CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2848 |
1.2870 |
0.0022 |
0.2% |
1.2909 |
| High |
1.2893 |
1.2903 |
0.0010 |
0.1% |
1.2919 |
| Low |
1.2836 |
1.2822 |
-0.0014 |
-0.1% |
1.2824 |
| Close |
1.2865 |
1.2831 |
-0.0034 |
-0.3% |
1.2870 |
| Range |
0.0057 |
0.0081 |
0.0024 |
42.1% |
0.0095 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.3% |
0.0000 |
| Volume |
45,037 |
55,821 |
10,784 |
23.9% |
179,241 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3095 |
1.3044 |
1.2876 |
|
| R3 |
1.3014 |
1.2963 |
1.2853 |
|
| R2 |
1.2933 |
1.2933 |
1.2846 |
|
| R1 |
1.2882 |
1.2882 |
1.2838 |
1.2867 |
| PP |
1.2852 |
1.2852 |
1.2852 |
1.2845 |
| S1 |
1.2801 |
1.2801 |
1.2824 |
1.2786 |
| S2 |
1.2771 |
1.2771 |
1.2816 |
|
| S3 |
1.2690 |
1.2720 |
1.2809 |
|
| S4 |
1.2609 |
1.2639 |
1.2786 |
|
|
| 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% |
0.0090 |
0.7% |
62% |
False |
False |
47,344 |
| 10 |
1.3013 |
1.2699 |
0.0314 |
2.4% |
0.0080 |
0.6% |
42% |
False |
False |
34,754 |
| 20 |
1.3028 |
1.2699 |
0.0329 |
2.6% |
0.0078 |
0.6% |
40% |
False |
False |
19,110 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0084 |
0.7% |
33% |
False |
False |
9,635 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0078 |
0.6% |
33% |
False |
False |
6,450 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0065 |
0.5% |
33% |
False |
False |
4,845 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0054 |
0.4% |
33% |
False |
False |
3,877 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0046 |
0.4% |
52% |
False |
False |
3,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3247 |
|
2.618 |
1.3115 |
|
1.618 |
1.3034 |
|
1.000 |
1.2984 |
|
0.618 |
1.2953 |
|
HIGH |
1.2903 |
|
0.618 |
1.2872 |
|
0.500 |
1.2863 |
|
0.382 |
1.2853 |
|
LOW |
1.2822 |
|
0.618 |
1.2772 |
|
1.000 |
1.2741 |
|
1.618 |
1.2691 |
|
2.618 |
1.2610 |
|
4.250 |
1.2478 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2863 |
1.2821 |
| PP |
1.2852 |
1.2811 |
| S1 |
1.2842 |
1.2801 |
|