
1.3015 |
1.3015 |
1.3008 |
| S1 |
1.2976 |
1.2976 |
1.2998 |
1.2962 |
| S2 |
1.2948 |
1.2948 |
1.2992 |
|
| S3 |
1.2881 |
1.2909 |
1.2986 |
|
| S4 |
1.2814 |
1.2842 |
1.2967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3075 |
1.2987 |
0.0088 |
0.7% |
0.0053 |
0.4% |
51% |
False |
False |
60,611 |
| 10 |
1.3075 |
1.2943 |
0.0132 |
1.0% |
0.0054 |
0.4% |
67% |
False |
False |
55,570 |
| 20 |
1.3075 |
1.2699 |
0.0376 |
2.9% |
0.0067 |
0.5% |
89% |
False |
False |
49,509 |
| 40 |
1.3101 |
1.2699 |
0.0402 |
3.1% |
0.0069 |
0.5% |
83% |
False |
False |
30,701 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0078 |
0.6% |
63% |
False |
False |
20,529 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0074 |
0.6% |
63% |
False |
False |
15,410 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0062 |
0.5% |
63% |
False |
False |
12,332 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0054 |
0.4% |
63% |
False |
False |
10,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3221 |
|
2.618 |
1.3157 |
|
1.618 |
1.3118 |
|
1.000 |
1.3094 |
|
0.618 |
1.3079 |
|
HIGH |
1.3055 |
|
0.618 |
1.3040 |
|
0.500 |
1.3036 |
|
0.382 |
1.3031 |
|
LOW |
1.3016 |
|
0.618 |
1.2992 |
|
1.000 |
1.2977 |
|
1.618 |
1.2953 |
|
2.618 |
1.2914 |
|
4.250 |
1.2850 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3036 |
1.3032 |
| PP |
1.3034 |
1.3031 |
| S1 |
1.3033 |
1.3031 |
|