CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2850 |
1.2880 |
0.0030 |
0.2% |
1.3033 |
| High |
1.2912 |
1.2955 |
0.0043 |
0.3% |
1.3090 |
| Low |
1.2801 |
1.2880 |
0.0079 |
0.6% |
1.2969 |
| Close |
1.2875 |
1.2926 |
0.0051 |
0.4% |
1.3015 |
| Range |
0.0111 |
0.0075 |
-0.0036 |
-32.4% |
0.0121 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.6% |
0.0000 |
| Volume |
45 |
155 |
110 |
244.4% |
239 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3145 |
1.3111 |
1.2967 |
|
| R3 |
1.3070 |
1.3036 |
1.2947 |
|
| R2 |
1.2995 |
1.2995 |
1.2940 |
|
| R1 |
1.2961 |
1.2961 |
1.2933 |
1.2978 |
| PP |
1.2920 |
1.2920 |
1.2920 |
1.2929 |
| S1 |
1.2886 |
1.2886 |
1.2919 |
1.2903 |
| S2 |
1.2845 |
1.2845 |
1.2912 |
|
| S3 |
1.2770 |
1.2811 |
1.2905 |
|
| S4 |
1.2695 |
1.2736 |
1.2885 |
|
|
| 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 |
1.3031 |
1.2801 |
0.0230 |
1.8% |
0.0079 |
0.6% |
54% |
False |
False |
57 |
| 10 |
1.3090 |
1.2801 |
0.0289 |
2.2% |
0.0065 |
0.5% |
43% |
False |
False |
52 |
| 20 |
1.3090 |
1.2801 |
0.0289 |
2.2% |
0.0046 |
0.4% |
43% |
False |
False |
35 |
| 40 |
1.3090 |
1.2801 |
0.0289 |
2.2% |
0.0029 |
0.2% |
43% |
False |
False |
29 |
| 60 |
1.3090 |
1.2800 |
0.0290 |
2.2% |
0.0023 |
0.2% |
43% |
False |
False |
20 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0017 |
0.1% |
28% |
False |
False |
15 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0015 |
0.1% |
28% |
False |
False |
13 |
| 120 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0012 |
0.1% |
28% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3274 |
|
2.618 |
1.3151 |
|
1.618 |
1.3076 |
|
1.000 |
1.3030 |
|
0.618 |
1.3001 |
|
HIGH |
1.2955 |
|
0.618 |
1.2926 |
|
0.500 |
1.2918 |
|
0.382 |
1.2909 |
|
LOW |
1.2880 |
|
0.618 |
1.2834 |
|
1.000 |
1.2805 |
|
1.618 |
1.2759 |
|
2.618 |
1.2684 |
|
4.250 |
1.2561 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2923 |
1.2918 |
| PP |
1.2920 |
1.2910 |
| S1 |
1.2918 |
1.2902 |
|