CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2915 |
1.3035 |
0.0120 |
0.9% |
1.2997 |
| High |
1.3054 |
1.3129 |
0.0075 |
0.6% |
1.3054 |
| Low |
1.2910 |
1.3030 |
0.0120 |
0.9% |
1.2779 |
| Close |
1.3044 |
1.3114 |
0.0070 |
0.5% |
1.3044 |
| Range |
0.0144 |
0.0099 |
-0.0045 |
-31.3% |
0.0275 |
| ATR |
0.0080 |
0.0082 |
0.0001 |
1.7% |
0.0000 |
| Volume |
111,396 |
75,605 |
-35,791 |
-32.1% |
480,768 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3388 |
1.3350 |
1.3168 |
|
| R3 |
1.3289 |
1.3251 |
1.3141 |
|
| R2 |
1.3190 |
1.3190 |
1.3132 |
|
| R1 |
1.3152 |
1.3152 |
1.3123 |
1.3171 |
| PP |
1.3091 |
1.3091 |
1.3091 |
1.3101 |
| S1 |
1.3053 |
1.3053 |
1.3105 |
1.3072 |
| S2 |
1.2992 |
1.2992 |
1.3096 |
|
| S3 |
1.2893 |
1.2954 |
1.3087 |
|
| S4 |
1.2794 |
1.2855 |
1.3060 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3784 |
1.3689 |
1.3195 |
|
| R3 |
1.3509 |
1.3414 |
1.3120 |
|
| R2 |
1.3234 |
1.3234 |
1.3094 |
|
| R1 |
1.3139 |
1.3139 |
1.3069 |
1.3187 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2983 |
| S1 |
1.2864 |
1.2864 |
1.3019 |
1.2912 |
| S2 |
1.2684 |
1.2684 |
1.2994 |
|
| S3 |
1.2409 |
1.2589 |
1.2968 |
|
| S4 |
1.2134 |
1.2314 |
1.2893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3129 |
1.2779 |
0.0350 |
2.7% |
0.0120 |
0.9% |
96% |
True |
False |
98,863 |
| 10 |
1.3129 |
1.2779 |
0.0350 |
2.7% |
0.0092 |
0.7% |
96% |
True |
False |
85,547 |
| 20 |
1.3129 |
1.2779 |
0.0350 |
2.7% |
0.0077 |
0.6% |
96% |
True |
False |
68,990 |
| 40 |
1.3129 |
1.2699 |
0.0430 |
3.3% |
0.0071 |
0.5% |
97% |
True |
False |
48,311 |
| 60 |
1.3129 |
1.2699 |
0.0430 |
3.3% |
0.0069 |
0.5% |
97% |
True |
False |
32,348 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0077 |
0.6% |
75% |
False |
False |
24,298 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0070 |
0.5% |
75% |
False |
False |
19,446 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0059 |
0.5% |
75% |
False |
False |
16,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3550 |
|
2.618 |
1.3388 |
|
1.618 |
1.3289 |
|
1.000 |
1.3228 |
|
0.618 |
1.3190 |
|
HIGH |
1.3129 |
|
0.618 |
1.3091 |
|
0.500 |
1.3080 |
|
0.382 |
1.3068 |
|
LOW |
1.3030 |
|
0.618 |
1.2969 |
|
1.000 |
1.2931 |
|
1.618 |
1.2870 |
|
2.618 |
1.2771 |
|
4.250 |
1.2609 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3103 |
1.3074 |
| PP |
1.3091 |
1.3033 |
| S1 |
1.3080 |
1.2993 |
|