CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 13-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2011 |
13-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2884 |
1.2831 |
-0.0053 |
-0.4% |
1.2814 |
| High |
1.2901 |
1.2881 |
-0.0020 |
-0.2% |
1.2969 |
| Low |
1.2819 |
1.2817 |
-0.0002 |
0.0% |
1.2807 |
| Close |
1.2837 |
1.2823 |
-0.0014 |
-0.1% |
1.2901 |
| Range |
0.0082 |
0.0064 |
-0.0018 |
-22.0% |
0.0162 |
| ATR |
0.0085 |
0.0084 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
78,665 |
73,808 |
-4,857 |
-6.2% |
305,002 |
|
| Daily Pivots for day following 13-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3032 |
1.2992 |
1.2858 |
|
| R3 |
1.2968 |
1.2928 |
1.2841 |
|
| R2 |
1.2904 |
1.2904 |
1.2835 |
|
| R1 |
1.2864 |
1.2864 |
1.2829 |
1.2852 |
| PP |
1.2840 |
1.2840 |
1.2840 |
1.2835 |
| S1 |
1.2800 |
1.2800 |
1.2817 |
1.2788 |
| S2 |
1.2776 |
1.2776 |
1.2811 |
|
| S3 |
1.2712 |
1.2736 |
1.2805 |
|
| S4 |
1.2648 |
1.2672 |
1.2788 |
|
|
| 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 |
1.2817 |
0.0152 |
1.2% |
0.0068 |
0.5% |
4% |
False |
True |
69,827 |
| 10 |
1.2969 |
1.2799 |
0.0170 |
1.3% |
0.0071 |
0.6% |
14% |
False |
False |
69,233 |
| 20 |
1.3067 |
1.2778 |
0.0289 |
2.3% |
0.0080 |
0.6% |
16% |
False |
False |
67,521 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0096 |
0.8% |
35% |
False |
False |
75,401 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0099 |
0.8% |
35% |
False |
False |
78,865 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0100 |
0.8% |
35% |
False |
False |
64,160 |
| 100 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0108 |
0.8% |
43% |
False |
False |
51,398 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0103 |
0.8% |
57% |
False |
False |
42,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3153 |
|
2.618 |
1.3049 |
|
1.618 |
1.2985 |
|
1.000 |
1.2945 |
|
0.618 |
1.2921 |
|
HIGH |
1.2881 |
|
0.618 |
1.2857 |
|
0.500 |
1.2849 |
|
0.382 |
1.2841 |
|
LOW |
1.2817 |
|
0.618 |
1.2777 |
|
1.000 |
1.2753 |
|
1.618 |
1.2713 |
|
2.618 |
1.2649 |
|
4.250 |
1.2545 |
|
|
| Fisher Pivots for day following 13-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2849 |
1.2862 |
| PP |
1.2840 |
1.2849 |
| S1 |
1.2832 |
1.2836 |
|