CME Japanese Yen Future March 2012
| 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 |
1.2840 |
1.2868 |
0.0028 |
0.2% |
1.2909 |
| High |
1.2895 |
1.2912 |
0.0017 |
0.1% |
1.2919 |
| Low |
1.2828 |
1.2855 |
0.0027 |
0.2% |
1.2824 |
| Close |
1.2867 |
1.2870 |
0.0003 |
0.0% |
1.2870 |
| Range |
0.0067 |
0.0057 |
-0.0010 |
-14.9% |
0.0095 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
39,417 |
52,701 |
13,284 |
33.7% |
179,241 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3050 |
1.3017 |
1.2901 |
|
| R3 |
1.2993 |
1.2960 |
1.2886 |
|
| R2 |
1.2936 |
1.2936 |
1.2880 |
|
| R1 |
1.2903 |
1.2903 |
1.2875 |
1.2920 |
| PP |
1.2879 |
1.2879 |
1.2879 |
1.2887 |
| S1 |
1.2846 |
1.2846 |
1.2865 |
1.2863 |
| S2 |
1.2822 |
1.2822 |
1.2860 |
|
| S3 |
1.2765 |
1.2789 |
1.2854 |
|
| S4 |
1.2708 |
1.2732 |
1.2839 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3156 |
1.3108 |
1.2922 |
|
| R3 |
1.3061 |
1.3013 |
1.2896 |
|
| R2 |
1.2966 |
1.2966 |
1.2887 |
|
| R1 |
1.2918 |
1.2918 |
1.2879 |
1.2895 |
| PP |
1.2871 |
1.2871 |
1.2871 |
1.2859 |
| S1 |
1.2823 |
1.2823 |
1.2861 |
1.2800 |
| S2 |
1.2776 |
1.2776 |
1.2853 |
|
| S3 |
1.2681 |
1.2728 |
1.2844 |
|
| S4 |
1.2586 |
1.2633 |
1.2818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2919 |
1.2824 |
0.0095 |
0.7% |
0.0059 |
0.5% |
48% |
False |
False |
35,848 |
| 10 |
1.3013 |
1.2824 |
0.0189 |
1.5% |
0.0060 |
0.5% |
24% |
False |
False |
21,324 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0070 |
0.5% |
20% |
False |
False |
11,892 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0084 |
0.7% |
39% |
False |
False |
6,040 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0076 |
0.6% |
39% |
False |
False |
4,043 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0061 |
0.5% |
39% |
False |
False |
3,038 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0051 |
0.4% |
39% |
False |
False |
2,431 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0043 |
0.3% |
57% |
False |
False |
2,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3154 |
|
2.618 |
1.3061 |
|
1.618 |
1.3004 |
|
1.000 |
1.2969 |
|
0.618 |
1.2947 |
|
HIGH |
1.2912 |
|
0.618 |
1.2890 |
|
0.500 |
1.2884 |
|
0.382 |
1.2877 |
|
LOW |
1.2855 |
|
0.618 |
1.2820 |
|
1.000 |
1.2798 |
|
1.618 |
1.2763 |
|
2.618 |
1.2706 |
|
4.250 |
1.2613 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2884 |
1.2869 |
| PP |
1.2879 |
1.2869 |
| S1 |
1.2875 |
1.2868 |
|