CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 05-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2011 |
05-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2871 |
1.2814 |
-0.0057 |
-0.4% |
1.2909 |
| High |
1.2871 |
1.2874 |
0.0003 |
0.0% |
1.2941 |
| Low |
1.2809 |
1.2807 |
-0.0002 |
0.0% |
1.2778 |
| Close |
1.2814 |
1.2861 |
0.0047 |
0.4% |
1.2814 |
| Range |
0.0062 |
0.0067 |
0.0005 |
8.1% |
0.0163 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
57,666 |
54,258 |
-3,408 |
-5.9% |
374,659 |
|
| Daily Pivots for day following 05-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3048 |
1.3022 |
1.2898 |
|
| R3 |
1.2981 |
1.2955 |
1.2879 |
|
| R2 |
1.2914 |
1.2914 |
1.2873 |
|
| R1 |
1.2888 |
1.2888 |
1.2867 |
1.2901 |
| PP |
1.2847 |
1.2847 |
1.2847 |
1.2854 |
| S1 |
1.2821 |
1.2821 |
1.2855 |
1.2834 |
| S2 |
1.2780 |
1.2780 |
1.2849 |
|
| S3 |
1.2713 |
1.2754 |
1.2843 |
|
| S4 |
1.2646 |
1.2687 |
1.2824 |
|
|
| 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% |
0.0088 |
0.7% |
51% |
False |
False |
71,489 |
| 10 |
1.3034 |
1.2778 |
0.0256 |
2.0% |
0.0094 |
0.7% |
32% |
False |
False |
70,271 |
| 20 |
1.3067 |
1.2778 |
0.0289 |
2.2% |
0.0082 |
0.6% |
29% |
False |
False |
63,516 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0103 |
0.8% |
41% |
False |
False |
77,769 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0103 |
0.8% |
41% |
False |
False |
78,070 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0101 |
0.8% |
41% |
False |
False |
59,144 |
| 100 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0107 |
0.8% |
48% |
False |
False |
47,373 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0101 |
0.8% |
60% |
False |
False |
39,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3159 |
|
2.618 |
1.3049 |
|
1.618 |
1.2982 |
|
1.000 |
1.2941 |
|
0.618 |
1.2915 |
|
HIGH |
1.2874 |
|
0.618 |
1.2848 |
|
0.500 |
1.2841 |
|
0.382 |
1.2833 |
|
LOW |
1.2807 |
|
0.618 |
1.2766 |
|
1.000 |
1.2740 |
|
1.618 |
1.2699 |
|
2.618 |
1.2632 |
|
4.250 |
1.2522 |
|
|
| Fisher Pivots for day following 05-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2854 |
1.2860 |
| PP |
1.2847 |
1.2859 |
| S1 |
1.2841 |
1.2859 |
|