CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3019 |
1.3041 |
0.0022 |
0.2% |
1.3080 |
| High |
1.3019 |
1.3041 |
0.0022 |
0.2% |
1.3089 |
| Low |
1.3019 |
1.3041 |
0.0022 |
0.2% |
1.2985 |
| Close |
1.3019 |
1.3041 |
0.0022 |
0.2% |
1.3019 |
| Range |
|
|
|
|
|
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
14 |
1 |
-13 |
-92.9% |
159 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3041 |
1.3041 |
1.3041 |
|
| R3 |
1.3041 |
1.3041 |
1.3041 |
|
| R2 |
1.3041 |
1.3041 |
1.3041 |
|
| R1 |
1.3041 |
1.3041 |
1.3041 |
1.3041 |
| PP |
1.3041 |
1.3041 |
1.3041 |
1.3041 |
| S1 |
1.3041 |
1.3041 |
1.3041 |
1.3041 |
| S2 |
1.3041 |
1.3041 |
1.3041 |
|
| S3 |
1.3041 |
1.3041 |
1.3041 |
|
| S4 |
1.3041 |
1.3041 |
1.3041 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3343 |
1.3285 |
1.3076 |
|
| R3 |
1.3239 |
1.3181 |
1.3048 |
|
| R2 |
1.3135 |
1.3135 |
1.3038 |
|
| R1 |
1.3077 |
1.3077 |
1.3029 |
1.3054 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3020 |
| S1 |
1.2973 |
1.2973 |
1.3009 |
1.2950 |
| S2 |
1.2927 |
1.2927 |
1.3000 |
|
| S3 |
1.2823 |
1.2869 |
1.2990 |
|
| S4 |
1.2719 |
1.2765 |
1.2962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3089 |
1.2985 |
0.0104 |
0.8% |
0.0025 |
0.2% |
54% |
False |
False |
32 |
| 10 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0026 |
0.2% |
80% |
False |
False |
19 |
| 20 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0024 |
0.2% |
80% |
False |
False |
31 |
| 40 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0012 |
0.1% |
80% |
False |
False |
16 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0011 |
0.1% |
53% |
False |
False |
11 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0010 |
0.1% |
53% |
False |
False |
9 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0008 |
0.1% |
53% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3041 |
|
2.618 |
1.3041 |
|
1.618 |
1.3041 |
|
1.000 |
1.3041 |
|
0.618 |
1.3041 |
|
HIGH |
1.3041 |
|
0.618 |
1.3041 |
|
0.500 |
1.3041 |
|
0.382 |
1.3041 |
|
LOW |
1.3041 |
|
0.618 |
1.3041 |
|
1.000 |
1.3041 |
|
1.618 |
1.3041 |
|
2.618 |
1.3041 |
|
4.250 |
1.3041 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3041 |
1.3037 |
| PP |
1.3041 |
1.3033 |
| S1 |
1.3041 |
1.3029 |
|