CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2831 |
1.2821 |
-0.0010 |
-0.1% |
1.2814 |
| High |
1.2881 |
1.2834 |
-0.0047 |
-0.4% |
1.2969 |
| Low |
1.2817 |
1.2793 |
-0.0024 |
-0.2% |
1.2807 |
| Close |
1.2823 |
1.2808 |
-0.0015 |
-0.1% |
1.2901 |
| Range |
0.0064 |
0.0041 |
-0.0023 |
-35.9% |
0.0162 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
73,808 |
77,850 |
4,042 |
5.5% |
305,002 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2935 |
1.2912 |
1.2831 |
|
| R3 |
1.2894 |
1.2871 |
1.2819 |
|
| R2 |
1.2853 |
1.2853 |
1.2816 |
|
| R1 |
1.2830 |
1.2830 |
1.2812 |
1.2821 |
| PP |
1.2812 |
1.2812 |
1.2812 |
1.2807 |
| S1 |
1.2789 |
1.2789 |
1.2804 |
1.2780 |
| S2 |
1.2771 |
1.2771 |
1.2800 |
|
| S3 |
1.2730 |
1.2748 |
1.2797 |
|
| S4 |
1.2689 |
1.2707 |
1.2785 |
|
|
| 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 |
1.2793 |
0.0176 |
1.4% |
0.0071 |
0.6% |
9% |
False |
True |
76,856 |
| 10 |
1.2969 |
1.2793 |
0.0176 |
1.4% |
0.0061 |
0.5% |
9% |
False |
True |
66,474 |
| 20 |
1.3067 |
1.2778 |
0.0289 |
2.3% |
0.0076 |
0.6% |
10% |
False |
False |
68,283 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0096 |
0.8% |
33% |
False |
False |
75,353 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0098 |
0.8% |
33% |
False |
False |
78,935 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0099 |
0.8% |
33% |
False |
False |
65,129 |
| 100 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0107 |
0.8% |
42% |
False |
False |
52,176 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0103 |
0.8% |
55% |
False |
False |
43,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3008 |
|
2.618 |
1.2941 |
|
1.618 |
1.2900 |
|
1.000 |
1.2875 |
|
0.618 |
1.2859 |
|
HIGH |
1.2834 |
|
0.618 |
1.2818 |
|
0.500 |
1.2814 |
|
0.382 |
1.2809 |
|
LOW |
1.2793 |
|
0.618 |
1.2768 |
|
1.000 |
1.2752 |
|
1.618 |
1.2727 |
|
2.618 |
1.2686 |
|
4.250 |
1.2619 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2814 |
1.2847 |
| PP |
1.2812 |
1.2834 |
| S1 |
1.2810 |
1.2821 |
|