CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 02-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2892 |
1.2871 |
-0.0021 |
-0.2% |
1.2909 |
| High |
1.2910 |
1.2871 |
-0.0039 |
-0.3% |
1.2941 |
| Low |
1.2852 |
1.2809 |
-0.0043 |
-0.3% |
1.2778 |
| Close |
1.2855 |
1.2814 |
-0.0041 |
-0.3% |
1.2814 |
| Range |
0.0058 |
0.0062 |
0.0004 |
6.9% |
0.0163 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
71,756 |
57,666 |
-14,090 |
-19.6% |
374,659 |
|
| Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3017 |
1.2978 |
1.2848 |
|
| R3 |
1.2955 |
1.2916 |
1.2831 |
|
| R2 |
1.2893 |
1.2893 |
1.2825 |
|
| R1 |
1.2854 |
1.2854 |
1.2820 |
1.2843 |
| PP |
1.2831 |
1.2831 |
1.2831 |
1.2826 |
| S1 |
1.2792 |
1.2792 |
1.2808 |
1.2781 |
| S2 |
1.2769 |
1.2769 |
1.2803 |
|
| S3 |
1.2707 |
1.2730 |
1.2797 |
|
| S4 |
1.2645 |
1.2668 |
1.2780 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3333 |
1.3237 |
1.2904 |
|
| R3 |
1.3170 |
1.3074 |
1.2859 |
|
| R2 |
1.3007 |
1.3007 |
1.2844 |
|
| R1 |
1.2911 |
1.2911 |
1.2829 |
1.2878 |
| PP |
1.2844 |
1.2844 |
1.2844 |
1.2828 |
| S1 |
1.2748 |
1.2748 |
1.2799 |
1.2715 |
| S2 |
1.2681 |
1.2681 |
1.2784 |
|
| S3 |
1.2518 |
1.2585 |
1.2769 |
|
| S4 |
1.2355 |
1.2422 |
1.2724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2941 |
1.2778 |
0.0163 |
1.3% |
0.0100 |
0.8% |
22% |
False |
False |
74,931 |
| 10 |
1.3067 |
1.2778 |
0.0289 |
2.3% |
0.0095 |
0.7% |
12% |
False |
False |
72,744 |
| 20 |
1.3067 |
1.2778 |
0.0289 |
2.3% |
0.0081 |
0.6% |
12% |
False |
False |
63,230 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0103 |
0.8% |
34% |
False |
False |
78,324 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0104 |
0.8% |
34% |
False |
False |
77,510 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0102 |
0.8% |
34% |
False |
False |
58,471 |
| 100 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0108 |
0.8% |
42% |
False |
False |
46,831 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0101 |
0.8% |
56% |
False |
False |
39,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3135 |
|
2.618 |
1.3033 |
|
1.618 |
1.2971 |
|
1.000 |
1.2933 |
|
0.618 |
1.2909 |
|
HIGH |
1.2871 |
|
0.618 |
1.2847 |
|
0.500 |
1.2840 |
|
0.382 |
1.2833 |
|
LOW |
1.2809 |
|
0.618 |
1.2771 |
|
1.000 |
1.2747 |
|
1.618 |
1.2709 |
|
2.618 |
1.2647 |
|
4.250 |
1.2546 |
|
|
| Fisher Pivots for day following 02-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2840 |
1.2870 |
| PP |
1.2831 |
1.2851 |
| S1 |
1.2823 |
1.2833 |
|