CME Japanese Yen Future June 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 |
1.2898 |
1.2898 |
0.0000 |
0.0% |
1.2900 |
High |
1.2898 |
1.2898 |
0.0000 |
0.0% |
1.2900 |
Low |
1.2890 |
1.2898 |
0.0008 |
0.1% |
1.2866 |
Close |
1.2898 |
1.2898 |
0.0000 |
0.0% |
1.2898 |
Range |
0.0008 |
0.0000 |
-0.0008 |
-100.0% |
0.0034 |
ATR |
0.0032 |
0.0030 |
-0.0002 |
-7.1% |
0.0000 |
Volume |
7 |
132 |
125 |
1,785.7% |
229 |
|
Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2898 |
1.2898 |
1.2898 |
|
R3 |
1.2898 |
1.2898 |
1.2898 |
|
R2 |
1.2898 |
1.2898 |
1.2898 |
|
R1 |
1.2898 |
1.2898 |
1.2898 |
1.2898 |
PP |
1.2898 |
1.2898 |
1.2898 |
1.2898 |
S1 |
1.2898 |
1.2898 |
1.2898 |
1.2898 |
S2 |
1.2898 |
1.2898 |
1.2898 |
|
S3 |
1.2898 |
1.2898 |
1.2898 |
|
S4 |
1.2898 |
1.2898 |
1.2898 |
|
|
Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2990 |
1.2978 |
1.2917 |
|
R3 |
1.2956 |
1.2944 |
1.2907 |
|
R2 |
1.2922 |
1.2922 |
1.2904 |
|
R1 |
1.2910 |
1.2910 |
1.2901 |
1.2899 |
PP |
1.2888 |
1.2888 |
1.2888 |
1.2883 |
S1 |
1.2876 |
1.2876 |
1.2895 |
1.2865 |
S2 |
1.2854 |
1.2854 |
1.2892 |
|
S3 |
1.2820 |
1.2842 |
1.2889 |
|
S4 |
1.2786 |
1.2808 |
1.2879 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2900 |
1.2866 |
0.0034 |
0.3% |
0.0003 |
0.0% |
94% |
False |
False |
45 |
10 |
1.2953 |
1.2866 |
0.0087 |
0.7% |
0.0005 |
0.0% |
37% |
False |
False |
22 |
20 |
1.3083 |
1.2866 |
0.0217 |
1.7% |
0.0004 |
0.0% |
15% |
False |
False |
12 |
40 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0006 |
0.0% |
21% |
False |
False |
7 |
60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
21% |
False |
False |
5 |
80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
21% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2898 |
2.618 |
1.2898 |
1.618 |
1.2898 |
1.000 |
1.2898 |
0.618 |
1.2898 |
HIGH |
1.2898 |
0.618 |
1.2898 |
0.500 |
1.2898 |
0.382 |
1.2898 |
LOW |
1.2898 |
0.618 |
1.2898 |
1.000 |
1.2898 |
1.618 |
1.2898 |
2.618 |
1.2898 |
4.250 |
1.2898 |
|
|
Fisher Pivots for day following 16-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2898 |
1.2893 |
PP |
1.2898 |
1.2887 |
S1 |
1.2898 |
1.2882 |
|