CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3057 |
1.3033 |
-0.0024 |
-0.2% |
1.3041 |
| High |
1.3060 |
1.3090 |
0.0030 |
0.2% |
1.3060 |
| Low |
1.3002 |
1.3033 |
0.0031 |
0.2% |
1.3002 |
| Close |
1.3022 |
1.3042 |
0.0020 |
0.2% |
1.3022 |
| Range |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0058 |
| ATR |
0.0037 |
0.0039 |
0.0002 |
5.9% |
0.0000 |
| Volume |
13 |
98 |
85 |
653.8% |
47 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3226 |
1.3191 |
1.3073 |
|
| R3 |
1.3169 |
1.3134 |
1.3058 |
|
| R2 |
1.3112 |
1.3112 |
1.3052 |
|
| R1 |
1.3077 |
1.3077 |
1.3047 |
1.3095 |
| PP |
1.3055 |
1.3055 |
1.3055 |
1.3064 |
| S1 |
1.3020 |
1.3020 |
1.3037 |
1.3038 |
| S2 |
1.2998 |
1.2998 |
1.3032 |
|
| S3 |
1.2941 |
1.2963 |
1.3026 |
|
| S4 |
1.2884 |
1.2906 |
1.3011 |
|
|
| 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 |
1.3090 |
1.3002 |
0.0088 |
0.7% |
0.0034 |
0.3% |
45% |
True |
False |
28 |
| 10 |
1.3090 |
1.2985 |
0.0105 |
0.8% |
0.0029 |
0.2% |
54% |
True |
False |
30 |
| 20 |
1.3090 |
1.2844 |
0.0246 |
1.9% |
0.0029 |
0.2% |
80% |
True |
False |
33 |
| 40 |
1.3090 |
1.2844 |
0.0246 |
1.9% |
0.0017 |
0.1% |
80% |
True |
False |
19 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0014 |
0.1% |
53% |
False |
False |
13 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0011 |
0.1% |
53% |
False |
False |
11 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0010 |
0.1% |
53% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3332 |
|
2.618 |
1.3239 |
|
1.618 |
1.3182 |
|
1.000 |
1.3147 |
|
0.618 |
1.3125 |
|
HIGH |
1.3090 |
|
0.618 |
1.3068 |
|
0.500 |
1.3062 |
|
0.382 |
1.3055 |
|
LOW |
1.3033 |
|
0.618 |
1.2998 |
|
1.000 |
1.2976 |
|
1.618 |
1.2941 |
|
2.618 |
1.2884 |
|
4.250 |
1.2791 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3062 |
1.3046 |
| PP |
1.3055 |
1.3045 |
| S1 |
1.3049 |
1.3043 |
|