CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2873 |
1.2915 |
0.0042 |
0.3% |
1.2997 |
| High |
1.2945 |
1.3054 |
0.0109 |
0.8% |
1.3054 |
| Low |
1.2856 |
1.2910 |
0.0054 |
0.4% |
1.2779 |
| Close |
1.2912 |
1.3044 |
0.0132 |
1.0% |
1.3044 |
| Range |
0.0089 |
0.0144 |
0.0055 |
61.8% |
0.0275 |
| ATR |
0.0075 |
0.0080 |
0.0005 |
6.5% |
0.0000 |
| Volume |
75,359 |
111,396 |
36,037 |
47.8% |
480,768 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3435 |
1.3383 |
1.3123 |
|
| R3 |
1.3291 |
1.3239 |
1.3084 |
|
| R2 |
1.3147 |
1.3147 |
1.3070 |
|
| R1 |
1.3095 |
1.3095 |
1.3057 |
1.3121 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.3016 |
| S1 |
1.2951 |
1.2951 |
1.3031 |
1.2977 |
| S2 |
1.2859 |
1.2859 |
1.3018 |
|
| S3 |
1.2715 |
1.2807 |
1.3004 |
|
| S4 |
1.2571 |
1.2663 |
1.2965 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3784 |
1.3689 |
1.3195 |
|
| R3 |
1.3509 |
1.3414 |
1.3120 |
|
| R2 |
1.3234 |
1.3234 |
1.3094 |
|
| R1 |
1.3139 |
1.3139 |
1.3069 |
1.3187 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2983 |
| S1 |
1.2864 |
1.2864 |
1.3019 |
1.2912 |
| S2 |
1.2684 |
1.2684 |
1.2994 |
|
| S3 |
1.2409 |
1.2589 |
1.2968 |
|
| S4 |
1.2134 |
1.2314 |
1.2893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3054 |
1.2779 |
0.0275 |
2.1% |
0.0108 |
0.8% |
96% |
True |
False |
96,153 |
| 10 |
1.3075 |
1.2779 |
0.0296 |
2.3% |
0.0089 |
0.7% |
90% |
False |
False |
83,994 |
| 20 |
1.3075 |
1.2779 |
0.0296 |
2.3% |
0.0076 |
0.6% |
90% |
False |
False |
67,226 |
| 40 |
1.3075 |
1.2699 |
0.0376 |
2.9% |
0.0072 |
0.6% |
92% |
False |
False |
46,553 |
| 60 |
1.3101 |
1.2694 |
0.0407 |
3.1% |
0.0070 |
0.5% |
86% |
False |
False |
31,109 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0076 |
0.6% |
65% |
False |
False |
23,353 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0069 |
0.5% |
65% |
False |
False |
18,690 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0059 |
0.5% |
65% |
False |
False |
15,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3666 |
|
2.618 |
1.3431 |
|
1.618 |
1.3287 |
|
1.000 |
1.3198 |
|
0.618 |
1.3143 |
|
HIGH |
1.3054 |
|
0.618 |
1.2999 |
|
0.500 |
1.2982 |
|
0.382 |
1.2965 |
|
LOW |
1.2910 |
|
0.618 |
1.2821 |
|
1.000 |
1.2766 |
|
1.618 |
1.2677 |
|
2.618 |
1.2533 |
|
4.250 |
1.2298 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3023 |
1.3002 |
| PP |
1.3003 |
1.2959 |
| S1 |
1.2982 |
1.2917 |
|