CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2814 |
1.2849 |
0.0035 |
0.3% |
1.2909 |
| High |
1.2874 |
1.2883 |
0.0009 |
0.1% |
1.2941 |
| Low |
1.2807 |
1.2846 |
0.0039 |
0.3% |
1.2778 |
| Close |
1.2861 |
1.2871 |
0.0010 |
0.1% |
1.2814 |
| Range |
0.0067 |
0.0037 |
-0.0030 |
-44.8% |
0.0163 |
| ATR |
0.0094 |
0.0090 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
54,258 |
54,081 |
-177 |
-0.3% |
374,659 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2978 |
1.2961 |
1.2891 |
|
| R3 |
1.2941 |
1.2924 |
1.2881 |
|
| R2 |
1.2904 |
1.2904 |
1.2878 |
|
| R1 |
1.2887 |
1.2887 |
1.2874 |
1.2896 |
| PP |
1.2867 |
1.2867 |
1.2867 |
1.2871 |
| S1 |
1.2850 |
1.2850 |
1.2868 |
1.2859 |
| S2 |
1.2830 |
1.2830 |
1.2864 |
|
| S3 |
1.2793 |
1.2813 |
1.2861 |
|
| S4 |
1.2756 |
1.2776 |
1.2851 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3333 |
1.3237 |
1.2904 |
|
| R3 |
1.3170 |
1.3074 |
1.2859 |
|
| R2 |
1.3007 |
1.3007 |
1.2844 |
|
| R1 |
1.2911 |
1.2911 |
1.2829 |
1.2878 |
| PP |
1.2844 |
1.2844 |
1.2844 |
1.2828 |
| S1 |
1.2748 |
1.2748 |
1.2799 |
1.2715 |
| S2 |
1.2681 |
1.2681 |
1.2784 |
|
| S3 |
1.2518 |
1.2585 |
1.2769 |
|
| S4 |
1.2355 |
1.2422 |
1.2724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2941 |
1.2799 |
0.0142 |
1.1% |
0.0073 |
0.6% |
51% |
False |
False |
68,639 |
| 10 |
1.3020 |
1.2778 |
0.0242 |
1.9% |
0.0094 |
0.7% |
38% |
False |
False |
69,949 |
| 20 |
1.3067 |
1.2778 |
0.0289 |
2.2% |
0.0082 |
0.6% |
32% |
False |
False |
64,014 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0103 |
0.8% |
42% |
False |
False |
78,068 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0101 |
0.8% |
42% |
False |
False |
78,570 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0100 |
0.8% |
42% |
False |
False |
59,809 |
| 100 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0107 |
0.8% |
50% |
False |
False |
47,910 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0101 |
0.8% |
61% |
False |
False |
39,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3040 |
|
2.618 |
1.2980 |
|
1.618 |
1.2943 |
|
1.000 |
1.2920 |
|
0.618 |
1.2906 |
|
HIGH |
1.2883 |
|
0.618 |
1.2869 |
|
0.500 |
1.2865 |
|
0.382 |
1.2860 |
|
LOW |
1.2846 |
|
0.618 |
1.2823 |
|
1.000 |
1.2809 |
|
1.618 |
1.2786 |
|
2.618 |
1.2749 |
|
4.250 |
1.2689 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2869 |
1.2862 |
| PP |
1.2867 |
1.2854 |
| S1 |
1.2865 |
1.2845 |
|