CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2851 |
1.2901 |
0.0050 |
0.4% |
1.2859 |
| High |
1.2906 |
1.3024 |
0.0118 |
0.9% |
1.3024 |
| Low |
1.2846 |
1.2881 |
0.0035 |
0.3% |
1.2833 |
| Close |
1.2898 |
1.3010 |
0.0112 |
0.9% |
1.3010 |
| Range |
0.0060 |
0.0143 |
0.0083 |
138.3% |
0.0191 |
| ATR |
0.0071 |
0.0077 |
0.0005 |
7.1% |
0.0000 |
| Volume |
40,318 |
70,687 |
30,369 |
75.3% |
193,079 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3401 |
1.3348 |
1.3089 |
|
| R3 |
1.3258 |
1.3205 |
1.3049 |
|
| R2 |
1.3115 |
1.3115 |
1.3036 |
|
| R1 |
1.3062 |
1.3062 |
1.3023 |
1.3089 |
| PP |
1.2972 |
1.2972 |
1.2972 |
1.2985 |
| S1 |
1.2919 |
1.2919 |
1.2997 |
1.2946 |
| S2 |
1.2829 |
1.2829 |
1.2984 |
|
| S3 |
1.2686 |
1.2776 |
1.2971 |
|
| S4 |
1.2543 |
1.2633 |
1.2931 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3529 |
1.3460 |
1.3115 |
|
| R3 |
1.3338 |
1.3269 |
1.3063 |
|
| R2 |
1.3147 |
1.3147 |
1.3045 |
|
| R1 |
1.3078 |
1.3078 |
1.3028 |
1.3113 |
| PP |
1.2956 |
1.2956 |
1.2956 |
1.2973 |
| S1 |
1.2887 |
1.2887 |
1.2992 |
1.2922 |
| S2 |
1.2765 |
1.2765 |
1.2975 |
|
| S3 |
1.2574 |
1.2696 |
1.2957 |
|
| S4 |
1.2383 |
1.2505 |
1.2905 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3024 |
1.2806 |
0.0218 |
1.7% |
0.0078 |
0.6% |
94% |
True |
False |
42,620 |
| 10 |
1.3024 |
1.2699 |
0.0325 |
2.5% |
0.0081 |
0.6% |
96% |
True |
False |
44,517 |
| 20 |
1.3024 |
1.2699 |
0.0325 |
2.5% |
0.0070 |
0.5% |
96% |
True |
False |
30,659 |
| 40 |
1.3101 |
1.2699 |
0.0402 |
3.1% |
0.0068 |
0.5% |
77% |
False |
False |
15,784 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0079 |
0.6% |
60% |
False |
False |
10,575 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0069 |
0.5% |
60% |
False |
False |
7,944 |
| 100 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0057 |
0.4% |
60% |
False |
False |
6,355 |
| 120 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0049 |
0.4% |
60% |
False |
False |
5,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3632 |
|
2.618 |
1.3398 |
|
1.618 |
1.3255 |
|
1.000 |
1.3167 |
|
0.618 |
1.3112 |
|
HIGH |
1.3024 |
|
0.618 |
1.2969 |
|
0.500 |
1.2953 |
|
0.382 |
1.2936 |
|
LOW |
1.2881 |
|
0.618 |
1.2793 |
|
1.000 |
1.2738 |
|
1.618 |
1.2650 |
|
2.618 |
1.2507 |
|
4.250 |
1.2273 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2991 |
1.2983 |
| PP |
1.2972 |
1.2956 |
| S1 |
1.2953 |
1.2929 |
|