CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 08-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2011 |
08-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2896 |
1.2907 |
0.0011 |
0.1% |
1.2922 |
| High |
1.2911 |
1.3013 |
0.0102 |
0.8% |
1.2963 |
| Low |
1.2885 |
1.2882 |
-0.0003 |
0.0% |
1.2812 |
| Close |
1.2904 |
1.2905 |
0.0001 |
0.0% |
1.2846 |
| Range |
0.0026 |
0.0131 |
0.0105 |
403.8% |
0.0151 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
5.7% |
0.0000 |
| Volume |
3,911 |
12,621 |
8,710 |
222.7% |
23,818 |
|
| Daily Pivots for day following 08-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3326 |
1.3247 |
1.2977 |
|
| R3 |
1.3195 |
1.3116 |
1.2941 |
|
| R2 |
1.3064 |
1.3064 |
1.2929 |
|
| R1 |
1.2985 |
1.2985 |
1.2917 |
1.2959 |
| PP |
1.2933 |
1.2933 |
1.2933 |
1.2921 |
| S1 |
1.2854 |
1.2854 |
1.2893 |
1.2828 |
| S2 |
1.2802 |
1.2802 |
1.2881 |
|
| S3 |
1.2671 |
1.2723 |
1.2869 |
|
| S4 |
1.2540 |
1.2592 |
1.2833 |
|
|
| 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 |
1.3013 |
1.2838 |
0.0175 |
1.4% |
0.0061 |
0.5% |
38% |
True |
False |
6,076 |
| 10 |
1.3022 |
1.2812 |
0.0210 |
1.6% |
0.0082 |
0.6% |
44% |
False |
False |
4,707 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0070 |
0.5% |
32% |
False |
False |
2,412 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0085 |
0.7% |
44% |
False |
False |
1,290 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0074 |
0.6% |
44% |
False |
False |
877 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0056 |
0.4% |
44% |
False |
False |
659 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0048 |
0.4% |
44% |
False |
False |
528 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0040 |
0.3% |
60% |
False |
False |
442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3570 |
|
2.618 |
1.3356 |
|
1.618 |
1.3225 |
|
1.000 |
1.3144 |
|
0.618 |
1.3094 |
|
HIGH |
1.3013 |
|
0.618 |
1.2963 |
|
0.500 |
1.2948 |
|
0.382 |
1.2932 |
|
LOW |
1.2882 |
|
0.618 |
1.2801 |
|
1.000 |
1.2751 |
|
1.618 |
1.2670 |
|
2.618 |
1.2539 |
|
4.250 |
1.2325 |
|
|
| Fisher Pivots for day following 08-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2948 |
1.2946 |
| PP |
1.2933 |
1.2932 |
| S1 |
1.2919 |
1.2919 |
|