CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3056 |
1.2987 |
-0.0069 |
-0.5% |
1.3033 |
| High |
1.3059 |
1.3023 |
-0.0036 |
-0.3% |
1.3090 |
| Low |
1.2969 |
1.2969 |
0.0000 |
0.0% |
1.2969 |
| Close |
1.2984 |
1.3015 |
0.0031 |
0.2% |
1.3015 |
| Range |
0.0090 |
0.0054 |
-0.0036 |
-40.0% |
0.0121 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.0% |
0.0000 |
| Volume |
73 |
36 |
-37 |
-50.7% |
239 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3164 |
1.3144 |
1.3045 |
|
| R3 |
1.3110 |
1.3090 |
1.3030 |
|
| R2 |
1.3056 |
1.3056 |
1.3025 |
|
| R1 |
1.3036 |
1.3036 |
1.3020 |
1.3046 |
| PP |
1.3002 |
1.3002 |
1.3002 |
1.3008 |
| S1 |
1.2982 |
1.2982 |
1.3010 |
1.2992 |
| S2 |
1.2948 |
1.2948 |
1.3005 |
|
| S3 |
1.2894 |
1.2928 |
1.3000 |
|
| S4 |
1.2840 |
1.2874 |
1.2985 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3388 |
1.3322 |
1.3082 |
|
| R3 |
1.3267 |
1.3201 |
1.3048 |
|
| R2 |
1.3146 |
1.3146 |
1.3037 |
|
| R1 |
1.3080 |
1.3080 |
1.3026 |
1.3053 |
| PP |
1.3025 |
1.3025 |
1.3025 |
1.3011 |
| S1 |
1.2959 |
1.2959 |
1.3004 |
1.2932 |
| S2 |
1.2904 |
1.2904 |
1.2993 |
|
| S3 |
1.2783 |
1.2838 |
1.2982 |
|
| S4 |
1.2662 |
1.2717 |
1.2948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3090 |
1.2969 |
0.0121 |
0.9% |
0.0057 |
0.4% |
38% |
False |
True |
50 |
| 10 |
1.3090 |
1.2969 |
0.0121 |
0.9% |
0.0034 |
0.3% |
38% |
False |
True |
30 |
| 20 |
1.3090 |
1.2844 |
0.0246 |
1.9% |
0.0037 |
0.3% |
70% |
False |
False |
27 |
| 40 |
1.3090 |
1.2844 |
0.0246 |
1.9% |
0.0021 |
0.2% |
70% |
False |
False |
23 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0017 |
0.1% |
47% |
False |
False |
16 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0013 |
0.1% |
47% |
False |
False |
12 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0011 |
0.1% |
47% |
False |
False |
10 |
| 120 |
1.3257 |
1.2704 |
0.0553 |
4.2% |
0.0009 |
0.1% |
56% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3253 |
|
2.618 |
1.3164 |
|
1.618 |
1.3110 |
|
1.000 |
1.3077 |
|
0.618 |
1.3056 |
|
HIGH |
1.3023 |
|
0.618 |
1.3002 |
|
0.500 |
1.2996 |
|
0.382 |
1.2990 |
|
LOW |
1.2969 |
|
0.618 |
1.2936 |
|
1.000 |
1.2915 |
|
1.618 |
1.2882 |
|
2.618 |
1.2828 |
|
4.250 |
1.2740 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3009 |
1.3017 |
| PP |
1.3002 |
1.3016 |
| S1 |
1.2996 |
1.3016 |
|