CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3049 |
1.3046 |
-0.0003 |
0.0% |
1.2859 |
| High |
1.3067 |
1.3060 |
-0.0007 |
-0.1% |
1.3024 |
| Low |
1.3028 |
1.2958 |
-0.0070 |
-0.5% |
1.2833 |
| Close |
1.3043 |
1.2970 |
-0.0073 |
-0.6% |
1.3010 |
| Range |
0.0039 |
0.0102 |
0.0063 |
161.5% |
0.0191 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.9% |
0.0000 |
| Volume |
56,683 |
66,959 |
10,276 |
18.1% |
193,079 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3302 |
1.3238 |
1.3026 |
|
| R3 |
1.3200 |
1.3136 |
1.2998 |
|
| R2 |
1.3098 |
1.3098 |
1.2989 |
|
| R1 |
1.3034 |
1.3034 |
1.2979 |
1.3015 |
| PP |
1.2996 |
1.2996 |
1.2996 |
1.2987 |
| S1 |
1.2932 |
1.2932 |
1.2961 |
1.2913 |
| S2 |
1.2894 |
1.2894 |
1.2951 |
|
| S3 |
1.2792 |
1.2830 |
1.2942 |
|
| S4 |
1.2690 |
1.2728 |
1.2914 |
|
|
| 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 |
1.2846 |
0.0224 |
1.7% |
0.0081 |
0.6% |
55% |
False |
False |
55,329 |
| 10 |
1.3070 |
1.2806 |
0.0264 |
2.0% |
0.0071 |
0.5% |
62% |
False |
False |
46,933 |
| 20 |
1.3070 |
1.2699 |
0.0371 |
2.9% |
0.0073 |
0.6% |
73% |
False |
False |
38,248 |
| 40 |
1.3101 |
1.2699 |
0.0402 |
3.1% |
0.0071 |
0.5% |
67% |
False |
False |
19,919 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0081 |
0.6% |
54% |
False |
False |
13,334 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0072 |
0.6% |
54% |
False |
False |
10,013 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0058 |
0.4% |
54% |
False |
False |
8,012 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0050 |
0.4% |
54% |
False |
False |
6,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3494 |
|
2.618 |
1.3327 |
|
1.618 |
1.3225 |
|
1.000 |
1.3162 |
|
0.618 |
1.3123 |
|
HIGH |
1.3060 |
|
0.618 |
1.3021 |
|
0.500 |
1.3009 |
|
0.382 |
1.2997 |
|
LOW |
1.2958 |
|
0.618 |
1.2895 |
|
1.000 |
1.2856 |
|
1.618 |
1.2793 |
|
2.618 |
1.2691 |
|
4.250 |
1.2525 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3009 |
1.3014 |
| PP |
1.2996 |
1.2999 |
| S1 |
1.2983 |
1.2985 |
|