CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 27-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2821 |
1.2859 |
0.0038 |
0.3% |
1.2886 |
| High |
1.2845 |
1.2899 |
0.0054 |
0.4% |
1.2903 |
| Low |
1.2806 |
1.2836 |
0.0030 |
0.2% |
1.2699 |
| Close |
1.2836 |
1.2867 |
0.0031 |
0.2% |
1.2836 |
| Range |
0.0039 |
0.0063 |
0.0024 |
61.5% |
0.0204 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
20,023 |
21,174 |
1,151 |
5.7% |
199,395 |
|
| Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3056 |
1.3025 |
1.2902 |
|
| R3 |
1.2993 |
1.2962 |
1.2884 |
|
| R2 |
1.2930 |
1.2930 |
1.2879 |
|
| R1 |
1.2899 |
1.2899 |
1.2873 |
1.2915 |
| PP |
1.2867 |
1.2867 |
1.2867 |
1.2875 |
| S1 |
1.2836 |
1.2836 |
1.2861 |
1.2852 |
| S2 |
1.2804 |
1.2804 |
1.2855 |
|
| S3 |
1.2741 |
1.2773 |
1.2850 |
|
| S4 |
1.2678 |
1.2710 |
1.2832 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3425 |
1.3334 |
1.2948 |
|
| R3 |
1.3221 |
1.3130 |
1.2892 |
|
| R2 |
1.3017 |
1.3017 |
1.2873 |
|
| R1 |
1.2926 |
1.2926 |
1.2855 |
1.2870 |
| PP |
1.2813 |
1.2813 |
1.2813 |
1.2784 |
| S1 |
1.2722 |
1.2722 |
1.2817 |
1.2666 |
| S2 |
1.2609 |
1.2609 |
1.2799 |
|
| S3 |
1.2405 |
1.2518 |
1.2780 |
|
| S4 |
1.2201 |
1.2314 |
1.2724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2903 |
1.2806 |
0.0097 |
0.8% |
0.0055 |
0.4% |
63% |
False |
False |
35,364 |
| 10 |
1.2912 |
1.2699 |
0.0213 |
1.7% |
0.0069 |
0.5% |
79% |
False |
False |
37,993 |
| 20 |
1.3013 |
1.2699 |
0.0314 |
2.4% |
0.0070 |
0.5% |
54% |
False |
False |
22,853 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0082 |
0.6% |
39% |
False |
False |
11,529 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0077 |
0.6% |
39% |
False |
False |
7,715 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0066 |
0.5% |
39% |
False |
False |
5,795 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0055 |
0.4% |
39% |
False |
False |
4,636 |
| 120 |
1.3279 |
1.2391 |
0.0888 |
6.9% |
0.0047 |
0.4% |
54% |
False |
False |
3,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3167 |
|
2.618 |
1.3064 |
|
1.618 |
1.3001 |
|
1.000 |
1.2962 |
|
0.618 |
1.2938 |
|
HIGH |
1.2899 |
|
0.618 |
1.2875 |
|
0.500 |
1.2868 |
|
0.382 |
1.2860 |
|
LOW |
1.2836 |
|
0.618 |
1.2797 |
|
1.000 |
1.2773 |
|
1.618 |
1.2734 |
|
2.618 |
1.2671 |
|
4.250 |
1.2568 |
|
|
| Fisher Pivots for day following 27-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2868 |
1.2862 |
| PP |
1.2867 |
1.2857 |
| S1 |
1.2867 |
1.2853 |
|