CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2880 |
1.2927 |
0.0047 |
0.4% |
1.3004 |
| High |
1.2955 |
1.3072 |
0.0117 |
0.9% |
1.3072 |
| Low |
1.2880 |
1.2925 |
0.0045 |
0.3% |
1.2801 |
| Close |
1.2926 |
1.3059 |
0.0133 |
1.0% |
1.3059 |
| Range |
0.0075 |
0.0147 |
0.0072 |
96.0% |
0.0271 |
| ATR |
0.0055 |
0.0062 |
0.0007 |
11.9% |
0.0000 |
| Volume |
155 |
70 |
-85 |
-54.8% |
321 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3460 |
1.3406 |
1.3140 |
|
| R3 |
1.3313 |
1.3259 |
1.3099 |
|
| R2 |
1.3166 |
1.3166 |
1.3086 |
|
| R1 |
1.3112 |
1.3112 |
1.3072 |
1.3139 |
| PP |
1.3019 |
1.3019 |
1.3019 |
1.3032 |
| S1 |
1.2965 |
1.2965 |
1.3046 |
1.2992 |
| S2 |
1.2872 |
1.2872 |
1.3032 |
|
| S3 |
1.2725 |
1.2818 |
1.3019 |
|
| S4 |
1.2578 |
1.2671 |
1.2978 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3790 |
1.3696 |
1.3208 |
|
| R3 |
1.3519 |
1.3425 |
1.3134 |
|
| R2 |
1.3248 |
1.3248 |
1.3109 |
|
| R1 |
1.3154 |
1.3154 |
1.3084 |
1.3201 |
| PP |
1.2977 |
1.2977 |
1.2977 |
1.3001 |
| S1 |
1.2883 |
1.2883 |
1.3034 |
1.2930 |
| S2 |
1.2706 |
1.2706 |
1.3009 |
|
| S3 |
1.2435 |
1.2612 |
1.2984 |
|
| S4 |
1.2164 |
1.2341 |
1.2910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3072 |
1.2801 |
0.0271 |
2.1% |
0.0098 |
0.8% |
95% |
True |
False |
64 |
| 10 |
1.3090 |
1.2801 |
0.0289 |
2.2% |
0.0077 |
0.6% |
89% |
False |
False |
57 |
| 20 |
1.3090 |
1.2801 |
0.0289 |
2.2% |
0.0053 |
0.4% |
89% |
False |
False |
38 |
| 40 |
1.3090 |
1.2801 |
0.0289 |
2.2% |
0.0033 |
0.3% |
89% |
False |
False |
31 |
| 60 |
1.3090 |
1.2801 |
0.0289 |
2.2% |
0.0023 |
0.2% |
89% |
False |
False |
21 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0019 |
0.1% |
57% |
False |
False |
16 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0016 |
0.1% |
57% |
False |
False |
13 |
| 120 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0014 |
0.1% |
57% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3697 |
|
2.618 |
1.3457 |
|
1.618 |
1.3310 |
|
1.000 |
1.3219 |
|
0.618 |
1.3163 |
|
HIGH |
1.3072 |
|
0.618 |
1.3016 |
|
0.500 |
1.2999 |
|
0.382 |
1.2981 |
|
LOW |
1.2925 |
|
0.618 |
1.2834 |
|
1.000 |
1.2778 |
|
1.618 |
1.2687 |
|
2.618 |
1.2540 |
|
4.250 |
1.2300 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3039 |
1.3018 |
| PP |
1.3019 |
1.2977 |
| S1 |
1.2999 |
1.2937 |
|