CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2886 |
1.2848 |
-0.0038 |
-0.3% |
1.2909 |
| High |
1.2886 |
1.2893 |
0.0007 |
0.1% |
1.2919 |
| Low |
1.2699 |
1.2836 |
0.0137 |
1.1% |
1.2824 |
| Close |
1.2848 |
1.2865 |
0.0017 |
0.1% |
1.2870 |
| Range |
0.0187 |
0.0057 |
-0.0130 |
-69.5% |
0.0095 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
43,745 |
45,037 |
1,292 |
3.0% |
179,241 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3036 |
1.3007 |
1.2896 |
|
| R3 |
1.2979 |
1.2950 |
1.2881 |
|
| R2 |
1.2922 |
1.2922 |
1.2875 |
|
| R1 |
1.2893 |
1.2893 |
1.2870 |
1.2908 |
| PP |
1.2865 |
1.2865 |
1.2865 |
1.2872 |
| S1 |
1.2836 |
1.2836 |
1.2860 |
1.2851 |
| S2 |
1.2808 |
1.2808 |
1.2855 |
|
| S3 |
1.2751 |
1.2779 |
1.2849 |
|
| S4 |
1.2694 |
1.2722 |
1.2834 |
|
|
| 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% |
0.0082 |
0.6% |
78% |
False |
False |
44,539 |
| 10 |
1.3013 |
1.2699 |
0.0314 |
2.4% |
0.0075 |
0.6% |
53% |
False |
False |
29,563 |
| 20 |
1.3051 |
1.2699 |
0.0352 |
2.7% |
0.0077 |
0.6% |
47% |
False |
False |
16,324 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0084 |
0.7% |
38% |
False |
False |
8,244 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0078 |
0.6% |
38% |
False |
False |
5,520 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0064 |
0.5% |
38% |
False |
False |
4,148 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0053 |
0.4% |
38% |
False |
False |
3,318 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0045 |
0.3% |
56% |
False |
False |
2,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3135 |
|
2.618 |
1.3042 |
|
1.618 |
1.2985 |
|
1.000 |
1.2950 |
|
0.618 |
1.2928 |
|
HIGH |
1.2893 |
|
0.618 |
1.2871 |
|
0.500 |
1.2865 |
|
0.382 |
1.2858 |
|
LOW |
1.2836 |
|
0.618 |
1.2801 |
|
1.000 |
1.2779 |
|
1.618 |
1.2744 |
|
2.618 |
1.2687 |
|
4.250 |
1.2594 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2865 |
1.2845 |
| PP |
1.2865 |
1.2825 |
| S1 |
1.2865 |
1.2806 |
|