CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 06-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2011 |
06-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2840 |
1.2879 |
0.0039 |
0.3% |
1.2922 |
| High |
1.2905 |
1.2908 |
0.0003 |
0.0% |
1.2963 |
| Low |
1.2838 |
1.2879 |
0.0041 |
0.3% |
1.2812 |
| Close |
1.2893 |
1.2901 |
0.0008 |
0.1% |
1.2846 |
| Range |
0.0067 |
0.0029 |
-0.0038 |
-56.7% |
0.0151 |
| ATR |
0.0080 |
0.0076 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
3,821 |
2,571 |
-1,250 |
-32.7% |
23,818 |
|
| Daily Pivots for day following 06-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2983 |
1.2971 |
1.2917 |
|
| R3 |
1.2954 |
1.2942 |
1.2909 |
|
| R2 |
1.2925 |
1.2925 |
1.2906 |
|
| R1 |
1.2913 |
1.2913 |
1.2904 |
1.2919 |
| PP |
1.2896 |
1.2896 |
1.2896 |
1.2899 |
| S1 |
1.2884 |
1.2884 |
1.2898 |
1.2890 |
| S2 |
1.2867 |
1.2867 |
1.2896 |
|
| S3 |
1.2838 |
1.2855 |
1.2893 |
|
| S4 |
1.2809 |
1.2826 |
1.2885 |
|
|
| Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3237 |
1.2929 |
|
| R3 |
1.3176 |
1.3086 |
1.2888 |
|
| R2 |
1.3025 |
1.3025 |
1.2874 |
|
| R1 |
1.2935 |
1.2935 |
1.2860 |
1.2905 |
| PP |
1.2874 |
1.2874 |
1.2874 |
1.2858 |
| S1 |
1.2784 |
1.2784 |
1.2832 |
1.2754 |
| S2 |
1.2723 |
1.2723 |
1.2818 |
|
| S3 |
1.2572 |
1.2633 |
1.2804 |
|
| S4 |
1.2421 |
1.2482 |
1.2763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2963 |
1.2831 |
0.0132 |
1.0% |
0.0066 |
0.5% |
53% |
False |
False |
5,859 |
| 10 |
1.3051 |
1.2812 |
0.0239 |
1.9% |
0.0080 |
0.6% |
37% |
False |
False |
3,084 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0068 |
0.5% |
31% |
False |
False |
1,590 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0086 |
0.7% |
44% |
False |
False |
877 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0072 |
0.6% |
44% |
False |
False |
601 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0054 |
0.4% |
44% |
False |
False |
452 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0046 |
0.4% |
44% |
False |
False |
362 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0039 |
0.3% |
60% |
False |
False |
305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3031 |
|
2.618 |
1.2984 |
|
1.618 |
1.2955 |
|
1.000 |
1.2937 |
|
0.618 |
1.2926 |
|
HIGH |
1.2908 |
|
0.618 |
1.2897 |
|
0.500 |
1.2894 |
|
0.382 |
1.2890 |
|
LOW |
1.2879 |
|
0.618 |
1.2861 |
|
1.000 |
1.2850 |
|
1.618 |
1.2832 |
|
2.618 |
1.2803 |
|
4.250 |
1.2756 |
|
|
| Fisher Pivots for day following 06-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2899 |
1.2892 |
| PP |
1.2896 |
1.2882 |
| S1 |
1.2894 |
1.2873 |
|