CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 12-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2011 |
12-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2881 |
1.2884 |
0.0003 |
0.0% |
1.2814 |
| High |
1.2907 |
1.2901 |
-0.0006 |
0.0% |
1.2969 |
| Low |
1.2857 |
1.2819 |
-0.0038 |
-0.3% |
1.2807 |
| Close |
1.2901 |
1.2837 |
-0.0064 |
-0.5% |
1.2901 |
| Range |
0.0050 |
0.0082 |
0.0032 |
64.0% |
0.0162 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
61,042 |
78,665 |
17,623 |
28.9% |
305,002 |
|
| Daily Pivots for day following 12-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3098 |
1.3050 |
1.2882 |
|
| R3 |
1.3016 |
1.2968 |
1.2860 |
|
| R2 |
1.2934 |
1.2934 |
1.2852 |
|
| R1 |
1.2886 |
1.2886 |
1.2845 |
1.2869 |
| PP |
1.2852 |
1.2852 |
1.2852 |
1.2844 |
| S1 |
1.2804 |
1.2804 |
1.2829 |
1.2787 |
| S2 |
1.2770 |
1.2770 |
1.2822 |
|
| S3 |
1.2688 |
1.2722 |
1.2814 |
|
| S4 |
1.2606 |
1.2640 |
1.2792 |
|
|
| 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 |
1.2819 |
0.0150 |
1.2% |
0.0063 |
0.5% |
12% |
False |
True |
65,881 |
| 10 |
1.2969 |
1.2778 |
0.0191 |
1.5% |
0.0075 |
0.6% |
31% |
False |
False |
68,685 |
| 20 |
1.3067 |
1.2778 |
0.0289 |
2.3% |
0.0080 |
0.6% |
20% |
False |
False |
66,457 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0098 |
0.8% |
37% |
False |
False |
76,171 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0100 |
0.8% |
37% |
False |
False |
78,787 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0101 |
0.8% |
37% |
False |
False |
63,240 |
| 100 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0108 |
0.8% |
45% |
False |
False |
50,661 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0102 |
0.8% |
58% |
False |
False |
42,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3250 |
|
2.618 |
1.3116 |
|
1.618 |
1.3034 |
|
1.000 |
1.2983 |
|
0.618 |
1.2952 |
|
HIGH |
1.2901 |
|
0.618 |
1.2870 |
|
0.500 |
1.2860 |
|
0.382 |
1.2850 |
|
LOW |
1.2819 |
|
0.618 |
1.2768 |
|
1.000 |
1.2737 |
|
1.618 |
1.2686 |
|
2.618 |
1.2604 |
|
4.250 |
1.2471 |
|
|
| Fisher Pivots for day following 12-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2860 |
1.2894 |
| PP |
1.2852 |
1.2875 |
| S1 |
1.2845 |
1.2856 |
|