CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2951 |
1.2920 |
-0.0031 |
-0.2% |
1.3083 |
| High |
1.2951 |
1.2920 |
-0.0031 |
-0.2% |
1.3083 |
| Low |
1.2951 |
1.2907 |
-0.0044 |
-0.3% |
1.2951 |
| Close |
1.2951 |
1.2907 |
-0.0044 |
-0.3% |
1.2951 |
| Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0132 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.7% |
0.0000 |
| Volume |
10 |
0 |
-10 |
-100.0% |
1 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2950 |
1.2942 |
1.2914 |
|
| R3 |
1.2937 |
1.2929 |
1.2911 |
|
| R2 |
1.2924 |
1.2924 |
1.2909 |
|
| R1 |
1.2916 |
1.2916 |
1.2908 |
1.2914 |
| PP |
1.2911 |
1.2911 |
1.2911 |
1.2910 |
| S1 |
1.2903 |
1.2903 |
1.2906 |
1.2901 |
| S2 |
1.2898 |
1.2898 |
1.2905 |
|
| S3 |
1.2885 |
1.2890 |
1.2903 |
|
| S4 |
1.2872 |
1.2877 |
1.2900 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3391 |
1.3303 |
1.3024 |
|
| R3 |
1.3259 |
1.3171 |
1.2987 |
|
| R2 |
1.3127 |
1.3127 |
1.2975 |
|
| R1 |
1.3039 |
1.3039 |
1.2963 |
1.3017 |
| PP |
1.2995 |
1.2995 |
1.2995 |
1.2984 |
| S1 |
1.2907 |
1.2907 |
1.2939 |
1.2885 |
| S2 |
1.2863 |
1.2863 |
1.2927 |
|
| S3 |
1.2731 |
1.2775 |
1.2915 |
|
| S4 |
1.2599 |
1.2643 |
1.2878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2951 |
1.2898 |
0.0053 |
0.4% |
0.0004 |
0.0% |
17% |
False |
False |
2 |
| 10 |
1.3083 |
1.2898 |
0.0185 |
1.4% |
0.0002 |
0.0% |
5% |
False |
False |
1 |
| 20 |
1.3083 |
1.2851 |
0.0232 |
1.8% |
0.0005 |
0.0% |
24% |
False |
False |
1 |
| 40 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
23% |
False |
False |
2 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
23% |
False |
False |
2 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0004 |
0.0% |
23% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2975 |
|
2.618 |
1.2954 |
|
1.618 |
1.2941 |
|
1.000 |
1.2933 |
|
0.618 |
1.2928 |
|
HIGH |
1.2920 |
|
0.618 |
1.2915 |
|
0.500 |
1.2914 |
|
0.382 |
1.2912 |
|
LOW |
1.2907 |
|
0.618 |
1.2899 |
|
1.000 |
1.2894 |
|
1.618 |
1.2886 |
|
2.618 |
1.2873 |
|
4.250 |
1.2852 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2914 |
1.2928 |
| PP |
1.2911 |
1.2921 |
| S1 |
1.2909 |
1.2914 |
|