CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2994 |
1.2883 |
-0.0111 |
-0.9% |
1.3013 |
| High |
1.3000 |
1.2899 |
-0.0101 |
-0.8% |
1.3075 |
| Low |
1.2850 |
1.2779 |
-0.0071 |
-0.6% |
1.2940 |
| Close |
1.2871 |
1.2860 |
-0.0011 |
-0.1% |
1.2998 |
| Range |
0.0150 |
0.0120 |
-0.0030 |
-20.0% |
0.0135 |
| ATR |
0.0071 |
0.0074 |
0.0004 |
5.0% |
0.0000 |
| Volume |
100,840 |
131,117 |
30,277 |
30.0% |
299,101 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3206 |
1.3153 |
1.2926 |
|
| R3 |
1.3086 |
1.3033 |
1.2893 |
|
| R2 |
1.2966 |
1.2966 |
1.2882 |
|
| R1 |
1.2913 |
1.2913 |
1.2871 |
1.2880 |
| PP |
1.2846 |
1.2846 |
1.2846 |
1.2829 |
| S1 |
1.2793 |
1.2793 |
1.2849 |
1.2760 |
| S2 |
1.2726 |
1.2726 |
1.2838 |
|
| S3 |
1.2606 |
1.2673 |
1.2827 |
|
| S4 |
1.2486 |
1.2553 |
1.2794 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3409 |
1.3339 |
1.3072 |
|
| R3 |
1.3274 |
1.3204 |
1.3035 |
|
| R2 |
1.3139 |
1.3139 |
1.3023 |
|
| R1 |
1.3069 |
1.3069 |
1.3010 |
1.3037 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.2988 |
| S1 |
1.2934 |
1.2934 |
1.2986 |
1.2902 |
| S2 |
1.2869 |
1.2869 |
1.2973 |
|
| S3 |
1.2734 |
1.2799 |
1.2961 |
|
| S4 |
1.2599 |
1.2664 |
1.2924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3046 |
1.2779 |
0.0267 |
2.1% |
0.0096 |
0.7% |
30% |
False |
True |
89,811 |
| 10 |
1.3075 |
1.2779 |
0.0296 |
2.3% |
0.0075 |
0.6% |
27% |
False |
True |
75,211 |
| 20 |
1.3075 |
1.2779 |
0.0296 |
2.3% |
0.0071 |
0.6% |
27% |
False |
True |
61,992 |
| 40 |
1.3075 |
1.2699 |
0.0376 |
2.9% |
0.0072 |
0.6% |
43% |
False |
False |
41,907 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0078 |
0.6% |
37% |
False |
False |
27,999 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0075 |
0.6% |
37% |
False |
False |
21,020 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0067 |
0.5% |
37% |
False |
False |
16,823 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0057 |
0.4% |
37% |
False |
False |
14,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3409 |
|
2.618 |
1.3213 |
|
1.618 |
1.3093 |
|
1.000 |
1.3019 |
|
0.618 |
1.2973 |
|
HIGH |
1.2899 |
|
0.618 |
1.2853 |
|
0.500 |
1.2839 |
|
0.382 |
1.2825 |
|
LOW |
1.2779 |
|
0.618 |
1.2705 |
|
1.000 |
1.2659 |
|
1.618 |
1.2585 |
|
2.618 |
1.2465 |
|
4.250 |
1.2269 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2853 |
1.2898 |
| PP |
1.2846 |
1.2885 |
| S1 |
1.2839 |
1.2873 |
|