CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2987 |
1.3004 |
0.0017 |
0.1% |
1.3033 |
| High |
1.3023 |
1.3031 |
0.0008 |
0.1% |
1.3090 |
| Low |
1.2969 |
1.3001 |
0.0032 |
0.2% |
1.2969 |
| Close |
1.3015 |
1.3011 |
-0.0004 |
0.0% |
1.3015 |
| Range |
0.0054 |
0.0030 |
-0.0024 |
-44.4% |
0.0121 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
36 |
25 |
-11 |
-30.6% |
239 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3104 |
1.3088 |
1.3028 |
|
| R3 |
1.3074 |
1.3058 |
1.3019 |
|
| R2 |
1.3044 |
1.3044 |
1.3017 |
|
| R1 |
1.3028 |
1.3028 |
1.3014 |
1.3036 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.3019 |
| S1 |
1.2998 |
1.2998 |
1.3008 |
1.3006 |
| S2 |
1.2984 |
1.2984 |
1.3006 |
|
| S3 |
1.2954 |
1.2968 |
1.3003 |
|
| S4 |
1.2924 |
1.2938 |
1.2995 |
|
|
| 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% |
0.0051 |
0.4% |
35% |
False |
False |
52 |
| 10 |
1.3090 |
1.2969 |
0.0121 |
0.9% |
0.0037 |
0.3% |
35% |
False |
False |
31 |
| 20 |
1.3090 |
1.2844 |
0.0246 |
1.9% |
0.0032 |
0.2% |
68% |
False |
False |
28 |
| 40 |
1.3090 |
1.2844 |
0.0246 |
1.9% |
0.0021 |
0.2% |
68% |
False |
False |
23 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0017 |
0.1% |
46% |
False |
False |
16 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0014 |
0.1% |
46% |
False |
False |
12 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0012 |
0.1% |
46% |
False |
False |
10 |
| 120 |
1.3257 |
1.2704 |
0.0553 |
4.3% |
0.0010 |
0.1% |
56% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3159 |
|
2.618 |
1.3110 |
|
1.618 |
1.3080 |
|
1.000 |
1.3061 |
|
0.618 |
1.3050 |
|
HIGH |
1.3031 |
|
0.618 |
1.3020 |
|
0.500 |
1.3016 |
|
0.382 |
1.3012 |
|
LOW |
1.3001 |
|
0.618 |
1.2982 |
|
1.000 |
1.2971 |
|
1.618 |
1.2952 |
|
2.618 |
1.2922 |
|
4.250 |
1.2874 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3016 |
1.3014 |
| PP |
1.3014 |
1.3013 |
| S1 |
1.3013 |
1.3012 |
|