CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3027 |
1.3020 |
-0.0007 |
-0.1% |
1.3046 |
| High |
1.3039 |
1.3036 |
-0.0003 |
0.0% |
1.3070 |
| Low |
1.2998 |
1.3013 |
0.0015 |
0.1% |
1.2943 |
| Close |
1.3020 |
1.3031 |
0.0011 |
0.1% |
1.2996 |
| Range |
0.0041 |
0.0023 |
-0.0018 |
-43.9% |
0.0127 |
| ATR |
0.0072 |
0.0068 |
-0.0003 |
-4.9% |
0.0000 |
| Volume |
31,332 |
39,726 |
8,394 |
26.8% |
223,597 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3096 |
1.3086 |
1.3044 |
|
| R3 |
1.3073 |
1.3063 |
1.3037 |
|
| R2 |
1.3050 |
1.3050 |
1.3035 |
|
| R1 |
1.3040 |
1.3040 |
1.3033 |
1.3045 |
| PP |
1.3027 |
1.3027 |
1.3027 |
1.3029 |
| S1 |
1.3017 |
1.3017 |
1.3029 |
1.3022 |
| S2 |
1.3004 |
1.3004 |
1.3027 |
|
| S3 |
1.2981 |
1.2994 |
1.3025 |
|
| S4 |
1.2958 |
1.2971 |
1.3018 |
|
|
| 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 |
1.3067 |
1.2943 |
0.0124 |
1.0% |
0.0054 |
0.4% |
71% |
False |
False |
50,530 |
| 10 |
1.3070 |
1.2833 |
0.0237 |
1.8% |
0.0068 |
0.5% |
84% |
False |
False |
48,773 |
| 20 |
1.3070 |
1.2699 |
0.0371 |
2.8% |
0.0069 |
0.5% |
89% |
False |
False |
43,318 |
| 40 |
1.3101 |
1.2699 |
0.0402 |
3.1% |
0.0070 |
0.5% |
83% |
False |
False |
23,138 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0079 |
0.6% |
63% |
False |
False |
15,483 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0073 |
0.6% |
63% |
False |
False |
11,625 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0059 |
0.5% |
63% |
False |
False |
9,302 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0052 |
0.4% |
63% |
False |
False |
7,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3134 |
|
2.618 |
1.3096 |
|
1.618 |
1.3073 |
|
1.000 |
1.3059 |
|
0.618 |
1.3050 |
|
HIGH |
1.3036 |
|
0.618 |
1.3027 |
|
0.500 |
1.3025 |
|
0.382 |
1.3022 |
|
LOW |
1.3013 |
|
0.618 |
1.2999 |
|
1.000 |
1.2990 |
|
1.618 |
1.2976 |
|
2.618 |
1.2953 |
|
4.250 |
1.2915 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3029 |
1.3018 |
| PP |
1.3027 |
1.3004 |
| S1 |
1.3025 |
1.2991 |
|