CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3035 |
1.3103 |
0.0068 |
0.5% |
1.2997 |
| High |
1.3129 |
1.3140 |
0.0011 |
0.1% |
1.3054 |
| Low |
1.3030 |
1.3092 |
0.0062 |
0.5% |
1.2779 |
| Close |
1.3114 |
1.3134 |
0.0020 |
0.2% |
1.3044 |
| Range |
0.0099 |
0.0048 |
-0.0051 |
-51.5% |
0.0275 |
| ATR |
0.0082 |
0.0079 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
75,605 |
67,994 |
-7,611 |
-10.1% |
480,768 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3266 |
1.3248 |
1.3160 |
|
| R3 |
1.3218 |
1.3200 |
1.3147 |
|
| R2 |
1.3170 |
1.3170 |
1.3143 |
|
| R1 |
1.3152 |
1.3152 |
1.3138 |
1.3161 |
| PP |
1.3122 |
1.3122 |
1.3122 |
1.3127 |
| S1 |
1.3104 |
1.3104 |
1.3130 |
1.3113 |
| S2 |
1.3074 |
1.3074 |
1.3125 |
|
| S3 |
1.3026 |
1.3056 |
1.3121 |
|
| S4 |
1.2978 |
1.3008 |
1.3108 |
|
|
| 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 |
1.3140 |
1.2779 |
0.0361 |
2.7% |
0.0100 |
0.8% |
98% |
True |
False |
92,294 |
| 10 |
1.3140 |
1.2779 |
0.0361 |
2.7% |
0.0090 |
0.7% |
98% |
True |
False |
83,876 |
| 20 |
1.3140 |
1.2779 |
0.0361 |
2.7% |
0.0073 |
0.6% |
98% |
True |
False |
68,856 |
| 40 |
1.3140 |
1.2699 |
0.0441 |
3.4% |
0.0071 |
0.5% |
99% |
True |
False |
49,757 |
| 60 |
1.3140 |
1.2699 |
0.0441 |
3.4% |
0.0069 |
0.5% |
99% |
True |
False |
33,475 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0077 |
0.6% |
78% |
False |
False |
25,145 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0070 |
0.5% |
78% |
False |
False |
20,126 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0060 |
0.5% |
78% |
False |
False |
16,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3344 |
|
2.618 |
1.3266 |
|
1.618 |
1.3218 |
|
1.000 |
1.3188 |
|
0.618 |
1.3170 |
|
HIGH |
1.3140 |
|
0.618 |
1.3122 |
|
0.500 |
1.3116 |
|
0.382 |
1.3110 |
|
LOW |
1.3092 |
|
0.618 |
1.3062 |
|
1.000 |
1.3044 |
|
1.618 |
1.3014 |
|
2.618 |
1.2966 |
|
4.250 |
1.2888 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3128 |
1.3098 |
| PP |
1.3122 |
1.3061 |
| S1 |
1.3116 |
1.3025 |
|