CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2927 |
1.3054 |
0.0127 |
1.0% |
1.3004 |
| High |
1.3072 |
1.3133 |
0.0061 |
0.5% |
1.3072 |
| Low |
1.2925 |
1.3052 |
0.0127 |
1.0% |
1.2801 |
| Close |
1.3059 |
1.3131 |
0.0072 |
0.6% |
1.3059 |
| Range |
0.0147 |
0.0081 |
-0.0066 |
-44.9% |
0.0271 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
2.2% |
0.0000 |
| Volume |
70 |
285 |
215 |
307.1% |
321 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3348 |
1.3321 |
1.3176 |
|
| R3 |
1.3267 |
1.3240 |
1.3153 |
|
| R2 |
1.3186 |
1.3186 |
1.3146 |
|
| R1 |
1.3159 |
1.3159 |
1.3138 |
1.3173 |
| PP |
1.3105 |
1.3105 |
1.3105 |
1.3112 |
| S1 |
1.3078 |
1.3078 |
1.3124 |
1.3092 |
| S2 |
1.3024 |
1.3024 |
1.3116 |
|
| S3 |
1.2943 |
1.2997 |
1.3109 |
|
| S4 |
1.2862 |
1.2916 |
1.3086 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3790 |
1.3696 |
1.3208 |
|
| R3 |
1.3519 |
1.3425 |
1.3134 |
|
| R2 |
1.3248 |
1.3248 |
1.3109 |
|
| R1 |
1.3154 |
1.3154 |
1.3084 |
1.3201 |
| PP |
1.2977 |
1.2977 |
1.2977 |
1.3001 |
| S1 |
1.2883 |
1.2883 |
1.3034 |
1.2930 |
| S2 |
1.2706 |
1.2706 |
1.3009 |
|
| S3 |
1.2435 |
1.2612 |
1.2984 |
|
| S4 |
1.2164 |
1.2341 |
1.2910 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3133 |
1.2801 |
0.0332 |
2.5% |
0.0108 |
0.8% |
99% |
True |
False |
116 |
| 10 |
1.3133 |
1.2801 |
0.0332 |
2.5% |
0.0080 |
0.6% |
99% |
True |
False |
84 |
| 20 |
1.3133 |
1.2801 |
0.0332 |
2.5% |
0.0056 |
0.4% |
99% |
True |
False |
52 |
| 40 |
1.3133 |
1.2801 |
0.0332 |
2.5% |
0.0035 |
0.3% |
99% |
True |
False |
38 |
| 60 |
1.3133 |
1.2801 |
0.0332 |
2.5% |
0.0025 |
0.2% |
99% |
True |
False |
25 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0020 |
0.2% |
72% |
False |
False |
20 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0017 |
0.1% |
72% |
False |
False |
16 |
| 120 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0014 |
0.1% |
72% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3477 |
|
2.618 |
1.3345 |
|
1.618 |
1.3264 |
|
1.000 |
1.3214 |
|
0.618 |
1.3183 |
|
HIGH |
1.3133 |
|
0.618 |
1.3102 |
|
0.500 |
1.3093 |
|
0.382 |
1.3083 |
|
LOW |
1.3052 |
|
0.618 |
1.3002 |
|
1.000 |
1.2971 |
|
1.618 |
1.2921 |
|
2.618 |
1.2840 |
|
4.250 |
1.2708 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.3118 |
1.3090 |
| PP |
1.3105 |
1.3048 |
| S1 |
1.3093 |
1.3007 |
|