CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2907 |
1.2906 |
-0.0001 |
0.0% |
1.2840 |
| High |
1.3013 |
1.2935 |
-0.0078 |
-0.6% |
1.3013 |
| Low |
1.2882 |
1.2888 |
0.0006 |
0.0% |
1.2838 |
| Close |
1.2905 |
1.2931 |
0.0026 |
0.2% |
1.2931 |
| Range |
0.0131 |
0.0047 |
-0.0084 |
-64.1% |
0.0175 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
12,621 |
11,083 |
-1,538 |
-12.2% |
34,007 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3059 |
1.3042 |
1.2957 |
|
| R3 |
1.3012 |
1.2995 |
1.2944 |
|
| R2 |
1.2965 |
1.2965 |
1.2940 |
|
| R1 |
1.2948 |
1.2948 |
1.2935 |
1.2957 |
| PP |
1.2918 |
1.2918 |
1.2918 |
1.2922 |
| S1 |
1.2901 |
1.2901 |
1.2927 |
1.2910 |
| S2 |
1.2871 |
1.2871 |
1.2922 |
|
| S3 |
1.2824 |
1.2854 |
1.2918 |
|
| S4 |
1.2777 |
1.2807 |
1.2905 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3452 |
1.3367 |
1.3027 |
|
| R3 |
1.3277 |
1.3192 |
1.2979 |
|
| R2 |
1.3102 |
1.3102 |
1.2963 |
|
| R1 |
1.3017 |
1.3017 |
1.2947 |
1.3060 |
| PP |
1.2927 |
1.2927 |
1.2927 |
1.2949 |
| S1 |
1.2842 |
1.2842 |
1.2915 |
1.2885 |
| S2 |
1.2752 |
1.2752 |
1.2899 |
|
| S3 |
1.2577 |
1.2667 |
1.2883 |
|
| S4 |
1.2402 |
1.2492 |
1.2835 |
|
|
| 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% |
0.0060 |
0.5% |
53% |
False |
False |
6,801 |
| 10 |
1.3013 |
1.2812 |
0.0201 |
1.6% |
0.0075 |
0.6% |
59% |
False |
False |
5,782 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0071 |
0.6% |
41% |
False |
False |
2,958 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0084 |
0.6% |
48% |
False |
False |
1,565 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0075 |
0.6% |
48% |
False |
False |
1,061 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0057 |
0.4% |
48% |
False |
False |
797 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0048 |
0.4% |
48% |
False |
False |
638 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0040 |
0.3% |
63% |
False |
False |
534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3135 |
|
2.618 |
1.3058 |
|
1.618 |
1.3011 |
|
1.000 |
1.2982 |
|
0.618 |
1.2964 |
|
HIGH |
1.2935 |
|
0.618 |
1.2917 |
|
0.500 |
1.2912 |
|
0.382 |
1.2906 |
|
LOW |
1.2888 |
|
0.618 |
1.2859 |
|
1.000 |
1.2841 |
|
1.618 |
1.2812 |
|
2.618 |
1.2765 |
|
4.250 |
1.2688 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2925 |
1.2948 |
| PP |
1.2918 |
1.2942 |
| S1 |
1.2912 |
1.2937 |
|