CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2821 |
1.2809 |
-0.0012 |
-0.1% |
1.2814 |
| High |
1.2834 |
1.2867 |
0.0033 |
0.3% |
1.2969 |
| Low |
1.2793 |
1.2797 |
0.0004 |
0.0% |
1.2807 |
| Close |
1.2808 |
1.2837 |
0.0029 |
0.2% |
1.2901 |
| Range |
0.0041 |
0.0070 |
0.0029 |
70.7% |
0.0162 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
77,850 |
56,544 |
-21,306 |
-27.4% |
305,002 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3044 |
1.3010 |
1.2876 |
|
| R3 |
1.2974 |
1.2940 |
1.2856 |
|
| R2 |
1.2904 |
1.2904 |
1.2850 |
|
| R1 |
1.2870 |
1.2870 |
1.2843 |
1.2887 |
| PP |
1.2834 |
1.2834 |
1.2834 |
1.2842 |
| S1 |
1.2800 |
1.2800 |
1.2831 |
1.2817 |
| S2 |
1.2764 |
1.2764 |
1.2824 |
|
| S3 |
1.2694 |
1.2730 |
1.2818 |
|
| S4 |
1.2624 |
1.2660 |
1.2799 |
|
|
| 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 |
1.2907 |
1.2793 |
0.0114 |
0.9% |
0.0061 |
0.5% |
39% |
False |
False |
69,581 |
| 10 |
1.2969 |
1.2793 |
0.0176 |
1.4% |
0.0062 |
0.5% |
25% |
False |
False |
64,953 |
| 20 |
1.3067 |
1.2778 |
0.0289 |
2.3% |
0.0077 |
0.6% |
20% |
False |
False |
68,592 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0097 |
0.8% |
37% |
False |
False |
75,356 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0098 |
0.8% |
37% |
False |
False |
78,316 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0099 |
0.8% |
37% |
False |
False |
65,832 |
| 100 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0106 |
0.8% |
45% |
False |
False |
52,740 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0103 |
0.8% |
58% |
False |
False |
43,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3165 |
|
2.618 |
1.3050 |
|
1.618 |
1.2980 |
|
1.000 |
1.2937 |
|
0.618 |
1.2910 |
|
HIGH |
1.2867 |
|
0.618 |
1.2840 |
|
0.500 |
1.2832 |
|
0.382 |
1.2824 |
|
LOW |
1.2797 |
|
0.618 |
1.2754 |
|
1.000 |
1.2727 |
|
1.618 |
1.2684 |
|
2.618 |
1.2614 |
|
4.250 |
1.2500 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2835 |
1.2837 |
| PP |
1.2834 |
1.2837 |
| S1 |
1.2832 |
1.2837 |
|