CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2868 |
1.2886 |
0.0018 |
0.1% |
1.2909 |
| High |
1.2912 |
1.2886 |
-0.0026 |
-0.2% |
1.2919 |
| Low |
1.2855 |
1.2699 |
-0.0156 |
-1.2% |
1.2824 |
| Close |
1.2870 |
1.2848 |
-0.0022 |
-0.2% |
1.2870 |
| Range |
0.0057 |
0.0187 |
0.0130 |
228.1% |
0.0095 |
| ATR |
0.0071 |
0.0079 |
0.0008 |
11.8% |
0.0000 |
| Volume |
52,701 |
43,745 |
-8,956 |
-17.0% |
179,241 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3372 |
1.3297 |
1.2951 |
|
| R3 |
1.3185 |
1.3110 |
1.2899 |
|
| R2 |
1.2998 |
1.2998 |
1.2882 |
|
| R1 |
1.2923 |
1.2923 |
1.2865 |
1.2867 |
| PP |
1.2811 |
1.2811 |
1.2811 |
1.2783 |
| S1 |
1.2736 |
1.2736 |
1.2831 |
1.2680 |
| S2 |
1.2624 |
1.2624 |
1.2814 |
|
| S3 |
1.2437 |
1.2549 |
1.2797 |
|
| S4 |
1.2250 |
1.2362 |
1.2745 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3156 |
1.3108 |
1.2922 |
|
| R3 |
1.3061 |
1.3013 |
1.2896 |
|
| R2 |
1.2966 |
1.2966 |
1.2887 |
|
| R1 |
1.2918 |
1.2918 |
1.2879 |
1.2895 |
| PP |
1.2871 |
1.2871 |
1.2871 |
1.2859 |
| S1 |
1.2823 |
1.2823 |
1.2861 |
1.2800 |
| S2 |
1.2776 |
1.2776 |
1.2853 |
|
| S3 |
1.2681 |
1.2728 |
1.2844 |
|
| S4 |
1.2586 |
1.2633 |
1.2818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2912 |
1.2699 |
0.0213 |
1.7% |
0.0083 |
0.6% |
70% |
False |
True |
40,623 |
| 10 |
1.3013 |
1.2699 |
0.0314 |
2.4% |
0.0072 |
0.6% |
47% |
False |
True |
25,317 |
| 20 |
1.3060 |
1.2699 |
0.0361 |
2.8% |
0.0076 |
0.6% |
41% |
False |
True |
14,077 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0084 |
0.7% |
36% |
False |
False |
7,132 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0078 |
0.6% |
36% |
False |
False |
4,770 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0063 |
0.5% |
36% |
False |
False |
3,585 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0053 |
0.4% |
36% |
False |
False |
2,868 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0044 |
0.3% |
54% |
False |
False |
2,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3681 |
|
2.618 |
1.3376 |
|
1.618 |
1.3189 |
|
1.000 |
1.3073 |
|
0.618 |
1.3002 |
|
HIGH |
1.2886 |
|
0.618 |
1.2815 |
|
0.500 |
1.2793 |
|
0.382 |
1.2770 |
|
LOW |
1.2699 |
|
0.618 |
1.2583 |
|
1.000 |
1.2512 |
|
1.618 |
1.2396 |
|
2.618 |
1.2209 |
|
4.250 |
1.1904 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2830 |
1.2834 |
| PP |
1.2811 |
1.2820 |
| S1 |
1.2793 |
1.2806 |
|