CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3004 |
1.3002 |
-0.0002 |
0.0% |
1.3033 |
| High |
1.3031 |
1.3002 |
-0.0029 |
-0.2% |
1.3090 |
| Low |
1.3001 |
1.2875 |
-0.0126 |
-1.0% |
1.2969 |
| Close |
1.3011 |
1.2888 |
-0.0123 |
-0.9% |
1.3015 |
| Range |
0.0030 |
0.0127 |
0.0097 |
323.3% |
0.0121 |
| ATR |
0.0042 |
0.0049 |
0.0007 |
16.0% |
0.0000 |
| Volume |
25 |
26 |
1 |
4.0% |
239 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3303 |
1.3222 |
1.2958 |
|
| R3 |
1.3176 |
1.3095 |
1.2923 |
|
| R2 |
1.3049 |
1.3049 |
1.2911 |
|
| R1 |
1.2968 |
1.2968 |
1.2900 |
1.2945 |
| PP |
1.2922 |
1.2922 |
1.2922 |
1.2910 |
| S1 |
1.2841 |
1.2841 |
1.2876 |
1.2818 |
| S2 |
1.2795 |
1.2795 |
1.2865 |
|
| S3 |
1.2668 |
1.2714 |
1.2853 |
|
| S4 |
1.2541 |
1.2587 |
1.2818 |
|
|
| 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 |
1.3065 |
1.2875 |
0.0190 |
1.5% |
0.0065 |
0.5% |
7% |
False |
True |
38 |
| 10 |
1.3090 |
1.2875 |
0.0215 |
1.7% |
0.0049 |
0.4% |
6% |
False |
True |
33 |
| 20 |
1.3090 |
1.2844 |
0.0246 |
1.9% |
0.0038 |
0.3% |
18% |
False |
False |
26 |
| 40 |
1.3090 |
1.2844 |
0.0246 |
1.9% |
0.0025 |
0.2% |
18% |
False |
False |
24 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0019 |
0.2% |
19% |
False |
False |
16 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0015 |
0.1% |
19% |
False |
False |
13 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0013 |
0.1% |
19% |
False |
False |
11 |
| 120 |
1.3257 |
1.2704 |
0.0553 |
4.3% |
0.0011 |
0.1% |
33% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3542 |
|
2.618 |
1.3334 |
|
1.618 |
1.3207 |
|
1.000 |
1.3129 |
|
0.618 |
1.3080 |
|
HIGH |
1.3002 |
|
0.618 |
1.2953 |
|
0.500 |
1.2939 |
|
0.382 |
1.2924 |
|
LOW |
1.2875 |
|
0.618 |
1.2797 |
|
1.000 |
1.2748 |
|
1.618 |
1.2670 |
|
2.618 |
1.2543 |
|
4.250 |
1.2335 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2939 |
1.2953 |
| PP |
1.2922 |
1.2931 |
| S1 |
1.2905 |
1.2910 |
|