CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3080 |
1.3073 |
-0.0007 |
-0.1% |
1.2897 |
| High |
1.3080 |
1.3073 |
-0.0007 |
-0.1% |
1.3040 |
| Low |
1.3067 |
1.2985 |
-0.0082 |
-0.6% |
1.2884 |
| Close |
1.3067 |
1.2995 |
-0.0072 |
-0.6% |
1.3039 |
| Range |
0.0013 |
0.0088 |
0.0075 |
576.9% |
0.0156 |
| ATR |
0.0037 |
0.0041 |
0.0004 |
9.6% |
0.0000 |
| Volume |
20 |
79 |
59 |
295.0% |
32 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3282 |
1.3226 |
1.3043 |
|
| R3 |
1.3194 |
1.3138 |
1.3019 |
|
| R2 |
1.3106 |
1.3106 |
1.3011 |
|
| R1 |
1.3050 |
1.3050 |
1.3003 |
1.3034 |
| PP |
1.3018 |
1.3018 |
1.3018 |
1.3010 |
| S1 |
1.2962 |
1.2962 |
1.2987 |
1.2946 |
| S2 |
1.2930 |
1.2930 |
1.2979 |
|
| S3 |
1.2842 |
1.2874 |
1.2971 |
|
| S4 |
1.2754 |
1.2786 |
1.2947 |
|
|
| 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 |
1.2904 |
0.0185 |
1.4% |
0.0048 |
0.4% |
49% |
False |
False |
30 |
| 10 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0040 |
0.3% |
62% |
False |
False |
24 |
| 20 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0024 |
0.2% |
62% |
False |
False |
30 |
| 40 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0012 |
0.1% |
62% |
False |
False |
15 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0011 |
0.1% |
43% |
False |
False |
11 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0010 |
0.1% |
43% |
False |
False |
9 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0008 |
0.1% |
43% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3447 |
|
2.618 |
1.3303 |
|
1.618 |
1.3215 |
|
1.000 |
1.3161 |
|
0.618 |
1.3127 |
|
HIGH |
1.3073 |
|
0.618 |
1.3039 |
|
0.500 |
1.3029 |
|
0.382 |
1.3019 |
|
LOW |
1.2985 |
|
0.618 |
1.2931 |
|
1.000 |
1.2897 |
|
1.618 |
1.2843 |
|
2.618 |
1.2755 |
|
4.250 |
1.2611 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3029 |
1.3037 |
| PP |
1.3018 |
1.3023 |
| S1 |
1.3006 |
1.3009 |
|