CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2849 |
1.2868 |
0.0019 |
0.1% |
1.2909 |
| High |
1.2883 |
1.2884 |
0.0001 |
0.0% |
1.2941 |
| Low |
1.2846 |
1.2856 |
0.0010 |
0.1% |
1.2778 |
| Close |
1.2871 |
1.2878 |
0.0007 |
0.1% |
1.2814 |
| Range |
0.0037 |
0.0028 |
-0.0009 |
-24.3% |
0.0163 |
| ATR |
0.0090 |
0.0086 |
-0.0004 |
-4.9% |
0.0000 |
| Volume |
54,081 |
42,702 |
-11,379 |
-21.0% |
374,659 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2957 |
1.2945 |
1.2893 |
|
| R3 |
1.2929 |
1.2917 |
1.2886 |
|
| R2 |
1.2901 |
1.2901 |
1.2883 |
|
| R1 |
1.2889 |
1.2889 |
1.2881 |
1.2895 |
| PP |
1.2873 |
1.2873 |
1.2873 |
1.2876 |
| S1 |
1.2861 |
1.2861 |
1.2875 |
1.2867 |
| S2 |
1.2845 |
1.2845 |
1.2873 |
|
| S3 |
1.2817 |
1.2833 |
1.2870 |
|
| S4 |
1.2789 |
1.2805 |
1.2863 |
|
|
| 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 |
1.2910 |
1.2807 |
0.0103 |
0.8% |
0.0050 |
0.4% |
69% |
False |
False |
56,092 |
| 10 |
1.3005 |
1.2778 |
0.0227 |
1.8% |
0.0088 |
0.7% |
44% |
False |
False |
67,400 |
| 20 |
1.3067 |
1.2778 |
0.0289 |
2.2% |
0.0079 |
0.6% |
35% |
False |
False |
63,055 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0103 |
0.8% |
43% |
False |
False |
77,822 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0100 |
0.8% |
43% |
False |
False |
78,610 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0100 |
0.8% |
43% |
False |
False |
60,341 |
| 100 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0107 |
0.8% |
51% |
False |
False |
48,336 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0101 |
0.8% |
62% |
False |
False |
40,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3003 |
|
2.618 |
1.2957 |
|
1.618 |
1.2929 |
|
1.000 |
1.2912 |
|
0.618 |
1.2901 |
|
HIGH |
1.2884 |
|
0.618 |
1.2873 |
|
0.500 |
1.2870 |
|
0.382 |
1.2867 |
|
LOW |
1.2856 |
|
0.618 |
1.2839 |
|
1.000 |
1.2828 |
|
1.618 |
1.2811 |
|
2.618 |
1.2783 |
|
4.250 |
1.2737 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2875 |
1.2867 |
| PP |
1.2873 |
1.2856 |
| S1 |
1.2870 |
1.2846 |
|