CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 29-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2863 |
1.2851 |
-0.0012 |
-0.1% |
1.2886 |
| High |
1.2918 |
1.2906 |
-0.0012 |
-0.1% |
1.2903 |
| Low |
1.2833 |
1.2846 |
0.0013 |
0.1% |
1.2699 |
| Close |
1.2853 |
1.2898 |
0.0045 |
0.4% |
1.2836 |
| Range |
0.0085 |
0.0060 |
-0.0025 |
-29.4% |
0.0204 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
60,900 |
40,318 |
-20,582 |
-33.8% |
199,395 |
|
| Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3063 |
1.3041 |
1.2931 |
|
| R3 |
1.3003 |
1.2981 |
1.2915 |
|
| R2 |
1.2943 |
1.2943 |
1.2909 |
|
| R1 |
1.2921 |
1.2921 |
1.2904 |
1.2932 |
| PP |
1.2883 |
1.2883 |
1.2883 |
1.2889 |
| S1 |
1.2861 |
1.2861 |
1.2893 |
1.2872 |
| S2 |
1.2823 |
1.2823 |
1.2887 |
|
| S3 |
1.2763 |
1.2801 |
1.2882 |
|
| S4 |
1.2703 |
1.2741 |
1.2865 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3425 |
1.3334 |
1.2948 |
|
| R3 |
1.3221 |
1.3130 |
1.2892 |
|
| R2 |
1.3017 |
1.3017 |
1.2873 |
|
| R1 |
1.2926 |
1.2926 |
1.2855 |
1.2870 |
| PP |
1.2813 |
1.2813 |
1.2813 |
1.2784 |
| S1 |
1.2722 |
1.2722 |
1.2817 |
1.2666 |
| S2 |
1.2609 |
1.2609 |
1.2799 |
|
| S3 |
1.2405 |
1.2518 |
1.2780 |
|
| S4 |
1.2201 |
1.2314 |
1.2724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2918 |
1.2806 |
0.0112 |
0.9% |
0.0056 |
0.4% |
82% |
False |
False |
35,436 |
| 10 |
1.2918 |
1.2699 |
0.0219 |
1.7% |
0.0073 |
0.6% |
91% |
False |
False |
41,390 |
| 20 |
1.3013 |
1.2699 |
0.0314 |
2.4% |
0.0065 |
0.5% |
63% |
False |
False |
27,632 |
| 40 |
1.3101 |
1.2699 |
0.0402 |
3.1% |
0.0065 |
0.5% |
50% |
False |
False |
14,027 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0077 |
0.6% |
43% |
False |
False |
9,400 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0068 |
0.5% |
43% |
False |
False |
7,060 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0056 |
0.4% |
43% |
False |
False |
5,648 |
| 120 |
1.3279 |
1.2557 |
0.0722 |
5.6% |
0.0048 |
0.4% |
47% |
False |
False |
4,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3161 |
|
2.618 |
1.3063 |
|
1.618 |
1.3003 |
|
1.000 |
1.2966 |
|
0.618 |
1.2943 |
|
HIGH |
1.2906 |
|
0.618 |
1.2883 |
|
0.500 |
1.2876 |
|
0.382 |
1.2869 |
|
LOW |
1.2846 |
|
0.618 |
1.2809 |
|
1.000 |
1.2786 |
|
1.618 |
1.2749 |
|
2.618 |
1.2689 |
|
4.250 |
1.2591 |
|
|
| Fisher Pivots for day following 29-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2891 |
1.2891 |
| PP |
1.2883 |
1.2883 |
| S1 |
1.2876 |
1.2876 |
|