CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2906 |
1.2909 |
0.0003 |
0.0% |
1.2840 |
| High |
1.2935 |
1.2919 |
-0.0016 |
-0.1% |
1.3013 |
| Low |
1.2888 |
1.2849 |
-0.0039 |
-0.3% |
1.2838 |
| Close |
1.2931 |
1.2867 |
-0.0064 |
-0.5% |
1.2931 |
| Range |
0.0047 |
0.0070 |
0.0023 |
48.9% |
0.0175 |
| ATR |
0.0075 |
0.0075 |
0.0001 |
0.7% |
0.0000 |
| Volume |
11,083 |
19,871 |
8,788 |
79.3% |
34,007 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3088 |
1.3048 |
1.2906 |
|
| R3 |
1.3018 |
1.2978 |
1.2886 |
|
| R2 |
1.2948 |
1.2948 |
1.2880 |
|
| R1 |
1.2908 |
1.2908 |
1.2873 |
1.2893 |
| PP |
1.2878 |
1.2878 |
1.2878 |
1.2871 |
| S1 |
1.2838 |
1.2838 |
1.2861 |
1.2823 |
| S2 |
1.2808 |
1.2808 |
1.2854 |
|
| S3 |
1.2738 |
1.2768 |
1.2848 |
|
| S4 |
1.2668 |
1.2698 |
1.2829 |
|
|
| 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 |
1.2849 |
0.0164 |
1.3% |
0.0061 |
0.5% |
11% |
False |
True |
10,011 |
| 10 |
1.3013 |
1.2812 |
0.0201 |
1.6% |
0.0071 |
0.6% |
27% |
False |
False |
7,712 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0070 |
0.5% |
19% |
False |
False |
3,950 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0084 |
0.7% |
39% |
False |
False |
2,061 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0076 |
0.6% |
39% |
False |
False |
1,392 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0058 |
0.4% |
39% |
False |
False |
1,046 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0049 |
0.4% |
39% |
False |
False |
837 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0041 |
0.3% |
56% |
False |
False |
699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3217 |
|
2.618 |
1.3102 |
|
1.618 |
1.3032 |
|
1.000 |
1.2989 |
|
0.618 |
1.2962 |
|
HIGH |
1.2919 |
|
0.618 |
1.2892 |
|
0.500 |
1.2884 |
|
0.382 |
1.2876 |
|
LOW |
1.2849 |
|
0.618 |
1.2806 |
|
1.000 |
1.2779 |
|
1.618 |
1.2736 |
|
2.618 |
1.2666 |
|
4.250 |
1.2552 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2884 |
1.2931 |
| PP |
1.2878 |
1.2910 |
| S1 |
1.2873 |
1.2888 |
|