CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2868 |
1.2878 |
0.0010 |
0.1% |
1.2909 |
| High |
1.2884 |
1.2969 |
0.0085 |
0.7% |
1.2941 |
| Low |
1.2856 |
1.2853 |
-0.0003 |
0.0% |
1.2778 |
| Close |
1.2878 |
1.2871 |
-0.0007 |
-0.1% |
1.2814 |
| Range |
0.0028 |
0.0116 |
0.0088 |
314.3% |
0.0163 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.5% |
0.0000 |
| Volume |
42,702 |
92,919 |
50,217 |
117.6% |
374,659 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3246 |
1.3174 |
1.2935 |
|
| R3 |
1.3130 |
1.3058 |
1.2903 |
|
| R2 |
1.3014 |
1.3014 |
1.2892 |
|
| R1 |
1.2942 |
1.2942 |
1.2882 |
1.2920 |
| PP |
1.2898 |
1.2898 |
1.2898 |
1.2887 |
| S1 |
1.2826 |
1.2826 |
1.2860 |
1.2804 |
| S2 |
1.2782 |
1.2782 |
1.2850 |
|
| S3 |
1.2666 |
1.2710 |
1.2839 |
|
| S4 |
1.2550 |
1.2594 |
1.2807 |
|
|
| 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 |
1.2969 |
1.2807 |
0.0162 |
1.3% |
0.0062 |
0.5% |
40% |
True |
False |
60,325 |
| 10 |
1.2992 |
1.2778 |
0.0214 |
1.7% |
0.0088 |
0.7% |
43% |
False |
False |
71,026 |
| 20 |
1.3067 |
1.2778 |
0.0289 |
2.2% |
0.0082 |
0.6% |
32% |
False |
False |
64,946 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0100 |
0.8% |
42% |
False |
False |
77,019 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0101 |
0.8% |
42% |
False |
False |
79,167 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0101 |
0.8% |
42% |
False |
False |
61,499 |
| 100 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0108 |
0.8% |
50% |
False |
False |
49,265 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0102 |
0.8% |
61% |
False |
False |
41,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3462 |
|
2.618 |
1.3273 |
|
1.618 |
1.3157 |
|
1.000 |
1.3085 |
|
0.618 |
1.3041 |
|
HIGH |
1.2969 |
|
0.618 |
1.2925 |
|
0.500 |
1.2911 |
|
0.382 |
1.2897 |
|
LOW |
1.2853 |
|
0.618 |
1.2781 |
|
1.000 |
1.2737 |
|
1.618 |
1.2665 |
|
2.618 |
1.2549 |
|
4.250 |
1.2360 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2911 |
1.2908 |
| PP |
1.2898 |
1.2895 |
| S1 |
1.2884 |
1.2883 |
|