CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2870 |
1.2834 |
-0.0036 |
-0.3% |
1.2909 |
| High |
1.2903 |
1.2845 |
-0.0058 |
-0.4% |
1.2919 |
| Low |
1.2822 |
1.2810 |
-0.0012 |
-0.1% |
1.2824 |
| Close |
1.2831 |
1.2815 |
-0.0016 |
-0.1% |
1.2870 |
| Range |
0.0081 |
0.0035 |
-0.0046 |
-56.8% |
0.0095 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
55,821 |
34,769 |
-21,052 |
-37.7% |
179,241 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2928 |
1.2907 |
1.2834 |
|
| R3 |
1.2893 |
1.2872 |
1.2825 |
|
| R2 |
1.2858 |
1.2858 |
1.2821 |
|
| R1 |
1.2837 |
1.2837 |
1.2818 |
1.2830 |
| PP |
1.2823 |
1.2823 |
1.2823 |
1.2820 |
| S1 |
1.2802 |
1.2802 |
1.2812 |
1.2795 |
| S2 |
1.2788 |
1.2788 |
1.2809 |
|
| S3 |
1.2753 |
1.2767 |
1.2805 |
|
| S4 |
1.2718 |
1.2732 |
1.2796 |
|
|
| 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 |
0.7% |
54% |
False |
False |
46,414 |
| 10 |
1.2935 |
1.2699 |
0.0236 |
1.8% |
0.0070 |
0.5% |
49% |
False |
False |
36,969 |
| 20 |
1.3022 |
1.2699 |
0.0323 |
2.5% |
0.0076 |
0.6% |
36% |
False |
False |
20,838 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0083 |
0.6% |
31% |
False |
False |
10,503 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0077 |
0.6% |
31% |
False |
False |
7,029 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0065 |
0.5% |
31% |
False |
False |
5,280 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0054 |
0.4% |
31% |
False |
False |
4,224 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0046 |
0.4% |
51% |
False |
False |
3,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2994 |
|
2.618 |
1.2937 |
|
1.618 |
1.2902 |
|
1.000 |
1.2880 |
|
0.618 |
1.2867 |
|
HIGH |
1.2845 |
|
0.618 |
1.2832 |
|
0.500 |
1.2828 |
|
0.382 |
1.2823 |
|
LOW |
1.2810 |
|
0.618 |
1.2788 |
|
1.000 |
1.2775 |
|
1.618 |
1.2753 |
|
2.618 |
1.2718 |
|
4.250 |
1.2661 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2828 |
1.2857 |
| PP |
1.2823 |
1.2843 |
| S1 |
1.2819 |
1.2829 |
|