CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3030 |
1.3013 |
-0.0017 |
-0.1% |
1.3027 |
| High |
1.3054 |
1.3075 |
0.0021 |
0.2% |
1.3054 |
| Low |
1.2987 |
1.3004 |
0.0017 |
0.1% |
1.2987 |
| Close |
1.3004 |
1.3025 |
0.0021 |
0.2% |
1.3004 |
| Range |
0.0067 |
0.0071 |
0.0004 |
6.0% |
0.0067 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.6% |
0.0000 |
| Volume |
60,076 |
84,704 |
24,628 |
41.0% |
230,058 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3248 |
1.3207 |
1.3064 |
|
| R3 |
1.3177 |
1.3136 |
1.3045 |
|
| R2 |
1.3106 |
1.3106 |
1.3038 |
|
| R1 |
1.3065 |
1.3065 |
1.3032 |
1.3086 |
| PP |
1.3035 |
1.3035 |
1.3035 |
1.3045 |
| S1 |
1.2994 |
1.2994 |
1.3018 |
1.3015 |
| S2 |
1.2964 |
1.2964 |
1.3012 |
|
| S3 |
1.2893 |
1.2923 |
1.3005 |
|
| S4 |
1.2822 |
1.2852 |
1.2986 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3216 |
1.3177 |
1.3041 |
|
| R3 |
1.3149 |
1.3110 |
1.3022 |
|
| R2 |
1.3082 |
1.3082 |
1.3016 |
|
| R1 |
1.3043 |
1.3043 |
1.3010 |
1.3029 |
| PP |
1.3015 |
1.3015 |
1.3015 |
1.3008 |
| S1 |
1.2976 |
1.2976 |
1.2998 |
1.2962 |
| S2 |
1.2948 |
1.2948 |
1.2992 |
|
| S3 |
1.2881 |
1.2909 |
1.2986 |
|
| S4 |
1.2814 |
1.2842 |
1.2967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3075 |
1.2987 |
0.0088 |
0.7% |
0.0050 |
0.4% |
43% |
True |
False |
56,686 |
| 10 |
1.3075 |
1.2943 |
0.0132 |
1.0% |
0.0056 |
0.4% |
62% |
True |
False |
53,835 |
| 20 |
1.3075 |
1.2699 |
0.0376 |
2.9% |
0.0068 |
0.5% |
87% |
True |
False |
49,176 |
| 40 |
1.3101 |
1.2699 |
0.0402 |
3.1% |
0.0068 |
0.5% |
81% |
False |
False |
29,221 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0079 |
0.6% |
62% |
False |
False |
19,542 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0075 |
0.6% |
62% |
False |
False |
14,670 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0062 |
0.5% |
62% |
False |
False |
11,739 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0053 |
0.4% |
62% |
False |
False |
9,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3377 |
|
2.618 |
1.3261 |
|
1.618 |
1.3190 |
|
1.000 |
1.3146 |
|
0.618 |
1.3119 |
|
HIGH |
1.3075 |
|
0.618 |
1.3048 |
|
0.500 |
1.3040 |
|
0.382 |
1.3031 |
|
LOW |
1.3004 |
|
0.618 |
1.2960 |
|
1.000 |
1.2933 |
|
1.618 |
1.2889 |
|
2.618 |
1.2818 |
|
4.250 |
1.2702 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3040 |
1.3031 |
| PP |
1.3035 |
1.3029 |
| S1 |
1.3030 |
1.3027 |
|