CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 01-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2011 |
01-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2833 |
1.2892 |
0.0059 |
0.5% |
1.3005 |
| High |
1.2941 |
1.2910 |
-0.0031 |
-0.2% |
1.3034 |
| Low |
1.2799 |
1.2852 |
0.0053 |
0.4% |
1.2858 |
| Close |
1.2899 |
1.2855 |
-0.0044 |
-0.3% |
1.2873 |
| Range |
0.0142 |
0.0058 |
-0.0084 |
-59.2% |
0.0176 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
105,438 |
71,756 |
-33,682 |
-31.9% |
273,802 |
|
| Daily Pivots for day following 01-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3046 |
1.3009 |
1.2887 |
|
| R3 |
1.2988 |
1.2951 |
1.2871 |
|
| R2 |
1.2930 |
1.2930 |
1.2866 |
|
| R1 |
1.2893 |
1.2893 |
1.2860 |
1.2883 |
| PP |
1.2872 |
1.2872 |
1.2872 |
1.2867 |
| S1 |
1.2835 |
1.2835 |
1.2850 |
1.2825 |
| S2 |
1.2814 |
1.2814 |
1.2844 |
|
| S3 |
1.2756 |
1.2777 |
1.2839 |
|
| S4 |
1.2698 |
1.2719 |
1.2823 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3450 |
1.3337 |
1.2970 |
|
| R3 |
1.3274 |
1.3161 |
1.2921 |
|
| R2 |
1.3098 |
1.3098 |
1.2905 |
|
| R1 |
1.2985 |
1.2985 |
1.2889 |
1.2954 |
| PP |
1.2922 |
1.2922 |
1.2922 |
1.2906 |
| S1 |
1.2809 |
1.2809 |
1.2857 |
1.2778 |
| S2 |
1.2746 |
1.2746 |
1.2841 |
|
| S3 |
1.2570 |
1.2633 |
1.2825 |
|
| S4 |
1.2394 |
1.2457 |
1.2776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2992 |
1.2778 |
0.0214 |
1.7% |
0.0115 |
0.9% |
36% |
False |
False |
81,727 |
| 10 |
1.3067 |
1.2778 |
0.0289 |
2.2% |
0.0092 |
0.7% |
27% |
False |
False |
72,232 |
| 20 |
1.3067 |
1.2778 |
0.0289 |
2.2% |
0.0080 |
0.6% |
27% |
False |
False |
62,550 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0103 |
0.8% |
40% |
False |
False |
79,083 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0104 |
0.8% |
40% |
False |
False |
76,702 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0103 |
0.8% |
40% |
False |
False |
57,756 |
| 100 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0108 |
0.8% |
48% |
False |
False |
46,257 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0101 |
0.8% |
60% |
False |
False |
38,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3157 |
|
2.618 |
1.3062 |
|
1.618 |
1.3004 |
|
1.000 |
1.2968 |
|
0.618 |
1.2946 |
|
HIGH |
1.2910 |
|
0.618 |
1.2888 |
|
0.500 |
1.2881 |
|
0.382 |
1.2874 |
|
LOW |
1.2852 |
|
0.618 |
1.2816 |
|
1.000 |
1.2794 |
|
1.618 |
1.2758 |
|
2.618 |
1.2700 |
|
4.250 |
1.2606 |
|
|
| Fisher Pivots for day following 01-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2881 |
1.2860 |
| PP |
1.2872 |
1.2858 |
| S1 |
1.2864 |
1.2857 |
|