CME Japanese Yen Future June 2012
Trading Metrics calculated at close of trading on 09-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
1.3019 |
1.3041 |
0.0022 |
0.2% |
1.3080 |
High |
1.3019 |
1.3041 |
0.0022 |
0.2% |
1.3089 |
Low |
1.3019 |
1.3041 |
0.0022 |
0.2% |
1.2985 |
Close |
1.3019 |
1.3041 |
0.0022 |
0.2% |
1.3019 |
Range |
|
|
|
|
|
ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.2% |
0.0000 |
Volume |
14 |
1 |
-13 |
-92.9% |
159 |
|
Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3041 |
1.3041 |
1.3041 |
|
R3 |
1.3041 |
1.3041 |
1.3041 |
|
R2 |
1.3041 |
1.3041 |
1.3041 |
|
R1 |
1.3041 |
1.3041 |
1.3041 |
1.3041 |
PP |
1.3041 |
1.3041 |
1.3041 |
1.3041 |
S1 |
1.3041 |
1.3041 |
1.3041 |
1.3041 |
S2 |
1.3041 |
1.3041 |
1.3041 |
|
S3 |
1.3041 |
1.3041 |
1.3041 |
|
S4 |
1.3041 |
1.3041 |
1.3041 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3343 |
1.3285 |
1.3076 |
|
R3 |
1.3239 |
1.3181 |
1.3048 |
|
R2 |
1.3135 |
1.3135 |
1.3038 |
|
R1 |
1.3077 |
1.3077 |
1.3029 |
1.3054 |
PP |
1.3031 |
1.3031 |
1.3031 |
1.3020 |
S1 |
1.2973 |
1.2973 |
1.3009 |
1.2950 |
S2 |
1.2927 |
1.2927 |
1.3000 |
|
S3 |
1.2823 |
1.2869 |
1.2990 |
|
S4 |
1.2719 |
1.2765 |
1.2962 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3089 |
1.2985 |
0.0104 |
0.8% |
0.0025 |
0.2% |
54% |
False |
False |
32 |
10 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0026 |
0.2% |
80% |
False |
False |
19 |
20 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0024 |
0.2% |
80% |
False |
False |
31 |
40 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0012 |
0.1% |
80% |
False |
False |
16 |
60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0011 |
0.1% |
53% |
False |
False |
11 |
80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0010 |
0.1% |
53% |
False |
False |
9 |
100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0008 |
0.1% |
53% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3041 |
2.618 |
1.3041 |
1.618 |
1.3041 |
1.000 |
1.3041 |
0.618 |
1.3041 |
HIGH |
1.3041 |
0.618 |
1.3041 |
0.500 |
1.3041 |
0.382 |
1.3041 |
LOW |
1.3041 |
0.618 |
1.3041 |
1.000 |
1.3041 |
1.618 |
1.3041 |
2.618 |
1.3041 |
4.250 |
1.3041 |
|
|
Fisher Pivots for day following 09-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
1.3041 |
1.3037 |
PP |
1.3041 |
1.3033 |
S1 |
1.3041 |
1.3029 |
|