CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 07-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2011 |
07-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2879 |
1.2896 |
0.0017 |
0.1% |
1.2922 |
| High |
1.2908 |
1.2911 |
0.0003 |
0.0% |
1.2963 |
| Low |
1.2879 |
1.2885 |
0.0006 |
0.0% |
1.2812 |
| Close |
1.2901 |
1.2904 |
0.0003 |
0.0% |
1.2846 |
| Range |
0.0029 |
0.0026 |
-0.0003 |
-10.3% |
0.0151 |
| ATR |
0.0076 |
0.0073 |
-0.0004 |
-4.7% |
0.0000 |
| Volume |
2,571 |
3,911 |
1,340 |
52.1% |
23,818 |
|
| Daily Pivots for day following 07-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2978 |
1.2967 |
1.2918 |
|
| R3 |
1.2952 |
1.2941 |
1.2911 |
|
| R2 |
1.2926 |
1.2926 |
1.2909 |
|
| R1 |
1.2915 |
1.2915 |
1.2906 |
1.2921 |
| PP |
1.2900 |
1.2900 |
1.2900 |
1.2903 |
| S1 |
1.2889 |
1.2889 |
1.2902 |
1.2895 |
| S2 |
1.2874 |
1.2874 |
1.2899 |
|
| S3 |
1.2848 |
1.2863 |
1.2897 |
|
| S4 |
1.2822 |
1.2837 |
1.2890 |
|
|
| 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 |
1.2930 |
1.2838 |
0.0092 |
0.7% |
0.0044 |
0.3% |
72% |
False |
False |
5,583 |
| 10 |
1.3028 |
1.2812 |
0.0216 |
1.7% |
0.0077 |
0.6% |
43% |
False |
False |
3,466 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0067 |
0.5% |
32% |
False |
False |
1,781 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0086 |
0.7% |
44% |
False |
False |
975 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0072 |
0.6% |
44% |
False |
False |
666 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0055 |
0.4% |
44% |
False |
False |
501 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0046 |
0.4% |
44% |
False |
False |
401 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0039 |
0.3% |
60% |
False |
False |
337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3022 |
|
2.618 |
1.2979 |
|
1.618 |
1.2953 |
|
1.000 |
1.2937 |
|
0.618 |
1.2927 |
|
HIGH |
1.2911 |
|
0.618 |
1.2901 |
|
0.500 |
1.2898 |
|
0.382 |
1.2895 |
|
LOW |
1.2885 |
|
0.618 |
1.2869 |
|
1.000 |
1.2859 |
|
1.618 |
1.2843 |
|
2.618 |
1.2817 |
|
4.250 |
1.2775 |
|
|
| Fisher Pivots for day following 07-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2902 |
1.2894 |
| PP |
1.2900 |
1.2884 |
| S1 |
1.2898 |
1.2875 |
|