CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 14-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2011 |
14-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2865 |
1.2852 |
-0.0013 |
-0.1% |
1.2840 |
| High |
1.2910 |
1.2864 |
-0.0046 |
-0.4% |
1.3013 |
| Low |
1.2847 |
1.2824 |
-0.0023 |
-0.2% |
1.2838 |
| Close |
1.2852 |
1.2839 |
-0.0013 |
-0.1% |
1.2931 |
| Range |
0.0063 |
0.0040 |
-0.0023 |
-36.5% |
0.0175 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
25,457 |
41,795 |
16,338 |
64.2% |
34,007 |
|
| Daily Pivots for day following 14-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2962 |
1.2941 |
1.2861 |
|
| R3 |
1.2922 |
1.2901 |
1.2850 |
|
| R2 |
1.2882 |
1.2882 |
1.2846 |
|
| R1 |
1.2861 |
1.2861 |
1.2843 |
1.2852 |
| PP |
1.2842 |
1.2842 |
1.2842 |
1.2838 |
| S1 |
1.2821 |
1.2821 |
1.2835 |
1.2812 |
| S2 |
1.2802 |
1.2802 |
1.2832 |
|
| S3 |
1.2762 |
1.2781 |
1.2828 |
|
| S4 |
1.2722 |
1.2741 |
1.2817 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3452 |
1.3367 |
1.3027 |
|
| R3 |
1.3277 |
1.3192 |
1.2979 |
|
| R2 |
1.3102 |
1.3102 |
1.2963 |
|
| R1 |
1.3017 |
1.3017 |
1.2947 |
1.3060 |
| PP |
1.2927 |
1.2927 |
1.2927 |
1.2949 |
| S1 |
1.2842 |
1.2842 |
1.2915 |
1.2885 |
| S2 |
1.2752 |
1.2752 |
1.2899 |
|
| S3 |
1.2577 |
1.2667 |
1.2883 |
|
| S4 |
1.2402 |
1.2492 |
1.2835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3013 |
1.2824 |
0.0189 |
1.5% |
0.0070 |
0.5% |
8% |
False |
True |
22,165 |
| 10 |
1.3013 |
1.2824 |
0.0189 |
1.5% |
0.0057 |
0.4% |
8% |
False |
True |
13,874 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.3% |
0.0067 |
0.5% |
9% |
False |
False |
7,308 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0083 |
0.6% |
34% |
False |
False |
3,739 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0077 |
0.6% |
34% |
False |
False |
2,513 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0059 |
0.5% |
34% |
False |
False |
1,886 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0050 |
0.4% |
34% |
False |
False |
1,510 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0042 |
0.3% |
53% |
False |
False |
1,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3034 |
|
2.618 |
1.2969 |
|
1.618 |
1.2929 |
|
1.000 |
1.2904 |
|
0.618 |
1.2889 |
|
HIGH |
1.2864 |
|
0.618 |
1.2849 |
|
0.500 |
1.2844 |
|
0.382 |
1.2839 |
|
LOW |
1.2824 |
|
0.618 |
1.2799 |
|
1.000 |
1.2784 |
|
1.618 |
1.2759 |
|
2.618 |
1.2719 |
|
4.250 |
1.2654 |
|
|
| Fisher Pivots for day following 14-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2844 |
1.2872 |
| PP |
1.2842 |
1.2861 |
| S1 |
1.2841 |
1.2850 |
|