CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2809 |
1.2837 |
0.0028 |
0.2% |
1.2884 |
| High |
1.2867 |
1.2885 |
0.0018 |
0.1% |
1.2901 |
| Low |
1.2797 |
1.2827 |
0.0030 |
0.2% |
1.2793 |
| Close |
1.2837 |
1.2842 |
0.0005 |
0.0% |
1.2842 |
| Range |
0.0070 |
0.0058 |
-0.0012 |
-17.1% |
0.0108 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
56,544 |
12,114 |
-44,430 |
-78.6% |
298,981 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3025 |
1.2992 |
1.2874 |
|
| R3 |
1.2967 |
1.2934 |
1.2858 |
|
| R2 |
1.2909 |
1.2909 |
1.2853 |
|
| R1 |
1.2876 |
1.2876 |
1.2847 |
1.2893 |
| PP |
1.2851 |
1.2851 |
1.2851 |
1.2860 |
| S1 |
1.2818 |
1.2818 |
1.2837 |
1.2835 |
| S2 |
1.2793 |
1.2793 |
1.2831 |
|
| S3 |
1.2735 |
1.2760 |
1.2826 |
|
| S4 |
1.2677 |
1.2702 |
1.2810 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3114 |
1.2901 |
|
| R3 |
1.3061 |
1.3006 |
1.2872 |
|
| R2 |
1.2953 |
1.2953 |
1.2862 |
|
| R1 |
1.2898 |
1.2898 |
1.2852 |
1.2872 |
| PP |
1.2845 |
1.2845 |
1.2845 |
1.2832 |
| S1 |
1.2790 |
1.2790 |
1.2832 |
1.2764 |
| S2 |
1.2737 |
1.2737 |
1.2822 |
|
| S3 |
1.2629 |
1.2682 |
1.2812 |
|
| S4 |
1.2521 |
1.2574 |
1.2783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2901 |
1.2793 |
0.0108 |
0.8% |
0.0063 |
0.5% |
45% |
False |
False |
59,796 |
| 10 |
1.2969 |
1.2793 |
0.0176 |
1.4% |
0.0061 |
0.5% |
28% |
False |
False |
60,398 |
| 20 |
1.3067 |
1.2778 |
0.0289 |
2.3% |
0.0078 |
0.6% |
22% |
False |
False |
66,571 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0097 |
0.8% |
38% |
False |
False |
73,174 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0096 |
0.7% |
38% |
False |
False |
76,598 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0098 |
0.8% |
38% |
False |
False |
65,979 |
| 100 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0106 |
0.8% |
46% |
False |
False |
52,858 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0103 |
0.8% |
58% |
False |
False |
44,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3132 |
|
2.618 |
1.3037 |
|
1.618 |
1.2979 |
|
1.000 |
1.2943 |
|
0.618 |
1.2921 |
|
HIGH |
1.2885 |
|
0.618 |
1.2863 |
|
0.500 |
1.2856 |
|
0.382 |
1.2849 |
|
LOW |
1.2827 |
|
0.618 |
1.2791 |
|
1.000 |
1.2769 |
|
1.618 |
1.2733 |
|
2.618 |
1.2675 |
|
4.250 |
1.2581 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2856 |
1.2841 |
| PP |
1.2851 |
1.2840 |
| S1 |
1.2847 |
1.2839 |
|