CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2834 |
1.2821 |
-0.0013 |
-0.1% |
1.2886 |
| High |
1.2845 |
1.2845 |
0.0000 |
0.0% |
1.2903 |
| Low |
1.2810 |
1.2806 |
-0.0004 |
0.0% |
1.2699 |
| Close |
1.2815 |
1.2836 |
0.0021 |
0.2% |
1.2836 |
| Range |
0.0035 |
0.0039 |
0.0004 |
11.4% |
0.0204 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
34,769 |
20,023 |
-14,746 |
-42.4% |
199,395 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2946 |
1.2930 |
1.2857 |
|
| R3 |
1.2907 |
1.2891 |
1.2847 |
|
| R2 |
1.2868 |
1.2868 |
1.2843 |
|
| R1 |
1.2852 |
1.2852 |
1.2840 |
1.2860 |
| PP |
1.2829 |
1.2829 |
1.2829 |
1.2833 |
| S1 |
1.2813 |
1.2813 |
1.2832 |
1.2821 |
| S2 |
1.2790 |
1.2790 |
1.2829 |
|
| S3 |
1.2751 |
1.2774 |
1.2825 |
|
| S4 |
1.2712 |
1.2735 |
1.2815 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3425 |
1.3334 |
1.2948 |
|
| R3 |
1.3221 |
1.3130 |
1.2892 |
|
| R2 |
1.3017 |
1.3017 |
1.2873 |
|
| R1 |
1.2926 |
1.2926 |
1.2855 |
1.2870 |
| PP |
1.2813 |
1.2813 |
1.2813 |
1.2784 |
| S1 |
1.2722 |
1.2722 |
1.2817 |
1.2666 |
| S2 |
1.2609 |
1.2609 |
1.2799 |
|
| S3 |
1.2405 |
1.2518 |
1.2780 |
|
| S4 |
1.2201 |
1.2314 |
1.2724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2903 |
1.2699 |
0.0204 |
1.6% |
0.0080 |
0.6% |
67% |
False |
False |
39,879 |
| 10 |
1.2919 |
1.2699 |
0.0220 |
1.7% |
0.0070 |
0.5% |
62% |
False |
False |
37,863 |
| 20 |
1.3013 |
1.2699 |
0.0314 |
2.4% |
0.0072 |
0.6% |
44% |
False |
False |
21,823 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0082 |
0.6% |
34% |
False |
False |
11,002 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0077 |
0.6% |
34% |
False |
False |
7,362 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0066 |
0.5% |
34% |
False |
False |
5,530 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0054 |
0.4% |
34% |
False |
False |
4,424 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0046 |
0.4% |
53% |
False |
False |
3,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3011 |
|
2.618 |
1.2947 |
|
1.618 |
1.2908 |
|
1.000 |
1.2884 |
|
0.618 |
1.2869 |
|
HIGH |
1.2845 |
|
0.618 |
1.2830 |
|
0.500 |
1.2826 |
|
0.382 |
1.2821 |
|
LOW |
1.2806 |
|
0.618 |
1.2782 |
|
1.000 |
1.2767 |
|
1.618 |
1.2743 |
|
2.618 |
1.2704 |
|
4.250 |
1.2640 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2833 |
1.2855 |
| PP |
1.2829 |
1.2848 |
| S1 |
1.2826 |
1.2842 |
|