CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2975 |
1.2997 |
0.0022 |
0.2% |
1.3013 |
| High |
1.3010 |
1.3016 |
0.0006 |
0.0% |
1.3075 |
| Low |
1.2943 |
1.2980 |
0.0037 |
0.3% |
1.2940 |
| Close |
1.2998 |
1.2994 |
-0.0004 |
0.0% |
1.2998 |
| Range |
0.0067 |
0.0036 |
-0.0031 |
-46.3% |
0.0135 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
69,154 |
62,056 |
-7,098 |
-10.3% |
299,101 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3105 |
1.3085 |
1.3014 |
|
| R3 |
1.3069 |
1.3049 |
1.3004 |
|
| R2 |
1.3033 |
1.3033 |
1.3001 |
|
| R1 |
1.3013 |
1.3013 |
1.2997 |
1.3005 |
| PP |
1.2997 |
1.2997 |
1.2997 |
1.2993 |
| S1 |
1.2977 |
1.2977 |
1.2991 |
1.2969 |
| S2 |
1.2961 |
1.2961 |
1.2987 |
|
| S3 |
1.2925 |
1.2941 |
1.2984 |
|
| S4 |
1.2889 |
1.2905 |
1.2974 |
|
|
| 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% |
0.0064 |
0.5% |
40% |
False |
False |
72,231 |
| 10 |
1.3075 |
1.2940 |
0.0135 |
1.0% |
0.0054 |
0.4% |
40% |
False |
False |
59,121 |
| 20 |
1.3075 |
1.2806 |
0.0269 |
2.1% |
0.0061 |
0.5% |
70% |
False |
False |
53,134 |
| 40 |
1.3075 |
1.2699 |
0.0376 |
2.9% |
0.0070 |
0.5% |
78% |
False |
False |
36,122 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0076 |
0.6% |
57% |
False |
False |
24,135 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0073 |
0.6% |
57% |
False |
False |
18,121 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0064 |
0.5% |
57% |
False |
False |
14,503 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0055 |
0.4% |
57% |
False |
False |
12,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3169 |
|
2.618 |
1.3110 |
|
1.618 |
1.3074 |
|
1.000 |
1.3052 |
|
0.618 |
1.3038 |
|
HIGH |
1.3016 |
|
0.618 |
1.3002 |
|
0.500 |
1.2998 |
|
0.382 |
1.2994 |
|
LOW |
1.2980 |
|
0.618 |
1.2958 |
|
1.000 |
1.2944 |
|
1.618 |
1.2922 |
|
2.618 |
1.2886 |
|
4.250 |
1.2827 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2998 |
1.2994 |
| PP |
1.2997 |
1.2993 |
| S1 |
1.2995 |
1.2993 |
|