CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 13-Dec-2011

Day Change Summary
	Previous	Current
	12-Dec-2011	13-Dec-2011	Change	Change %	Previous Week
Open	1.2884	1.2831	-0.0053	-0.4%	1.2814
High	1.2901	1.2881	-0.0020	-0.2%	1.2969
Low	1.2819	1.2817	-0.0002	0.0%	1.2807
Close	1.2837	1.2823	-0.0014	-0.1%	1.2901
Range	0.0082	0.0064	-0.0018	-22.0%	0.0162
ATR	0.0085	0.0084	-0.0002	-1.8%	0.0000
Volume	78,665	73,808	-4,857	-6.2%	305,002

Daily Pivots for day following 13-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3032	1.2992	1.2858
R3	1.2968	1.2928	1.2841
R2	1.2904	1.2904	1.2835
R1	1.2864	1.2864	1.2829	1.2852
PP	1.2840	1.2840	1.2840	1.2835
S1	1.2800	1.2800	1.2817	1.2788
S2	1.2776	1.2776	1.2811
S3	1.2712	1.2736	1.2805
S4	1.2648	1.2672	1.2788

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3378	1.3302	1.2990
R3	1.3216	1.3140	1.2946
R2	1.3054	1.3054	1.2931
R1	1.2978	1.2978	1.2916	1.3016
PP	1.2892	1.2892	1.2892	1.2912
S1	1.2816	1.2816	1.2886	1.2854
S2	1.2730	1.2730	1.2871
S3	1.2568	1.2654	1.2856
S4	1.2406	1.2492	1.2812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2969	1.2817	0.0152	1.2%	0.0068	0.5%	4%	False	True	69,827
10	1.2969	1.2799	0.0170	1.3%	0.0071	0.6%	14%	False	False	69,233
20	1.3067	1.2778	0.0289	2.3%	0.0080	0.6%	16%	False	False	67,521
40	1.3264	1.2582	0.0682	5.3%	0.0096	0.8%	35%	False	False	75,401
60	1.3264	1.2582	0.0682	5.3%	0.0099	0.8%	35%	False	False	78,865
80	1.3264	1.2582	0.0682	5.3%	0.0100	0.8%	35%	False	False	64,160
100	1.3264	1.2484	0.0780	6.1%	0.0108	0.8%	43%	False	False	51,398
120	1.3264	1.2250	0.1014	7.9%	0.0103	0.8%	57%	False	False	42,845

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3153
2.618	1.3049
1.618	1.2985
1.000	1.2945
0.618	1.2921
HIGH	1.2881
0.618	1.2857
0.500	1.2849
0.382	1.2841
LOW	1.2817
0.618	1.2777
1.000	1.2753
1.618	1.2713
2.618	1.2649
4.250	1.2545

Fisher Pivots for day following 13-Dec-2011
Pivot	1 day	3 day
R1	1.2849	1.2862
PP	1.2840	1.2849
S1	1.2832	1.2836

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols