CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2955 |
1.3080 |
0.0125 |
1.0% |
1.2897 |
| High |
1.3040 |
1.3089 |
0.0049 |
0.4% |
1.3040 |
| Low |
1.2945 |
1.3067 |
0.0122 |
0.9% |
1.2884 |
| Close |
1.3039 |
1.3084 |
0.0045 |
0.3% |
1.3039 |
| Range |
0.0095 |
0.0022 |
-0.0073 |
-76.8% |
0.0156 |
| ATR |
0.0038 |
0.0039 |
0.0001 |
2.2% |
0.0000 |
| Volume |
1 |
46 |
45 |
4,500.0% |
32 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3146 |
1.3137 |
1.3096 |
|
| R3 |
1.3124 |
1.3115 |
1.3090 |
|
| R2 |
1.3102 |
1.3102 |
1.3088 |
|
| R1 |
1.3093 |
1.3093 |
1.3086 |
1.3098 |
| PP |
1.3080 |
1.3080 |
1.3080 |
1.3082 |
| S1 |
1.3071 |
1.3071 |
1.3082 |
1.3076 |
| S2 |
1.3058 |
1.3058 |
1.3080 |
|
| S3 |
1.3036 |
1.3049 |
1.3078 |
|
| S4 |
1.3014 |
1.3027 |
1.3072 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3403 |
1.3125 |
|
| R3 |
1.3300 |
1.3247 |
1.3082 |
|
| R2 |
1.3144 |
1.3144 |
1.3068 |
|
| R1 |
1.3091 |
1.3091 |
1.3053 |
1.3118 |
| PP |
1.2988 |
1.2988 |
1.2988 |
1.3001 |
| S1 |
1.2935 |
1.2935 |
1.3025 |
1.2962 |
| S2 |
1.2832 |
1.2832 |
1.3010 |
|
| S3 |
1.2676 |
1.2779 |
1.2996 |
|
| S4 |
1.2520 |
1.2623 |
1.2953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3089 |
1.2884 |
0.0205 |
1.6% |
0.0028 |
0.2% |
98% |
True |
False |
15 |
| 10 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0032 |
0.2% |
98% |
True |
False |
28 |
| 20 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0019 |
0.1% |
98% |
True |
False |
25 |
| 40 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0012 |
0.1% |
98% |
True |
False |
13 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0010 |
0.1% |
62% |
False |
False |
9 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0009 |
0.1% |
62% |
False |
False |
8 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0007 |
0.1% |
62% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3183 |
|
2.618 |
1.3147 |
|
1.618 |
1.3125 |
|
1.000 |
1.3111 |
|
0.618 |
1.3103 |
|
HIGH |
1.3089 |
|
0.618 |
1.3081 |
|
0.500 |
1.3078 |
|
0.382 |
1.3075 |
|
LOW |
1.3067 |
|
0.618 |
1.3053 |
|
1.000 |
1.3045 |
|
1.618 |
1.3031 |
|
2.618 |
1.3009 |
|
4.250 |
1.2974 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3082 |
1.3055 |
| PP |
1.3080 |
1.3026 |
| S1 |
1.3078 |
1.2997 |
|