CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3052 |
1.3056 |
0.0004 |
0.0% |
1.3041 |
| High |
1.3065 |
1.3059 |
-0.0006 |
0.0% |
1.3060 |
| Low |
1.3041 |
1.2969 |
-0.0072 |
-0.6% |
1.3002 |
| Close |
1.3050 |
1.2984 |
-0.0066 |
-0.5% |
1.3022 |
| Range |
0.0024 |
0.0090 |
0.0066 |
275.0% |
0.0058 |
| ATR |
0.0038 |
0.0042 |
0.0004 |
9.6% |
0.0000 |
| Volume |
32 |
73 |
41 |
128.1% |
47 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3274 |
1.3219 |
1.3034 |
|
| R3 |
1.3184 |
1.3129 |
1.3009 |
|
| R2 |
1.3094 |
1.3094 |
1.3001 |
|
| R1 |
1.3039 |
1.3039 |
1.2992 |
1.3022 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.2995 |
| S1 |
1.2949 |
1.2949 |
1.2976 |
1.2932 |
| S2 |
1.2914 |
1.2914 |
1.2968 |
|
| S3 |
1.2824 |
1.2859 |
1.2959 |
|
| S4 |
1.2734 |
1.2769 |
1.2935 |
|
|
| 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 |
1.2969 |
0.0121 |
0.9% |
0.0051 |
0.4% |
12% |
False |
True |
48 |
| 10 |
1.3090 |
1.2969 |
0.0121 |
0.9% |
0.0037 |
0.3% |
12% |
False |
True |
34 |
| 20 |
1.3090 |
1.2844 |
0.0246 |
1.9% |
0.0035 |
0.3% |
57% |
False |
False |
31 |
| 40 |
1.3090 |
1.2844 |
0.0246 |
1.9% |
0.0019 |
0.1% |
57% |
False |
False |
22 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0016 |
0.1% |
40% |
False |
False |
15 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0013 |
0.1% |
40% |
False |
False |
12 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0011 |
0.1% |
40% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3442 |
|
2.618 |
1.3295 |
|
1.618 |
1.3205 |
|
1.000 |
1.3149 |
|
0.618 |
1.3115 |
|
HIGH |
1.3059 |
|
0.618 |
1.3025 |
|
0.500 |
1.3014 |
|
0.382 |
1.3003 |
|
LOW |
1.2969 |
|
0.618 |
1.2913 |
|
1.000 |
1.2879 |
|
1.618 |
1.2823 |
|
2.618 |
1.2733 |
|
4.250 |
1.2587 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3014 |
1.3030 |
| PP |
1.3004 |
1.3014 |
| S1 |
1.2994 |
1.2999 |
|