CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3022 |
1.3028 |
0.0006 |
0.0% |
1.3027 |
| High |
1.3055 |
1.3046 |
-0.0009 |
-0.1% |
1.3054 |
| Low |
1.3016 |
1.2940 |
-0.0076 |
-0.6% |
1.2987 |
| Close |
1.3032 |
1.2967 |
-0.0065 |
-0.5% |
1.3004 |
| Range |
0.0039 |
0.0106 |
0.0067 |
171.8% |
0.0067 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.7% |
0.0000 |
| Volume |
59,351 |
85,892 |
26,541 |
44.7% |
230,058 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3302 |
1.3241 |
1.3025 |
|
| R3 |
1.3196 |
1.3135 |
1.2996 |
|
| R2 |
1.3090 |
1.3090 |
1.2986 |
|
| R1 |
1.3029 |
1.3029 |
1.2977 |
1.3007 |
| PP |
1.2984 |
1.2984 |
1.2984 |
1.2973 |
| S1 |
1.2923 |
1.2923 |
1.2957 |
1.2901 |
| S2 |
1.2878 |
1.2878 |
1.2948 |
|
| S3 |
1.2772 |
1.2817 |
1.2938 |
|
| S4 |
1.2666 |
1.2711 |
1.2909 |
|
|
| 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 |
1.2940 |
0.0135 |
1.0% |
0.0067 |
0.5% |
20% |
False |
True |
68,047 |
| 10 |
1.3075 |
1.2940 |
0.0135 |
1.0% |
0.0060 |
0.5% |
20% |
False |
True |
58,491 |
| 20 |
1.3075 |
1.2806 |
0.0269 |
2.1% |
0.0063 |
0.5% |
60% |
False |
False |
51,616 |
| 40 |
1.3075 |
1.2699 |
0.0376 |
2.9% |
0.0070 |
0.5% |
71% |
False |
False |
32,847 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0077 |
0.6% |
53% |
False |
False |
21,960 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0074 |
0.6% |
53% |
False |
False |
16,481 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0063 |
0.5% |
53% |
False |
False |
13,191 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0055 |
0.4% |
53% |
False |
False |
10,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3497 |
|
2.618 |
1.3324 |
|
1.618 |
1.3218 |
|
1.000 |
1.3152 |
|
0.618 |
1.3112 |
|
HIGH |
1.3046 |
|
0.618 |
1.3006 |
|
0.500 |
1.2993 |
|
0.382 |
1.2980 |
|
LOW |
1.2940 |
|
0.618 |
1.2874 |
|
1.000 |
1.2834 |
|
1.618 |
1.2768 |
|
2.618 |
1.2662 |
|
4.250 |
1.2490 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2993 |
1.3008 |
| PP |
1.2984 |
1.2994 |
| S1 |
1.2976 |
1.2981 |
|