CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2852 |
1.2840 |
-0.0012 |
-0.1% |
1.2840 |
| High |
1.2864 |
1.2895 |
0.0031 |
0.2% |
1.3013 |
| Low |
1.2824 |
1.2828 |
0.0004 |
0.0% |
1.2838 |
| Close |
1.2839 |
1.2867 |
0.0028 |
0.2% |
1.2931 |
| Range |
0.0040 |
0.0067 |
0.0027 |
67.5% |
0.0175 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
41,795 |
39,417 |
-2,378 |
-5.7% |
34,007 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3064 |
1.3033 |
1.2904 |
|
| R3 |
1.2997 |
1.2966 |
1.2885 |
|
| R2 |
1.2930 |
1.2930 |
1.2879 |
|
| R1 |
1.2899 |
1.2899 |
1.2873 |
1.2915 |
| PP |
1.2863 |
1.2863 |
1.2863 |
1.2871 |
| S1 |
1.2832 |
1.2832 |
1.2861 |
1.2848 |
| S2 |
1.2796 |
1.2796 |
1.2855 |
|
| S3 |
1.2729 |
1.2765 |
1.2849 |
|
| S4 |
1.2662 |
1.2698 |
1.2830 |
|
|
| 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 |
1.2935 |
1.2824 |
0.0111 |
0.9% |
0.0057 |
0.4% |
39% |
False |
False |
27,524 |
| 10 |
1.3013 |
1.2824 |
0.0189 |
1.5% |
0.0059 |
0.5% |
23% |
False |
False |
16,800 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0068 |
0.5% |
19% |
False |
False |
9,266 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0084 |
0.7% |
39% |
False |
False |
4,724 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0077 |
0.6% |
39% |
False |
False |
3,168 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0060 |
0.5% |
39% |
False |
False |
2,379 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0050 |
0.4% |
39% |
False |
False |
1,904 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0042 |
0.3% |
56% |
False |
False |
1,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3180 |
|
2.618 |
1.3070 |
|
1.618 |
1.3003 |
|
1.000 |
1.2962 |
|
0.618 |
1.2936 |
|
HIGH |
1.2895 |
|
0.618 |
1.2869 |
|
0.500 |
1.2862 |
|
0.382 |
1.2854 |
|
LOW |
1.2828 |
|
0.618 |
1.2787 |
|
1.000 |
1.2761 |
|
1.618 |
1.2720 |
|
2.618 |
1.2653 |
|
4.250 |
1.2543 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2865 |
1.2867 |
| PP |
1.2863 |
1.2867 |
| S1 |
1.2862 |
1.2867 |
|