CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2997 |
1.2994 |
-0.0003 |
0.0% |
1.3013 |
| High |
1.3016 |
1.3000 |
-0.0016 |
-0.1% |
1.3075 |
| Low |
1.2980 |
1.2850 |
-0.0130 |
-1.0% |
1.2940 |
| Close |
1.2994 |
1.2871 |
-0.0123 |
-0.9% |
1.2998 |
| Range |
0.0036 |
0.0150 |
0.0114 |
316.7% |
0.0135 |
| ATR |
0.0065 |
0.0071 |
0.0006 |
9.4% |
0.0000 |
| Volume |
62,056 |
100,840 |
38,784 |
62.5% |
299,101 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3357 |
1.3264 |
1.2954 |
|
| R3 |
1.3207 |
1.3114 |
1.2912 |
|
| R2 |
1.3057 |
1.3057 |
1.2899 |
|
| R1 |
1.2964 |
1.2964 |
1.2885 |
1.2936 |
| PP |
1.2907 |
1.2907 |
1.2907 |
1.2893 |
| S1 |
1.2814 |
1.2814 |
1.2857 |
1.2786 |
| S2 |
1.2757 |
1.2757 |
1.2844 |
|
| S3 |
1.2607 |
1.2664 |
1.2830 |
|
| S4 |
1.2457 |
1.2514 |
1.2789 |
|
|
| 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 |
1.3055 |
1.2850 |
0.0205 |
1.6% |
0.0080 |
0.6% |
10% |
False |
True |
75,458 |
| 10 |
1.3075 |
1.2850 |
0.0225 |
1.7% |
0.0065 |
0.5% |
9% |
False |
True |
66,072 |
| 20 |
1.3075 |
1.2806 |
0.0269 |
2.1% |
0.0067 |
0.5% |
24% |
False |
False |
56,437 |
| 40 |
1.3075 |
1.2699 |
0.0376 |
2.9% |
0.0072 |
0.6% |
46% |
False |
False |
38,638 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0078 |
0.6% |
39% |
False |
False |
25,815 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0075 |
0.6% |
39% |
False |
False |
19,381 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0065 |
0.5% |
39% |
False |
False |
15,511 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0056 |
0.4% |
39% |
False |
False |
12,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3638 |
|
2.618 |
1.3393 |
|
1.618 |
1.3243 |
|
1.000 |
1.3150 |
|
0.618 |
1.3093 |
|
HIGH |
1.3000 |
|
0.618 |
1.2943 |
|
0.500 |
1.2925 |
|
0.382 |
1.2907 |
|
LOW |
1.2850 |
|
0.618 |
1.2757 |
|
1.000 |
1.2700 |
|
1.618 |
1.2607 |
|
2.618 |
1.2457 |
|
4.250 |
1.2213 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2925 |
1.2933 |
| PP |
1.2907 |
1.2912 |
| S1 |
1.2889 |
1.2892 |
|