CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2915 |
1.2900 |
-0.0015 |
-0.1% |
1.2920 |
| High |
1.2953 |
1.2900 |
-0.0053 |
-0.4% |
1.2953 |
| Low |
1.2915 |
1.2895 |
-0.0020 |
-0.2% |
1.2915 |
| Close |
1.2953 |
1.2895 |
-0.0058 |
-0.4% |
1.2953 |
| Range |
0.0038 |
0.0005 |
-0.0033 |
-86.8% |
0.0038 |
| ATR |
0.0033 |
0.0035 |
0.0002 |
5.3% |
0.0000 |
| Volume |
0 |
12 |
12 |
|
0 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2912 |
1.2908 |
1.2898 |
|
| R3 |
1.2907 |
1.2903 |
1.2896 |
|
| R2 |
1.2902 |
1.2902 |
1.2896 |
|
| R1 |
1.2898 |
1.2898 |
1.2895 |
1.2898 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2896 |
| S1 |
1.2893 |
1.2893 |
1.2895 |
1.2893 |
| S2 |
1.2892 |
1.2892 |
1.2894 |
|
| S3 |
1.2887 |
1.2888 |
1.2894 |
|
| S4 |
1.2882 |
1.2883 |
1.2892 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.3042 |
1.2974 |
|
| R3 |
1.3016 |
1.3004 |
1.2963 |
|
| R2 |
1.2978 |
1.2978 |
1.2960 |
|
| R1 |
1.2966 |
1.2966 |
1.2956 |
1.2972 |
| PP |
1.2940 |
1.2940 |
1.2940 |
1.2944 |
| S1 |
1.2928 |
1.2928 |
1.2950 |
1.2934 |
| S2 |
1.2902 |
1.2902 |
1.2946 |
|
| S3 |
1.2864 |
1.2890 |
1.2943 |
|
| S4 |
1.2826 |
1.2852 |
1.2932 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2953 |
1.2895 |
0.0058 |
0.4% |
0.0009 |
0.1% |
0% |
False |
True |
2 |
| 10 |
1.2953 |
1.2874 |
0.0079 |
0.6% |
0.0006 |
0.0% |
27% |
False |
False |
2 |
| 20 |
1.3083 |
1.2874 |
0.0209 |
1.6% |
0.0003 |
0.0% |
10% |
False |
False |
1 |
| 40 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0006 |
0.0% |
21% |
False |
False |
2 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
21% |
False |
False |
2 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
21% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2921 |
|
2.618 |
1.2913 |
|
1.618 |
1.2908 |
|
1.000 |
1.2905 |
|
0.618 |
1.2903 |
|
HIGH |
1.2900 |
|
0.618 |
1.2898 |
|
0.500 |
1.2898 |
|
0.382 |
1.2897 |
|
LOW |
1.2895 |
|
0.618 |
1.2892 |
|
1.000 |
1.2890 |
|
1.618 |
1.2887 |
|
2.618 |
1.2882 |
|
4.250 |
1.2874 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2898 |
1.2924 |
| PP |
1.2897 |
1.2914 |
| S1 |
1.2896 |
1.2905 |
|