CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2884 |
1.2910 |
0.0026 |
0.2% |
1.2900 |
| High |
1.2884 |
1.2910 |
0.0026 |
0.2% |
1.2900 |
| Low |
1.2884 |
1.2894 |
0.0010 |
0.1% |
1.2866 |
| Close |
1.2884 |
1.2894 |
0.0010 |
0.1% |
1.2898 |
| Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0034 |
| ATR |
0.0029 |
0.0028 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
10 |
126 |
116 |
1,160.0% |
229 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2947 |
1.2937 |
1.2903 |
|
| R3 |
1.2931 |
1.2921 |
1.2898 |
|
| R2 |
1.2915 |
1.2915 |
1.2897 |
|
| R1 |
1.2905 |
1.2905 |
1.2895 |
1.2902 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2898 |
| S1 |
1.2889 |
1.2889 |
1.2893 |
1.2886 |
| S2 |
1.2883 |
1.2883 |
1.2891 |
|
| S3 |
1.2867 |
1.2873 |
1.2890 |
|
| S4 |
1.2851 |
1.2857 |
1.2885 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2990 |
1.2978 |
1.2917 |
|
| R3 |
1.2956 |
1.2944 |
1.2907 |
|
| R2 |
1.2922 |
1.2922 |
1.2904 |
|
| R1 |
1.2910 |
1.2910 |
1.2901 |
1.2899 |
| PP |
1.2888 |
1.2888 |
1.2888 |
1.2883 |
| S1 |
1.2876 |
1.2876 |
1.2895 |
1.2865 |
| S2 |
1.2854 |
1.2854 |
1.2892 |
|
| S3 |
1.2820 |
1.2842 |
1.2889 |
|
| S4 |
1.2786 |
1.2808 |
1.2879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2910 |
1.2866 |
0.0044 |
0.3% |
0.0005 |
0.0% |
64% |
True |
False |
62 |
| 10 |
1.2953 |
1.2866 |
0.0087 |
0.7% |
0.0007 |
0.1% |
32% |
False |
False |
36 |
| 20 |
1.3072 |
1.2866 |
0.0206 |
1.6% |
0.0004 |
0.0% |
14% |
False |
False |
19 |
| 40 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0007 |
0.1% |
21% |
False |
False |
10 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
21% |
False |
False |
7 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
21% |
False |
False |
6 |
| 100 |
1.3257 |
1.2704 |
0.0553 |
4.3% |
0.0004 |
0.0% |
34% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2978 |
|
2.618 |
1.2952 |
|
1.618 |
1.2936 |
|
1.000 |
1.2926 |
|
0.618 |
1.2920 |
|
HIGH |
1.2910 |
|
0.618 |
1.2904 |
|
0.500 |
1.2902 |
|
0.382 |
1.2900 |
|
LOW |
1.2894 |
|
0.618 |
1.2884 |
|
1.000 |
1.2878 |
|
1.618 |
1.2868 |
|
2.618 |
1.2852 |
|
4.250 |
1.2826 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2902 |
1.2897 |
| PP |
1.2899 |
1.2896 |
| S1 |
1.2897 |
1.2895 |
|