CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2921 |
1.2854 |
-0.0067 |
-0.5% |
1.2900 |
| High |
1.2980 |
1.2855 |
-0.0125 |
-1.0% |
1.2900 |
| Low |
1.2850 |
1.2844 |
-0.0006 |
0.0% |
1.2866 |
| Close |
1.2859 |
1.2844 |
-0.0015 |
-0.1% |
1.2898 |
| Range |
0.0130 |
0.0011 |
-0.0119 |
-91.5% |
0.0034 |
| ATR |
0.0036 |
0.0034 |
-0.0001 |
-4.1% |
0.0000 |
| Volume |
7 |
57 |
50 |
714.3% |
229 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2881 |
1.2873 |
1.2850 |
|
| R3 |
1.2870 |
1.2862 |
1.2847 |
|
| R2 |
1.2859 |
1.2859 |
1.2846 |
|
| R1 |
1.2851 |
1.2851 |
1.2845 |
1.2850 |
| PP |
1.2848 |
1.2848 |
1.2848 |
1.2847 |
| S1 |
1.2840 |
1.2840 |
1.2843 |
1.2839 |
| S2 |
1.2837 |
1.2837 |
1.2842 |
|
| S3 |
1.2826 |
1.2829 |
1.2841 |
|
| S4 |
1.2815 |
1.2818 |
1.2838 |
|
|
| 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 |
1.2844 |
0.0136 |
1.1% |
0.0031 |
0.2% |
0% |
False |
True |
66 |
| 10 |
1.2980 |
1.2844 |
0.0136 |
1.1% |
0.0021 |
0.2% |
0% |
False |
True |
42 |
| 20 |
1.2980 |
1.2844 |
0.0136 |
1.1% |
0.0011 |
0.1% |
0% |
False |
True |
22 |
| 40 |
1.3257 |
1.2800 |
0.0457 |
3.6% |
0.0010 |
0.1% |
10% |
False |
False |
11 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.6% |
0.0008 |
0.1% |
10% |
False |
False |
8 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.6% |
0.0007 |
0.1% |
10% |
False |
False |
7 |
| 100 |
1.3257 |
1.2704 |
0.0553 |
4.3% |
0.0005 |
0.0% |
25% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2902 |
|
2.618 |
1.2884 |
|
1.618 |
1.2873 |
|
1.000 |
1.2866 |
|
0.618 |
1.2862 |
|
HIGH |
1.2855 |
|
0.618 |
1.2851 |
|
0.500 |
1.2850 |
|
0.382 |
1.2848 |
|
LOW |
1.2844 |
|
0.618 |
1.2837 |
|
1.000 |
1.2833 |
|
1.618 |
1.2826 |
|
2.618 |
1.2815 |
|
4.250 |
1.2797 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2850 |
1.2912 |
| PP |
1.2848 |
1.2889 |
| S1 |
1.2846 |
1.2867 |
|