CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2884 |
1.2904 |
0.0020 |
0.2% |
1.2884 |
| High |
1.2884 |
1.2928 |
0.0044 |
0.3% |
1.2980 |
| Low |
1.2884 |
1.2904 |
0.0020 |
0.2% |
1.2844 |
| Close |
1.2884 |
1.2928 |
0.0044 |
0.3% |
1.2865 |
| Range |
0.0000 |
0.0024 |
0.0024 |
|
0.0136 |
| ATR |
0.0032 |
0.0033 |
0.0001 |
2.8% |
0.0000 |
| Volume |
13 |
5 |
-8 |
-61.5% |
207 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2992 |
1.2984 |
1.2941 |
|
| R3 |
1.2968 |
1.2960 |
1.2935 |
|
| R2 |
1.2944 |
1.2944 |
1.2932 |
|
| R1 |
1.2936 |
1.2936 |
1.2930 |
1.2940 |
| PP |
1.2920 |
1.2920 |
1.2920 |
1.2922 |
| S1 |
1.2912 |
1.2912 |
1.2926 |
1.2916 |
| S2 |
1.2896 |
1.2896 |
1.2924 |
|
| S3 |
1.2872 |
1.2888 |
1.2921 |
|
| S4 |
1.2848 |
1.2864 |
1.2915 |
|
|
| 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 |
1.2928 |
1.2844 |
0.0084 |
0.6% |
0.0011 |
0.1% |
100% |
True |
False |
19 |
| 10 |
1.2980 |
1.2844 |
0.0136 |
1.1% |
0.0021 |
0.2% |
62% |
False |
False |
37 |
| 20 |
1.2980 |
1.2844 |
0.0136 |
1.1% |
0.0013 |
0.1% |
62% |
False |
False |
23 |
| 40 |
1.3083 |
1.2844 |
0.0239 |
1.8% |
0.0009 |
0.1% |
35% |
False |
False |
12 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0008 |
0.1% |
28% |
False |
False |
9 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0007 |
0.1% |
28% |
False |
False |
7 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0006 |
0.0% |
28% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3030 |
|
2.618 |
1.2991 |
|
1.618 |
1.2967 |
|
1.000 |
1.2952 |
|
0.618 |
1.2943 |
|
HIGH |
1.2928 |
|
0.618 |
1.2919 |
|
0.500 |
1.2916 |
|
0.382 |
1.2913 |
|
LOW |
1.2904 |
|
0.618 |
1.2889 |
|
1.000 |
1.2880 |
|
1.618 |
1.2865 |
|
2.618 |
1.2841 |
|
4.250 |
1.2802 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2924 |
1.2921 |
| PP |
1.2920 |
1.2913 |
| S1 |
1.2916 |
1.2906 |
|