CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2885 |
1.2840 |
-0.0045 |
-0.3% |
1.2922 |
| High |
1.2891 |
1.2905 |
0.0014 |
0.1% |
1.2963 |
| Low |
1.2841 |
1.2838 |
-0.0003 |
0.0% |
1.2812 |
| Close |
1.2846 |
1.2893 |
0.0047 |
0.4% |
1.2846 |
| Range |
0.0050 |
0.0067 |
0.0017 |
34.0% |
0.0151 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
7,458 |
3,821 |
-3,637 |
-48.8% |
23,818 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3080 |
1.3053 |
1.2930 |
|
| R3 |
1.3013 |
1.2986 |
1.2911 |
|
| R2 |
1.2946 |
1.2946 |
1.2905 |
|
| R1 |
1.2919 |
1.2919 |
1.2899 |
1.2933 |
| PP |
1.2879 |
1.2879 |
1.2879 |
1.2885 |
| S1 |
1.2852 |
1.2852 |
1.2887 |
1.2866 |
| S2 |
1.2812 |
1.2812 |
1.2881 |
|
| S3 |
1.2745 |
1.2785 |
1.2875 |
|
| S4 |
1.2678 |
1.2718 |
1.2856 |
|
|
| 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% |
0.0081 |
0.6% |
54% |
False |
False |
5,414 |
| 10 |
1.3060 |
1.2812 |
0.0248 |
1.9% |
0.0080 |
0.6% |
33% |
False |
False |
2,838 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0068 |
0.5% |
28% |
False |
False |
1,464 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0085 |
0.7% |
42% |
False |
False |
814 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0071 |
0.6% |
42% |
False |
False |
559 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0054 |
0.4% |
42% |
False |
False |
420 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0046 |
0.4% |
42% |
False |
False |
337 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0038 |
0.3% |
59% |
False |
False |
284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3190 |
|
2.618 |
1.3080 |
|
1.618 |
1.3013 |
|
1.000 |
1.2972 |
|
0.618 |
1.2946 |
|
HIGH |
1.2905 |
|
0.618 |
1.2879 |
|
0.500 |
1.2872 |
|
0.382 |
1.2864 |
|
LOW |
1.2838 |
|
0.618 |
1.2797 |
|
1.000 |
1.2771 |
|
1.618 |
1.2730 |
|
2.618 |
1.2663 |
|
4.250 |
1.2553 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2886 |
1.2890 |
| PP |
1.2879 |
1.2887 |
| S1 |
1.2872 |
1.2884 |
|