CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2883 |
1.2873 |
-0.0010 |
-0.1% |
1.3013 |
| High |
1.2899 |
1.2945 |
0.0046 |
0.4% |
1.3075 |
| Low |
1.2779 |
1.2856 |
0.0077 |
0.6% |
1.2940 |
| Close |
1.2860 |
1.2912 |
0.0052 |
0.4% |
1.2998 |
| Range |
0.0120 |
0.0089 |
-0.0031 |
-25.8% |
0.0135 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.4% |
0.0000 |
| Volume |
131,117 |
75,359 |
-55,758 |
-42.5% |
299,101 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3171 |
1.3131 |
1.2961 |
|
| R3 |
1.3082 |
1.3042 |
1.2936 |
|
| R2 |
1.2993 |
1.2993 |
1.2928 |
|
| R1 |
1.2953 |
1.2953 |
1.2920 |
1.2973 |
| PP |
1.2904 |
1.2904 |
1.2904 |
1.2915 |
| S1 |
1.2864 |
1.2864 |
1.2904 |
1.2884 |
| S2 |
1.2815 |
1.2815 |
1.2896 |
|
| S3 |
1.2726 |
1.2775 |
1.2888 |
|
| S4 |
1.2637 |
1.2686 |
1.2863 |
|
|
| 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 |
1.3016 |
1.2779 |
0.0237 |
1.8% |
0.0092 |
0.7% |
56% |
False |
False |
87,705 |
| 10 |
1.3075 |
1.2779 |
0.0296 |
2.3% |
0.0080 |
0.6% |
45% |
False |
False |
77,876 |
| 20 |
1.3075 |
1.2779 |
0.0296 |
2.3% |
0.0073 |
0.6% |
45% |
False |
False |
64,701 |
| 40 |
1.3075 |
1.2699 |
0.0376 |
2.9% |
0.0071 |
0.6% |
57% |
False |
False |
43,777 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0079 |
0.6% |
45% |
False |
False |
29,253 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0076 |
0.6% |
45% |
False |
False |
21,962 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0068 |
0.5% |
45% |
False |
False |
17,576 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0058 |
0.4% |
45% |
False |
False |
14,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3323 |
|
2.618 |
1.3178 |
|
1.618 |
1.3089 |
|
1.000 |
1.3034 |
|
0.618 |
1.3000 |
|
HIGH |
1.2945 |
|
0.618 |
1.2911 |
|
0.500 |
1.2901 |
|
0.382 |
1.2890 |
|
LOW |
1.2856 |
|
0.618 |
1.2801 |
|
1.000 |
1.2767 |
|
1.618 |
1.2712 |
|
2.618 |
1.2623 |
|
4.250 |
1.2478 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2908 |
1.2905 |
| PP |
1.2904 |
1.2897 |
| S1 |
1.2901 |
1.2890 |
|