CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2901 |
1.3046 |
0.0145 |
1.1% |
1.2859 |
| High |
1.3024 |
1.3070 |
0.0046 |
0.4% |
1.3024 |
| Low |
1.2881 |
1.3010 |
0.0129 |
1.0% |
1.2833 |
| Close |
1.3010 |
1.3056 |
0.0046 |
0.4% |
1.3010 |
| Range |
0.0143 |
0.0060 |
-0.0083 |
-58.0% |
0.0191 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
70,687 |
42,002 |
-28,685 |
-40.6% |
193,079 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3225 |
1.3201 |
1.3089 |
|
| R3 |
1.3165 |
1.3141 |
1.3073 |
|
| R2 |
1.3105 |
1.3105 |
1.3067 |
|
| R1 |
1.3081 |
1.3081 |
1.3062 |
1.3093 |
| PP |
1.3045 |
1.3045 |
1.3045 |
1.3052 |
| S1 |
1.3021 |
1.3021 |
1.3051 |
1.3033 |
| S2 |
1.2985 |
1.2985 |
1.3045 |
|
| S3 |
1.2925 |
1.2961 |
1.3040 |
|
| S4 |
1.2865 |
1.2901 |
1.3023 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3529 |
1.3460 |
1.3115 |
|
| R3 |
1.3338 |
1.3269 |
1.3063 |
|
| R2 |
1.3147 |
1.3147 |
1.3045 |
|
| R1 |
1.3078 |
1.3078 |
1.3028 |
1.3113 |
| PP |
1.2956 |
1.2956 |
1.2956 |
1.2973 |
| S1 |
1.2887 |
1.2887 |
1.2992 |
1.2922 |
| S2 |
1.2765 |
1.2765 |
1.2975 |
|
| S3 |
1.2574 |
1.2696 |
1.2957 |
|
| S4 |
1.2383 |
1.2505 |
1.2905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3070 |
1.2833 |
0.0237 |
1.8% |
0.0082 |
0.6% |
94% |
True |
False |
47,016 |
| 10 |
1.3070 |
1.2699 |
0.0371 |
2.8% |
0.0081 |
0.6% |
96% |
True |
False |
43,447 |
| 20 |
1.3070 |
1.2699 |
0.0371 |
2.8% |
0.0070 |
0.5% |
96% |
True |
False |
32,386 |
| 40 |
1.3101 |
1.2699 |
0.0402 |
3.1% |
0.0069 |
0.5% |
89% |
False |
False |
16,834 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0080 |
0.6% |
67% |
False |
False |
11,275 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0070 |
0.5% |
67% |
False |
False |
8,468 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0057 |
0.4% |
67% |
False |
False |
6,775 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0049 |
0.4% |
67% |
False |
False |
5,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3325 |
|
2.618 |
1.3227 |
|
1.618 |
1.3167 |
|
1.000 |
1.3130 |
|
0.618 |
1.3107 |
|
HIGH |
1.3070 |
|
0.618 |
1.3047 |
|
0.500 |
1.3040 |
|
0.382 |
1.3033 |
|
LOW |
1.3010 |
|
0.618 |
1.2973 |
|
1.000 |
1.2950 |
|
1.618 |
1.2913 |
|
2.618 |
1.2853 |
|
4.250 |
1.2755 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3051 |
1.3023 |
| PP |
1.3045 |
1.2991 |
| S1 |
1.3040 |
1.2958 |
|