CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3046 |
1.2976 |
-0.0070 |
-0.5% |
1.3046 |
| High |
1.3060 |
1.3007 |
-0.0053 |
-0.4% |
1.3070 |
| Low |
1.2958 |
1.2943 |
-0.0015 |
-0.1% |
1.2943 |
| Close |
1.2970 |
1.2996 |
0.0026 |
0.2% |
1.2996 |
| Range |
0.0102 |
0.0064 |
-0.0038 |
-37.3% |
0.0127 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
66,959 |
57,953 |
-9,006 |
-13.5% |
223,597 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3174 |
1.3149 |
1.3031 |
|
| R3 |
1.3110 |
1.3085 |
1.3014 |
|
| R2 |
1.3046 |
1.3046 |
1.3008 |
|
| R1 |
1.3021 |
1.3021 |
1.3002 |
1.3034 |
| PP |
1.2982 |
1.2982 |
1.2982 |
1.2988 |
| S1 |
1.2957 |
1.2957 |
1.2990 |
1.2970 |
| S2 |
1.2918 |
1.2918 |
1.2984 |
|
| S3 |
1.2854 |
1.2893 |
1.2978 |
|
| S4 |
1.2790 |
1.2829 |
1.2961 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3384 |
1.3317 |
1.3066 |
|
| R3 |
1.3257 |
1.3190 |
1.3031 |
|
| R2 |
1.3130 |
1.3130 |
1.3019 |
|
| R1 |
1.3063 |
1.3063 |
1.3008 |
1.3033 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.2988 |
| S1 |
1.2936 |
1.2936 |
1.2984 |
1.2906 |
| S2 |
1.2876 |
1.2876 |
1.2973 |
|
| S3 |
1.2749 |
1.2809 |
1.2961 |
|
| S4 |
1.2622 |
1.2682 |
1.2926 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3070 |
1.2881 |
0.0189 |
1.5% |
0.0082 |
0.6% |
61% |
False |
False |
58,856 |
| 10 |
1.3070 |
1.2806 |
0.0264 |
2.0% |
0.0069 |
0.5% |
72% |
False |
False |
47,146 |
| 20 |
1.3070 |
1.2699 |
0.0371 |
2.9% |
0.0075 |
0.6% |
80% |
False |
False |
40,950 |
| 40 |
1.3101 |
1.2699 |
0.0402 |
3.1% |
0.0071 |
0.5% |
74% |
False |
False |
21,366 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0082 |
0.6% |
58% |
False |
False |
14,300 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0073 |
0.6% |
58% |
False |
False |
10,737 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0059 |
0.5% |
58% |
False |
False |
8,591 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0051 |
0.4% |
58% |
False |
False |
7,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3279 |
|
2.618 |
1.3175 |
|
1.618 |
1.3111 |
|
1.000 |
1.3071 |
|
0.618 |
1.3047 |
|
HIGH |
1.3007 |
|
0.618 |
1.2983 |
|
0.500 |
1.2975 |
|
0.382 |
1.2967 |
|
LOW |
1.2943 |
|
0.618 |
1.2903 |
|
1.000 |
1.2879 |
|
1.618 |
1.2839 |
|
2.618 |
1.2775 |
|
4.250 |
1.2671 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2989 |
1.3005 |
| PP |
1.2982 |
1.3002 |
| S1 |
1.2975 |
1.2999 |
|