CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 09-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2878 |
1.2881 |
0.0003 |
0.0% |
1.2814 |
| High |
1.2969 |
1.2907 |
-0.0062 |
-0.5% |
1.2969 |
| Low |
1.2853 |
1.2857 |
0.0004 |
0.0% |
1.2807 |
| Close |
1.2871 |
1.2901 |
0.0030 |
0.2% |
1.2901 |
| Range |
0.0116 |
0.0050 |
-0.0066 |
-56.9% |
0.0162 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
92,919 |
61,042 |
-31,877 |
-34.3% |
305,002 |
|
| Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3038 |
1.3020 |
1.2929 |
|
| R3 |
1.2988 |
1.2970 |
1.2915 |
|
| R2 |
1.2938 |
1.2938 |
1.2910 |
|
| R1 |
1.2920 |
1.2920 |
1.2906 |
1.2929 |
| PP |
1.2888 |
1.2888 |
1.2888 |
1.2893 |
| S1 |
1.2870 |
1.2870 |
1.2896 |
1.2879 |
| S2 |
1.2838 |
1.2838 |
1.2892 |
|
| S3 |
1.2788 |
1.2820 |
1.2887 |
|
| S4 |
1.2738 |
1.2770 |
1.2874 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3378 |
1.3302 |
1.2990 |
|
| R3 |
1.3216 |
1.3140 |
1.2946 |
|
| R2 |
1.3054 |
1.3054 |
1.2931 |
|
| R1 |
1.2978 |
1.2978 |
1.2916 |
1.3016 |
| PP |
1.2892 |
1.2892 |
1.2892 |
1.2912 |
| S1 |
1.2816 |
1.2816 |
1.2886 |
1.2854 |
| S2 |
1.2730 |
1.2730 |
1.2871 |
|
| S3 |
1.2568 |
1.2654 |
1.2856 |
|
| S4 |
1.2406 |
1.2492 |
1.2812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2969 |
1.2807 |
0.0162 |
1.3% |
0.0060 |
0.5% |
58% |
False |
False |
61,000 |
| 10 |
1.2969 |
1.2778 |
0.0191 |
1.5% |
0.0080 |
0.6% |
64% |
False |
False |
67,966 |
| 20 |
1.3067 |
1.2778 |
0.0289 |
2.2% |
0.0082 |
0.6% |
43% |
False |
False |
65,225 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0099 |
0.8% |
47% |
False |
False |
76,573 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0099 |
0.8% |
47% |
False |
False |
78,782 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0100 |
0.8% |
47% |
False |
False |
62,260 |
| 100 |
1.3264 |
1.2484 |
0.0780 |
6.0% |
0.0108 |
0.8% |
53% |
False |
False |
49,875 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0102 |
0.8% |
64% |
False |
False |
41,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3120 |
|
2.618 |
1.3038 |
|
1.618 |
1.2988 |
|
1.000 |
1.2957 |
|
0.618 |
1.2938 |
|
HIGH |
1.2907 |
|
0.618 |
1.2888 |
|
0.500 |
1.2882 |
|
0.382 |
1.2876 |
|
LOW |
1.2857 |
|
0.618 |
1.2826 |
|
1.000 |
1.2807 |
|
1.618 |
1.2776 |
|
2.618 |
1.2726 |
|
4.250 |
1.2645 |
|
|
| Fisher Pivots for day following 09-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2895 |
1.2911 |
| PP |
1.2888 |
1.2908 |
| S1 |
1.2882 |
1.2904 |
|