CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3054 |
1.3112 |
0.0058 |
0.4% |
1.3004 |
| High |
1.3133 |
1.3154 |
0.0021 |
0.2% |
1.3072 |
| Low |
1.3052 |
1.3110 |
0.0058 |
0.4% |
1.2801 |
| Close |
1.3131 |
1.3150 |
0.0019 |
0.1% |
1.3059 |
| Range |
0.0081 |
0.0044 |
-0.0037 |
-45.7% |
0.0271 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
285 |
368 |
83 |
29.1% |
321 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3270 |
1.3254 |
1.3174 |
|
| R3 |
1.3226 |
1.3210 |
1.3162 |
|
| R2 |
1.3182 |
1.3182 |
1.3158 |
|
| R1 |
1.3166 |
1.3166 |
1.3154 |
1.3174 |
| PP |
1.3138 |
1.3138 |
1.3138 |
1.3142 |
| S1 |
1.3122 |
1.3122 |
1.3146 |
1.3130 |
| S2 |
1.3094 |
1.3094 |
1.3142 |
|
| S3 |
1.3050 |
1.3078 |
1.3138 |
|
| S4 |
1.3006 |
1.3034 |
1.3126 |
|
|
| 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 |
1.3154 |
1.2801 |
0.0353 |
2.7% |
0.0092 |
0.7% |
99% |
True |
False |
184 |
| 10 |
1.3154 |
1.2801 |
0.0353 |
2.7% |
0.0078 |
0.6% |
99% |
True |
False |
111 |
| 20 |
1.3154 |
1.2801 |
0.0353 |
2.7% |
0.0054 |
0.4% |
99% |
True |
False |
70 |
| 40 |
1.3154 |
1.2801 |
0.0353 |
2.7% |
0.0036 |
0.3% |
99% |
True |
False |
47 |
| 60 |
1.3154 |
1.2801 |
0.0353 |
2.7% |
0.0025 |
0.2% |
99% |
True |
False |
31 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0020 |
0.2% |
77% |
False |
False |
24 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0017 |
0.1% |
77% |
False |
False |
20 |
| 120 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0015 |
0.1% |
77% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3341 |
|
2.618 |
1.3269 |
|
1.618 |
1.3225 |
|
1.000 |
1.3198 |
|
0.618 |
1.3181 |
|
HIGH |
1.3154 |
|
0.618 |
1.3137 |
|
0.500 |
1.3132 |
|
0.382 |
1.3127 |
|
LOW |
1.3110 |
|
0.618 |
1.3083 |
|
1.000 |
1.3066 |
|
1.618 |
1.3039 |
|
2.618 |
1.2995 |
|
4.250 |
1.2923 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3144 |
1.3113 |
| PP |
1.3138 |
1.3076 |
| S1 |
1.3132 |
1.3040 |
|