CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3044 |
1.3057 |
0.0013 |
0.1% |
1.3041 |
| High |
1.3054 |
1.3060 |
0.0006 |
0.0% |
1.3060 |
| Low |
1.3029 |
1.3002 |
-0.0027 |
-0.2% |
1.3002 |
| Close |
1.3054 |
1.3022 |
-0.0032 |
-0.2% |
1.3022 |
| Range |
0.0025 |
0.0058 |
0.0033 |
132.0% |
0.0058 |
| ATR |
0.0036 |
0.0037 |
0.0002 |
4.5% |
0.0000 |
| Volume |
24 |
13 |
-11 |
-45.8% |
47 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3202 |
1.3170 |
1.3054 |
|
| R3 |
1.3144 |
1.3112 |
1.3038 |
|
| R2 |
1.3086 |
1.3086 |
1.3033 |
|
| R1 |
1.3054 |
1.3054 |
1.3027 |
1.3041 |
| PP |
1.3028 |
1.3028 |
1.3028 |
1.3022 |
| S1 |
1.2996 |
1.2996 |
1.3017 |
1.2983 |
| S2 |
1.2970 |
1.2970 |
1.3011 |
|
| S3 |
1.2912 |
1.2938 |
1.3006 |
|
| S4 |
1.2854 |
1.2880 |
1.2990 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3202 |
1.3170 |
1.3054 |
|
| R3 |
1.3144 |
1.3112 |
1.3038 |
|
| R2 |
1.3086 |
1.3086 |
1.3033 |
|
| R1 |
1.3054 |
1.3054 |
1.3027 |
1.3041 |
| PP |
1.3028 |
1.3028 |
1.3028 |
1.3022 |
| S1 |
1.2996 |
1.2996 |
1.3017 |
1.2983 |
| S2 |
1.2970 |
1.2970 |
1.3011 |
|
| S3 |
1.2912 |
1.2938 |
1.3006 |
|
| S4 |
1.2854 |
1.2880 |
1.2990 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3060 |
1.3002 |
0.0058 |
0.4% |
0.0022 |
0.2% |
34% |
True |
True |
9 |
| 10 |
1.3089 |
1.2945 |
0.0144 |
1.1% |
0.0033 |
0.3% |
53% |
False |
False |
20 |
| 20 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0027 |
0.2% |
73% |
False |
False |
29 |
| 40 |
1.3089 |
1.2844 |
0.0245 |
1.9% |
0.0015 |
0.1% |
73% |
False |
False |
17 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0013 |
0.1% |
49% |
False |
False |
12 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0011 |
0.1% |
49% |
False |
False |
9 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0009 |
0.1% |
49% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3307 |
|
2.618 |
1.3212 |
|
1.618 |
1.3154 |
|
1.000 |
1.3118 |
|
0.618 |
1.3096 |
|
HIGH |
1.3060 |
|
0.618 |
1.3038 |
|
0.500 |
1.3031 |
|
0.382 |
1.3024 |
|
LOW |
1.3002 |
|
0.618 |
1.2966 |
|
1.000 |
1.2944 |
|
1.618 |
1.2908 |
|
2.618 |
1.2850 |
|
4.250 |
1.2756 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3031 |
1.3031 |
| PP |
1.3028 |
1.3028 |
| S1 |
1.3025 |
1.3025 |
|