CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3028 |
1.2975 |
-0.0053 |
-0.4% |
1.3013 |
| High |
1.3046 |
1.3010 |
-0.0036 |
-0.3% |
1.3075 |
| Low |
1.2940 |
1.2943 |
0.0003 |
0.0% |
1.2940 |
| Close |
1.2967 |
1.2998 |
0.0031 |
0.2% |
1.2998 |
| Range |
0.0106 |
0.0067 |
-0.0039 |
-36.8% |
0.0135 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0000 |
| Volume |
85,892 |
69,154 |
-16,738 |
-19.5% |
299,101 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3185 |
1.3158 |
1.3035 |
|
| R3 |
1.3118 |
1.3091 |
1.3016 |
|
| R2 |
1.3051 |
1.3051 |
1.3010 |
|
| R1 |
1.3024 |
1.3024 |
1.3004 |
1.3038 |
| PP |
1.2984 |
1.2984 |
1.2984 |
1.2990 |
| S1 |
1.2957 |
1.2957 |
1.2992 |
1.2971 |
| S2 |
1.2917 |
1.2917 |
1.2986 |
|
| S3 |
1.2850 |
1.2890 |
1.2980 |
|
| S4 |
1.2783 |
1.2823 |
1.2961 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3409 |
1.3339 |
1.3072 |
|
| R3 |
1.3274 |
1.3204 |
1.3035 |
|
| R2 |
1.3139 |
1.3139 |
1.3023 |
|
| R1 |
1.3069 |
1.3069 |
1.3010 |
1.3037 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.2988 |
| S1 |
1.2934 |
1.2934 |
1.2986 |
1.2902 |
| S2 |
1.2869 |
1.2869 |
1.2973 |
|
| S3 |
1.2734 |
1.2799 |
1.2961 |
|
| S4 |
1.2599 |
1.2664 |
1.2924 |
|
|
| 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% |
0.0070 |
0.5% |
43% |
False |
False |
71,835 |
| 10 |
1.3075 |
1.2940 |
0.0135 |
1.0% |
0.0057 |
0.4% |
43% |
False |
False |
58,711 |
| 20 |
1.3075 |
1.2806 |
0.0269 |
2.1% |
0.0064 |
0.5% |
71% |
False |
False |
52,822 |
| 40 |
1.3075 |
1.2699 |
0.0376 |
2.9% |
0.0071 |
0.5% |
80% |
False |
False |
34,573 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0077 |
0.6% |
58% |
False |
False |
23,103 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0074 |
0.6% |
58% |
False |
False |
17,346 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0064 |
0.5% |
58% |
False |
False |
13,882 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0055 |
0.4% |
58% |
False |
False |
11,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3295 |
|
2.618 |
1.3185 |
|
1.618 |
1.3118 |
|
1.000 |
1.3077 |
|
0.618 |
1.3051 |
|
HIGH |
1.3010 |
|
0.618 |
1.2984 |
|
0.500 |
1.2977 |
|
0.382 |
1.2969 |
|
LOW |
1.2943 |
|
0.618 |
1.2902 |
|
1.000 |
1.2876 |
|
1.618 |
1.2835 |
|
2.618 |
1.2768 |
|
4.250 |
1.2658 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2991 |
1.2998 |
| PP |
1.2984 |
1.2998 |
| S1 |
1.2977 |
1.2998 |
|