CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2904 |
1.2955 |
0.0051 |
0.4% |
1.2897 |
| High |
1.2928 |
1.3040 |
0.0112 |
0.9% |
1.3040 |
| Low |
1.2904 |
1.2945 |
0.0041 |
0.3% |
1.2884 |
| Close |
1.2928 |
1.3039 |
0.0111 |
0.9% |
1.3039 |
| Range |
0.0024 |
0.0095 |
0.0071 |
295.8% |
0.0156 |
| ATR |
0.0033 |
0.0038 |
0.0006 |
17.4% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
32 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3293 |
1.3261 |
1.3091 |
|
| R3 |
1.3198 |
1.3166 |
1.3065 |
|
| R2 |
1.3103 |
1.3103 |
1.3056 |
|
| R1 |
1.3071 |
1.3071 |
1.3048 |
1.3087 |
| PP |
1.3008 |
1.3008 |
1.3008 |
1.3016 |
| S1 |
1.2976 |
1.2976 |
1.3030 |
1.2992 |
| S2 |
1.2913 |
1.2913 |
1.3022 |
|
| S3 |
1.2818 |
1.2881 |
1.3013 |
|
| S4 |
1.2723 |
1.2786 |
1.2987 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3456 |
1.3403 |
1.3125 |
|
| R3 |
1.3300 |
1.3247 |
1.3082 |
|
| R2 |
1.3144 |
1.3144 |
1.3068 |
|
| R1 |
1.3091 |
1.3091 |
1.3053 |
1.3118 |
| PP |
1.2988 |
1.2988 |
1.2988 |
1.3001 |
| S1 |
1.2935 |
1.2935 |
1.3025 |
1.2962 |
| S2 |
1.2832 |
1.2832 |
1.3010 |
|
| S3 |
1.2676 |
1.2779 |
1.2996 |
|
| S4 |
1.2520 |
1.2623 |
1.2953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3040 |
1.2844 |
0.0196 |
1.5% |
0.0028 |
0.2% |
99% |
True |
False |
7 |
| 10 |
1.3040 |
1.2844 |
0.0196 |
1.5% |
0.0030 |
0.2% |
99% |
True |
False |
37 |
| 20 |
1.3040 |
1.2844 |
0.0196 |
1.5% |
0.0018 |
0.1% |
99% |
True |
False |
23 |
| 40 |
1.3083 |
1.2844 |
0.0239 |
1.8% |
0.0011 |
0.1% |
82% |
False |
False |
12 |
| 60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0009 |
0.1% |
52% |
False |
False |
9 |
| 80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0008 |
0.1% |
52% |
False |
False |
7 |
| 100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0007 |
0.1% |
52% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3444 |
|
2.618 |
1.3289 |
|
1.618 |
1.3194 |
|
1.000 |
1.3135 |
|
0.618 |
1.3099 |
|
HIGH |
1.3040 |
|
0.618 |
1.3004 |
|
0.500 |
1.2993 |
|
0.382 |
1.2981 |
|
LOW |
1.2945 |
|
0.618 |
1.2886 |
|
1.000 |
1.2850 |
|
1.618 |
1.2791 |
|
2.618 |
1.2696 |
|
4.250 |
1.2541 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3024 |
1.3013 |
| PP |
1.3008 |
1.2988 |
| S1 |
1.2993 |
1.2962 |
|