CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2909 |
1.2865 |
-0.0044 |
-0.3% |
1.2840 |
| High |
1.2919 |
1.2910 |
-0.0009 |
-0.1% |
1.3013 |
| Low |
1.2849 |
1.2847 |
-0.0002 |
0.0% |
1.2838 |
| Close |
1.2867 |
1.2852 |
-0.0015 |
-0.1% |
1.2931 |
| Range |
0.0070 |
0.0063 |
-0.0007 |
-10.0% |
0.0175 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
19,871 |
25,457 |
5,586 |
28.1% |
34,007 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3059 |
1.3018 |
1.2887 |
|
| R3 |
1.2996 |
1.2955 |
1.2869 |
|
| R2 |
1.2933 |
1.2933 |
1.2864 |
|
| R1 |
1.2892 |
1.2892 |
1.2858 |
1.2881 |
| PP |
1.2870 |
1.2870 |
1.2870 |
1.2864 |
| S1 |
1.2829 |
1.2829 |
1.2846 |
1.2818 |
| S2 |
1.2807 |
1.2807 |
1.2840 |
|
| S3 |
1.2744 |
1.2766 |
1.2835 |
|
| S4 |
1.2681 |
1.2703 |
1.2817 |
|
|
| 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 |
1.2847 |
0.0166 |
1.3% |
0.0067 |
0.5% |
3% |
False |
True |
14,588 |
| 10 |
1.3013 |
1.2831 |
0.0182 |
1.4% |
0.0067 |
0.5% |
12% |
False |
False |
10,223 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0071 |
0.6% |
14% |
False |
False |
5,220 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0082 |
0.6% |
36% |
False |
False |
2,696 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0077 |
0.6% |
36% |
False |
False |
1,816 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0059 |
0.5% |
36% |
False |
False |
1,364 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0049 |
0.4% |
36% |
False |
False |
1,092 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0041 |
0.3% |
55% |
False |
False |
911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3178 |
|
2.618 |
1.3075 |
|
1.618 |
1.3012 |
|
1.000 |
1.2973 |
|
0.618 |
1.2949 |
|
HIGH |
1.2910 |
|
0.618 |
1.2886 |
|
0.500 |
1.2879 |
|
0.382 |
1.2871 |
|
LOW |
1.2847 |
|
0.618 |
1.2808 |
|
1.000 |
1.2784 |
|
1.618 |
1.2745 |
|
2.618 |
1.2682 |
|
4.250 |
1.2579 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2879 |
1.2891 |
| PP |
1.2870 |
1.2878 |
| S1 |
1.2861 |
1.2865 |
|