CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3020 |
1.3023 |
0.0003 |
0.0% |
1.3046 |
| High |
1.3036 |
1.3027 |
-0.0009 |
-0.1% |
1.3070 |
| Low |
1.3013 |
1.2991 |
-0.0022 |
-0.2% |
1.2943 |
| Close |
1.3031 |
1.3020 |
-0.0011 |
-0.1% |
1.2996 |
| Range |
0.0023 |
0.0036 |
0.0013 |
56.5% |
0.0127 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
39,726 |
48,710 |
8,984 |
22.6% |
223,597 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3121 |
1.3106 |
1.3040 |
|
| R3 |
1.3085 |
1.3070 |
1.3030 |
|
| R2 |
1.3049 |
1.3049 |
1.3027 |
|
| R1 |
1.3034 |
1.3034 |
1.3023 |
1.3024 |
| PP |
1.3013 |
1.3013 |
1.3013 |
1.3007 |
| S1 |
1.2998 |
1.2998 |
1.3017 |
1.2988 |
| S2 |
1.2977 |
1.2977 |
1.3013 |
|
| S3 |
1.2941 |
1.2962 |
1.3010 |
|
| S4 |
1.2905 |
1.2926 |
1.3000 |
|
|
| 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 |
1.3060 |
1.2943 |
0.0117 |
0.9% |
0.0053 |
0.4% |
66% |
False |
False |
48,936 |
| 10 |
1.3070 |
1.2833 |
0.0237 |
1.8% |
0.0065 |
0.5% |
79% |
False |
False |
51,527 |
| 20 |
1.3070 |
1.2699 |
0.0371 |
2.8% |
0.0067 |
0.5% |
87% |
False |
False |
44,760 |
| 40 |
1.3101 |
1.2699 |
0.0402 |
3.1% |
0.0069 |
0.5% |
80% |
False |
False |
24,355 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0078 |
0.6% |
61% |
False |
False |
16,294 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0074 |
0.6% |
61% |
False |
False |
12,234 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0060 |
0.5% |
61% |
False |
False |
9,789 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0052 |
0.4% |
61% |
False |
False |
8,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3180 |
|
2.618 |
1.3121 |
|
1.618 |
1.3085 |
|
1.000 |
1.3063 |
|
0.618 |
1.3049 |
|
HIGH |
1.3027 |
|
0.618 |
1.3013 |
|
0.500 |
1.3009 |
|
0.382 |
1.3005 |
|
LOW |
1.2991 |
|
0.618 |
1.2969 |
|
1.000 |
1.2955 |
|
1.618 |
1.2933 |
|
2.618 |
1.2897 |
|
4.250 |
1.2838 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3016 |
1.3018 |
| PP |
1.3013 |
1.3017 |
| S1 |
1.3009 |
1.3015 |
|