CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2859 |
1.2863 |
0.0004 |
0.0% |
1.2886 |
| High |
1.2899 |
1.2918 |
0.0019 |
0.1% |
1.2903 |
| Low |
1.2836 |
1.2833 |
-0.0003 |
0.0% |
1.2699 |
| Close |
1.2867 |
1.2853 |
-0.0014 |
-0.1% |
1.2836 |
| Range |
0.0063 |
0.0085 |
0.0022 |
34.9% |
0.0204 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.4% |
0.0000 |
| Volume |
21,174 |
60,900 |
39,726 |
187.6% |
199,395 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3123 |
1.3073 |
1.2900 |
|
| R3 |
1.3038 |
1.2988 |
1.2876 |
|
| R2 |
1.2953 |
1.2953 |
1.2869 |
|
| R1 |
1.2903 |
1.2903 |
1.2861 |
1.2886 |
| PP |
1.2868 |
1.2868 |
1.2868 |
1.2859 |
| S1 |
1.2818 |
1.2818 |
1.2845 |
1.2801 |
| S2 |
1.2783 |
1.2783 |
1.2837 |
|
| S3 |
1.2698 |
1.2733 |
1.2830 |
|
| S4 |
1.2613 |
1.2648 |
1.2806 |
|
|
| 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 |
1.2918 |
1.2806 |
0.0112 |
0.9% |
0.0061 |
0.5% |
42% |
True |
False |
38,537 |
| 10 |
1.2918 |
1.2699 |
0.0219 |
1.7% |
0.0071 |
0.6% |
70% |
True |
False |
41,538 |
| 20 |
1.3013 |
1.2699 |
0.0314 |
2.4% |
0.0069 |
0.5% |
49% |
False |
False |
25,881 |
| 40 |
1.3101 |
1.2694 |
0.0407 |
3.2% |
0.0067 |
0.5% |
39% |
False |
False |
13,051 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0076 |
0.6% |
36% |
False |
False |
8,729 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0067 |
0.5% |
36% |
False |
False |
6,556 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0055 |
0.4% |
36% |
False |
False |
5,245 |
| 120 |
1.3279 |
1.2514 |
0.0765 |
6.0% |
0.0047 |
0.4% |
44% |
False |
False |
4,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3279 |
|
2.618 |
1.3141 |
|
1.618 |
1.3056 |
|
1.000 |
1.3003 |
|
0.618 |
1.2971 |
|
HIGH |
1.2918 |
|
0.618 |
1.2886 |
|
0.500 |
1.2876 |
|
0.382 |
1.2865 |
|
LOW |
1.2833 |
|
0.618 |
1.2780 |
|
1.000 |
1.2748 |
|
1.618 |
1.2695 |
|
2.618 |
1.2610 |
|
4.250 |
1.2472 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2876 |
1.2862 |
| PP |
1.2868 |
1.2859 |
| S1 |
1.2861 |
1.2856 |
|