CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2858 |
1.2912 |
0.0054 |
0.4% |
1.3040 |
| High |
1.2963 |
1.2930 |
-0.0033 |
-0.3% |
1.3060 |
| Low |
1.2831 |
1.2880 |
0.0049 |
0.4% |
1.2902 |
| Close |
1.2925 |
1.2882 |
-0.0043 |
-0.3% |
1.2911 |
| Range |
0.0132 |
0.0050 |
-0.0082 |
-62.1% |
0.0158 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
5,287 |
10,158 |
4,871 |
92.1% |
748 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3047 |
1.3015 |
1.2910 |
|
| R3 |
1.2997 |
1.2965 |
1.2896 |
|
| R2 |
1.2947 |
1.2947 |
1.2891 |
|
| R1 |
1.2915 |
1.2915 |
1.2887 |
1.2906 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2893 |
| S1 |
1.2865 |
1.2865 |
1.2877 |
1.2856 |
| S2 |
1.2847 |
1.2847 |
1.2873 |
|
| S3 |
1.2797 |
1.2815 |
1.2868 |
|
| S4 |
1.2747 |
1.2765 |
1.2855 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3432 |
1.3329 |
1.2998 |
|
| R3 |
1.3274 |
1.3171 |
1.2954 |
|
| R2 |
1.3116 |
1.3116 |
1.2940 |
|
| R1 |
1.3013 |
1.3013 |
1.2925 |
1.2986 |
| PP |
1.2958 |
1.2958 |
1.2958 |
1.2944 |
| S1 |
1.2855 |
1.2855 |
1.2897 |
1.2828 |
| S2 |
1.2800 |
1.2800 |
1.2882 |
|
| S3 |
1.2642 |
1.2697 |
1.2868 |
|
| S4 |
1.2484 |
1.2539 |
1.2824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3022 |
1.2812 |
0.0210 |
1.6% |
0.0103 |
0.8% |
33% |
False |
False |
3,339 |
| 10 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0078 |
0.6% |
24% |
False |
False |
1,733 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0066 |
0.5% |
24% |
False |
False |
910 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0083 |
0.6% |
41% |
False |
False |
533 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0069 |
0.5% |
41% |
False |
False |
372 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0054 |
0.4% |
41% |
False |
False |
279 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0045 |
0.3% |
41% |
False |
False |
224 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0037 |
0.3% |
58% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3143 |
|
2.618 |
1.3061 |
|
1.618 |
1.3011 |
|
1.000 |
1.2980 |
|
0.618 |
1.2961 |
|
HIGH |
1.2930 |
|
0.618 |
1.2911 |
|
0.500 |
1.2905 |
|
0.382 |
1.2899 |
|
LOW |
1.2880 |
|
0.618 |
1.2849 |
|
1.000 |
1.2830 |
|
1.618 |
1.2799 |
|
2.618 |
1.2749 |
|
4.250 |
1.2668 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2905 |
1.2888 |
| PP |
1.2897 |
1.2886 |
| S1 |
1.2890 |
1.2884 |
|