CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.3002 |
1.2850 |
-0.0152 |
-1.2% |
1.3033 |
| High |
1.3002 |
1.2912 |
-0.0090 |
-0.7% |
1.3090 |
| Low |
1.2875 |
1.2801 |
-0.0074 |
-0.6% |
1.2969 |
| Close |
1.2888 |
1.2875 |
-0.0013 |
-0.1% |
1.3015 |
| Range |
0.0127 |
0.0111 |
-0.0016 |
-12.6% |
0.0121 |
| ATR |
0.0049 |
0.0053 |
0.0004 |
9.1% |
0.0000 |
| Volume |
26 |
45 |
19 |
73.1% |
239 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3196 |
1.3146 |
1.2936 |
|
| R3 |
1.3085 |
1.3035 |
1.2906 |
|
| R2 |
1.2974 |
1.2974 |
1.2895 |
|
| R1 |
1.2924 |
1.2924 |
1.2885 |
1.2949 |
| PP |
1.2863 |
1.2863 |
1.2863 |
1.2875 |
| S1 |
1.2813 |
1.2813 |
1.2865 |
1.2838 |
| S2 |
1.2752 |
1.2752 |
1.2855 |
|
| S3 |
1.2641 |
1.2702 |
1.2844 |
|
| S4 |
1.2530 |
1.2591 |
1.2814 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3388 |
1.3322 |
1.3082 |
|
| R3 |
1.3267 |
1.3201 |
1.3048 |
|
| R2 |
1.3146 |
1.3146 |
1.3037 |
|
| R1 |
1.3080 |
1.3080 |
1.3026 |
1.3053 |
| PP |
1.3025 |
1.3025 |
1.3025 |
1.3011 |
| S1 |
1.2959 |
1.2959 |
1.3004 |
1.2932 |
| S2 |
1.2904 |
1.2904 |
1.2993 |
|
| S3 |
1.2783 |
1.2838 |
1.2982 |
|
| S4 |
1.2662 |
1.2717 |
1.2948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3059 |
1.2801 |
0.0258 |
2.0% |
0.0082 |
0.6% |
29% |
False |
True |
41 |
| 10 |
1.3090 |
1.2801 |
0.0289 |
2.2% |
0.0060 |
0.5% |
26% |
False |
True |
38 |
| 20 |
1.3090 |
1.2801 |
0.0289 |
2.2% |
0.0042 |
0.3% |
26% |
False |
True |
28 |
| 40 |
1.3090 |
1.2801 |
0.0289 |
2.2% |
0.0027 |
0.2% |
26% |
False |
True |
25 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0021 |
0.2% |
16% |
False |
False |
17 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0017 |
0.1% |
16% |
False |
False |
13 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0014 |
0.1% |
16% |
False |
False |
11 |
| 120 |
1.3257 |
1.2704 |
0.0553 |
4.3% |
0.0012 |
0.1% |
31% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3384 |
|
2.618 |
1.3203 |
|
1.618 |
1.3092 |
|
1.000 |
1.3023 |
|
0.618 |
1.2981 |
|
HIGH |
1.2912 |
|
0.618 |
1.2870 |
|
0.500 |
1.2857 |
|
0.382 |
1.2843 |
|
LOW |
1.2801 |
|
0.618 |
1.2732 |
|
1.000 |
1.2690 |
|
1.618 |
1.2621 |
|
2.618 |
1.2510 |
|
4.250 |
1.2329 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2869 |
1.2916 |
| PP |
1.2863 |
1.2902 |
| S1 |
1.2857 |
1.2889 |
|