CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 23-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2011 |
23-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2854 |
1.2844 |
-0.0010 |
-0.1% |
1.2884 |
| High |
1.2855 |
1.2865 |
0.0010 |
0.1% |
1.2980 |
| Low |
1.2844 |
1.2844 |
0.0000 |
0.0% |
1.2844 |
| Close |
1.2844 |
1.2865 |
0.0021 |
0.2% |
1.2865 |
| Range |
0.0011 |
0.0021 |
0.0010 |
90.9% |
0.0136 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
57 |
7 |
-50 |
-87.7% |
207 |
|
| Daily Pivots for day following 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2921 |
1.2914 |
1.2877 |
|
| R3 |
1.2900 |
1.2893 |
1.2871 |
|
| R2 |
1.2879 |
1.2879 |
1.2869 |
|
| R1 |
1.2872 |
1.2872 |
1.2867 |
1.2876 |
| PP |
1.2858 |
1.2858 |
1.2858 |
1.2860 |
| S1 |
1.2851 |
1.2851 |
1.2863 |
1.2855 |
| S2 |
1.2837 |
1.2837 |
1.2861 |
|
| S3 |
1.2816 |
1.2830 |
1.2859 |
|
| S4 |
1.2795 |
1.2809 |
1.2853 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3304 |
1.3221 |
1.2940 |
|
| R3 |
1.3168 |
1.3085 |
1.2902 |
|
| R2 |
1.3032 |
1.3032 |
1.2890 |
|
| R1 |
1.2949 |
1.2949 |
1.2877 |
1.2923 |
| PP |
1.2896 |
1.2896 |
1.2896 |
1.2883 |
| S1 |
1.2813 |
1.2813 |
1.2853 |
1.2787 |
| S2 |
1.2760 |
1.2760 |
1.2840 |
|
| S3 |
1.2624 |
1.2677 |
1.2828 |
|
| S4 |
1.2488 |
1.2541 |
1.2790 |
|
|
| 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% |
0.0036 |
0.3% |
15% |
False |
True |
41 |
| 10 |
1.2980 |
1.2844 |
0.0136 |
1.1% |
0.0019 |
0.2% |
15% |
False |
True |
43 |
| 20 |
1.2980 |
1.2844 |
0.0136 |
1.1% |
0.0013 |
0.1% |
15% |
False |
True |
22 |
| 40 |
1.3257 |
1.2800 |
0.0457 |
3.6% |
0.0011 |
0.1% |
14% |
False |
False |
12 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.6% |
0.0008 |
0.1% |
14% |
False |
False |
8 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.6% |
0.0007 |
0.1% |
14% |
False |
False |
7 |
| 100 |
1.3257 |
1.2704 |
0.0553 |
4.3% |
0.0006 |
0.0% |
29% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2954 |
|
2.618 |
1.2920 |
|
1.618 |
1.2899 |
|
1.000 |
1.2886 |
|
0.618 |
1.2878 |
|
HIGH |
1.2865 |
|
0.618 |
1.2857 |
|
0.500 |
1.2855 |
|
0.382 |
1.2852 |
|
LOW |
1.2844 |
|
0.618 |
1.2831 |
|
1.000 |
1.2823 |
|
1.618 |
1.2810 |
|
2.618 |
1.2789 |
|
4.250 |
1.2755 |
|
|
| Fisher Pivots for day following 23-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2862 |
1.2912 |
| PP |
1.2858 |
1.2896 |
| S1 |
1.2855 |
1.2881 |
|