CME Japanese Yen Future June 2012
Trading Metrics calculated at close of trading on 02-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2011 |
02-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1.2920 |
1.2874 |
-0.0046 |
-0.4% |
1.2898 |
High |
1.2920 |
1.2874 |
-0.0046 |
-0.4% |
1.2951 |
Low |
1.2907 |
1.2874 |
-0.0033 |
-0.3% |
1.2874 |
Close |
1.2907 |
1.2874 |
-0.0033 |
-0.3% |
1.2874 |
Range |
0.0013 |
0.0000 |
-0.0013 |
-100.0% |
0.0077 |
ATR |
0.0040 |
0.0040 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
0 |
1 |
1 |
|
14 |
|
Daily Pivots for day following 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2874 |
1.2874 |
1.2874 |
|
R3 |
1.2874 |
1.2874 |
1.2874 |
|
R2 |
1.2874 |
1.2874 |
1.2874 |
|
R1 |
1.2874 |
1.2874 |
1.2874 |
1.2874 |
PP |
1.2874 |
1.2874 |
1.2874 |
1.2874 |
S1 |
1.2874 |
1.2874 |
1.2874 |
1.2874 |
S2 |
1.2874 |
1.2874 |
1.2874 |
|
S3 |
1.2874 |
1.2874 |
1.2874 |
|
S4 |
1.2874 |
1.2874 |
1.2874 |
|
|
Weekly Pivots for week ending 02-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3131 |
1.3079 |
1.2916 |
|
R3 |
1.3054 |
1.3002 |
1.2895 |
|
R2 |
1.2977 |
1.2977 |
1.2888 |
|
R1 |
1.2925 |
1.2925 |
1.2881 |
1.2913 |
PP |
1.2900 |
1.2900 |
1.2900 |
1.2893 |
S1 |
1.2848 |
1.2848 |
1.2867 |
1.2836 |
S2 |
1.2823 |
1.2823 |
1.2860 |
|
S3 |
1.2746 |
1.2771 |
1.2853 |
|
S4 |
1.2669 |
1.2694 |
1.2832 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2951 |
1.2874 |
0.0077 |
0.6% |
0.0004 |
0.0% |
0% |
False |
True |
2 |
10 |
1.3083 |
1.2874 |
0.0209 |
1.6% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
20 |
1.3083 |
1.2851 |
0.0232 |
1.8% |
0.0005 |
0.0% |
10% |
False |
False |
1 |
40 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
16% |
False |
False |
2 |
60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
16% |
False |
False |
2 |
80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0004 |
0.0% |
16% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2874 |
2.618 |
1.2874 |
1.618 |
1.2874 |
1.000 |
1.2874 |
0.618 |
1.2874 |
HIGH |
1.2874 |
0.618 |
1.2874 |
0.500 |
1.2874 |
0.382 |
1.2874 |
LOW |
1.2874 |
0.618 |
1.2874 |
1.000 |
1.2874 |
1.618 |
1.2874 |
2.618 |
1.2874 |
4.250 |
1.2874 |
|
|
Fisher Pivots for day following 02-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2874 |
1.2913 |
PP |
1.2874 |
1.2900 |
S1 |
1.2874 |
1.2887 |
|