CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2910 |
1.2921 |
0.0011 |
0.1% |
1.2900 |
| High |
1.2910 |
1.2980 |
0.0070 |
0.5% |
1.2900 |
| Low |
1.2894 |
1.2850 |
-0.0044 |
-0.3% |
1.2866 |
| Close |
1.2894 |
1.2859 |
-0.0035 |
-0.3% |
1.2898 |
| Range |
0.0016 |
0.0130 |
0.0114 |
712.5% |
0.0034 |
| ATR |
0.0028 |
0.0036 |
0.0007 |
25.6% |
0.0000 |
| Volume |
126 |
7 |
-119 |
-94.4% |
229 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3286 |
1.3203 |
1.2931 |
|
| R3 |
1.3156 |
1.3073 |
1.2895 |
|
| R2 |
1.3026 |
1.3026 |
1.2883 |
|
| R1 |
1.2943 |
1.2943 |
1.2871 |
1.2920 |
| PP |
1.2896 |
1.2896 |
1.2896 |
1.2885 |
| S1 |
1.2813 |
1.2813 |
1.2847 |
1.2790 |
| S2 |
1.2766 |
1.2766 |
1.2835 |
|
| S3 |
1.2636 |
1.2683 |
1.2823 |
|
| S4 |
1.2506 |
1.2553 |
1.2788 |
|
|
| 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 |
1.2980 |
1.2850 |
0.0130 |
1.0% |
0.0031 |
0.2% |
7% |
True |
True |
56 |
| 10 |
1.2980 |
1.2850 |
0.0130 |
1.0% |
0.0020 |
0.2% |
7% |
True |
True |
37 |
| 20 |
1.3011 |
1.2850 |
0.0161 |
1.3% |
0.0011 |
0.1% |
6% |
False |
True |
19 |
| 40 |
1.3257 |
1.2800 |
0.0457 |
3.6% |
0.0010 |
0.1% |
13% |
False |
False |
10 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.6% |
0.0008 |
0.1% |
13% |
False |
False |
7 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.6% |
0.0007 |
0.1% |
13% |
False |
False |
6 |
| 100 |
1.3257 |
1.2704 |
0.0553 |
4.3% |
0.0005 |
0.0% |
28% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3533 |
|
2.618 |
1.3320 |
|
1.618 |
1.3190 |
|
1.000 |
1.3110 |
|
0.618 |
1.3060 |
|
HIGH |
1.2980 |
|
0.618 |
1.2930 |
|
0.500 |
1.2915 |
|
0.382 |
1.2900 |
|
LOW |
1.2850 |
|
0.618 |
1.2770 |
|
1.000 |
1.2720 |
|
1.618 |
1.2640 |
|
2.618 |
1.2510 |
|
4.250 |
1.2298 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2915 |
1.2915 |
| PP |
1.2896 |
1.2896 |
| S1 |
1.2878 |
1.2878 |
|