CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2976 |
1.3027 |
0.0051 |
0.4% |
1.3046 |
| High |
1.3007 |
1.3039 |
0.0032 |
0.2% |
1.3070 |
| Low |
1.2943 |
1.2998 |
0.0055 |
0.4% |
1.2943 |
| Close |
1.2996 |
1.3020 |
0.0024 |
0.2% |
1.2996 |
| Range |
0.0064 |
0.0041 |
-0.0023 |
-35.9% |
0.0127 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
57,953 |
31,332 |
-26,621 |
-45.9% |
223,597 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3142 |
1.3122 |
1.3043 |
|
| R3 |
1.3101 |
1.3081 |
1.3031 |
|
| R2 |
1.3060 |
1.3060 |
1.3028 |
|
| R1 |
1.3040 |
1.3040 |
1.3024 |
1.3030 |
| PP |
1.3019 |
1.3019 |
1.3019 |
1.3014 |
| S1 |
1.2999 |
1.2999 |
1.3016 |
1.2989 |
| S2 |
1.2978 |
1.2978 |
1.3012 |
|
| S3 |
1.2937 |
1.2958 |
1.3009 |
|
| S4 |
1.2896 |
1.2917 |
1.2997 |
|
|
| 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 |
1.2943 |
0.0127 |
1.0% |
0.0061 |
0.5% |
61% |
False |
False |
50,985 |
| 10 |
1.3070 |
1.2806 |
0.0264 |
2.0% |
0.0070 |
0.5% |
81% |
False |
False |
46,803 |
| 20 |
1.3070 |
1.2699 |
0.0371 |
2.8% |
0.0070 |
0.5% |
87% |
False |
False |
41,886 |
| 40 |
1.3101 |
1.2699 |
0.0402 |
3.1% |
0.0070 |
0.5% |
80% |
False |
False |
22,149 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0080 |
0.6% |
61% |
False |
False |
14,822 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0073 |
0.6% |
61% |
False |
False |
11,129 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0059 |
0.5% |
61% |
False |
False |
8,904 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0051 |
0.4% |
61% |
False |
False |
7,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3213 |
|
2.618 |
1.3146 |
|
1.618 |
1.3105 |
|
1.000 |
1.3080 |
|
0.618 |
1.3064 |
|
HIGH |
1.3039 |
|
0.618 |
1.3023 |
|
0.500 |
1.3019 |
|
0.382 |
1.3014 |
|
LOW |
1.2998 |
|
0.618 |
1.2973 |
|
1.000 |
1.2957 |
|
1.618 |
1.2932 |
|
2.618 |
1.2891 |
|
4.250 |
1.2824 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3020 |
1.3014 |
| PP |
1.3019 |
1.3008 |
| S1 |
1.3019 |
1.3002 |
|