CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2912 |
1.2885 |
-0.0027 |
-0.2% |
1.2922 |
| High |
1.2930 |
1.2891 |
-0.0039 |
-0.3% |
1.2963 |
| Low |
1.2880 |
1.2841 |
-0.0039 |
-0.3% |
1.2812 |
| Close |
1.2882 |
1.2846 |
-0.0036 |
-0.3% |
1.2846 |
| Range |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0151 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
10,158 |
7,458 |
-2,700 |
-26.6% |
23,818 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3009 |
1.2978 |
1.2874 |
|
| R3 |
1.2959 |
1.2928 |
1.2860 |
|
| R2 |
1.2909 |
1.2909 |
1.2855 |
|
| R1 |
1.2878 |
1.2878 |
1.2851 |
1.2869 |
| PP |
1.2859 |
1.2859 |
1.2859 |
1.2855 |
| S1 |
1.2828 |
1.2828 |
1.2841 |
1.2819 |
| S2 |
1.2809 |
1.2809 |
1.2837 |
|
| S3 |
1.2759 |
1.2778 |
1.2832 |
|
| S4 |
1.2709 |
1.2728 |
1.2819 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3237 |
1.2929 |
|
| R3 |
1.3176 |
1.3086 |
1.2888 |
|
| R2 |
1.3025 |
1.3025 |
1.2874 |
|
| R1 |
1.2935 |
1.2935 |
1.2860 |
1.2905 |
| PP |
1.2874 |
1.2874 |
1.2874 |
1.2858 |
| S1 |
1.2784 |
1.2784 |
1.2832 |
1.2754 |
| S2 |
1.2723 |
1.2723 |
1.2818 |
|
| S3 |
1.2572 |
1.2633 |
1.2804 |
|
| S4 |
1.2421 |
1.2482 |
1.2763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2963 |
1.2812 |
0.0151 |
1.2% |
0.0089 |
0.7% |
23% |
False |
False |
4,763 |
| 10 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0080 |
0.6% |
12% |
False |
False |
2,461 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0067 |
0.5% |
12% |
False |
False |
1,282 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0084 |
0.7% |
35% |
False |
False |
719 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0070 |
0.5% |
35% |
False |
False |
496 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0053 |
0.4% |
35% |
False |
False |
373 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0045 |
0.4% |
35% |
False |
False |
298 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0038 |
0.3% |
54% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3104 |
|
2.618 |
1.3022 |
|
1.618 |
1.2972 |
|
1.000 |
1.2941 |
|
0.618 |
1.2922 |
|
HIGH |
1.2891 |
|
0.618 |
1.2872 |
|
0.500 |
1.2866 |
|
0.382 |
1.2860 |
|
LOW |
1.2841 |
|
0.618 |
1.2810 |
|
1.000 |
1.2791 |
|
1.618 |
1.2760 |
|
2.618 |
1.2710 |
|
4.250 |
1.2629 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2866 |
1.2897 |
| PP |
1.2859 |
1.2880 |
| S1 |
1.2853 |
1.2863 |
|