CME Japanese Yen Future June 2012
Trading Metrics calculated at close of trading on 09-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2011 |
09-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1.2931 |
1.2915 |
-0.0016 |
-0.1% |
1.2920 |
High |
1.2931 |
1.2953 |
0.0022 |
0.2% |
1.2953 |
Low |
1.2931 |
1.2915 |
-0.0016 |
-0.1% |
1.2915 |
Close |
1.2931 |
1.2953 |
0.0022 |
0.2% |
1.2953 |
Range |
0.0000 |
0.0038 |
0.0038 |
|
0.0038 |
ATR |
0.0033 |
0.0033 |
0.0000 |
1.1% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3054 |
1.3042 |
1.2974 |
|
R3 |
1.3016 |
1.3004 |
1.2963 |
|
R2 |
1.2978 |
1.2978 |
1.2960 |
|
R1 |
1.2966 |
1.2966 |
1.2956 |
1.2972 |
PP |
1.2940 |
1.2940 |
1.2940 |
1.2944 |
S1 |
1.2928 |
1.2928 |
1.2950 |
1.2934 |
S2 |
1.2902 |
1.2902 |
1.2946 |
|
S3 |
1.2864 |
1.2890 |
1.2943 |
|
S4 |
1.2826 |
1.2852 |
1.2932 |
|
|
Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3054 |
1.3042 |
1.2974 |
|
R3 |
1.3016 |
1.3004 |
1.2963 |
|
R2 |
1.2978 |
1.2978 |
1.2960 |
|
R1 |
1.2966 |
1.2966 |
1.2956 |
1.2972 |
PP |
1.2940 |
1.2940 |
1.2940 |
1.2944 |
S1 |
1.2928 |
1.2928 |
1.2950 |
1.2934 |
S2 |
1.2902 |
1.2902 |
1.2946 |
|
S3 |
1.2864 |
1.2890 |
1.2943 |
|
S4 |
1.2826 |
1.2852 |
1.2932 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2953 |
1.2915 |
0.0038 |
0.3% |
0.0008 |
0.1% |
100% |
True |
True |
|
10 |
1.2953 |
1.2874 |
0.0079 |
0.6% |
0.0006 |
0.0% |
100% |
True |
False |
1 |
20 |
1.3083 |
1.2874 |
0.0209 |
1.6% |
0.0003 |
0.0% |
38% |
False |
False |
|
40 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0006 |
0.0% |
33% |
False |
False |
1 |
60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
33% |
False |
False |
2 |
80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0004 |
0.0% |
33% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3115 |
2.618 |
1.3052 |
1.618 |
1.3014 |
1.000 |
1.2991 |
0.618 |
1.2976 |
HIGH |
1.2953 |
0.618 |
1.2938 |
0.500 |
1.2934 |
0.382 |
1.2930 |
LOW |
1.2915 |
0.618 |
1.2892 |
1.000 |
1.2877 |
1.618 |
1.2854 |
2.618 |
1.2816 |
4.250 |
1.2754 |
|
|
Fisher Pivots for day following 09-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2947 |
1.2947 |
PP |
1.2940 |
1.2940 |
S1 |
1.2934 |
1.2934 |
|