CME Japanese Yen Future June 2012
Trading Metrics calculated at close of trading on 27-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2011 |
27-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
1.2844 |
1.2897 |
0.0053 |
0.4% |
1.2884 |
High |
1.2865 |
1.2897 |
0.0032 |
0.2% |
1.2980 |
Low |
1.2844 |
1.2897 |
0.0053 |
0.4% |
1.2844 |
Close |
1.2865 |
1.2897 |
0.0032 |
0.2% |
1.2865 |
Range |
0.0021 |
0.0000 |
-0.0021 |
-100.0% |
0.0136 |
ATR |
0.0033 |
0.0033 |
0.0000 |
-0.3% |
0.0000 |
Volume |
7 |
13 |
6 |
85.7% |
207 |
|
Daily Pivots for day following 27-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2897 |
1.2897 |
1.2897 |
|
R3 |
1.2897 |
1.2897 |
1.2897 |
|
R2 |
1.2897 |
1.2897 |
1.2897 |
|
R1 |
1.2897 |
1.2897 |
1.2897 |
1.2897 |
PP |
1.2897 |
1.2897 |
1.2897 |
1.2897 |
S1 |
1.2897 |
1.2897 |
1.2897 |
1.2897 |
S2 |
1.2897 |
1.2897 |
1.2897 |
|
S3 |
1.2897 |
1.2897 |
1.2897 |
|
S4 |
1.2897 |
1.2897 |
1.2897 |
|
|
Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3304 |
1.3221 |
1.2940 |
|
R3 |
1.3168 |
1.3085 |
1.2902 |
|
R2 |
1.3032 |
1.3032 |
1.2890 |
|
R1 |
1.2949 |
1.2949 |
1.2877 |
1.2923 |
PP |
1.2896 |
1.2896 |
1.2896 |
1.2883 |
S1 |
1.2813 |
1.2813 |
1.2853 |
1.2787 |
S2 |
1.2760 |
1.2760 |
1.2840 |
|
S3 |
1.2624 |
1.2677 |
1.2828 |
|
S4 |
1.2488 |
1.2541 |
1.2790 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2980 |
1.2844 |
0.0136 |
1.1% |
0.0036 |
0.3% |
39% |
False |
False |
42 |
10 |
1.2980 |
1.2844 |
0.0136 |
1.1% |
0.0019 |
0.1% |
39% |
False |
False |
43 |
20 |
1.2980 |
1.2844 |
0.0136 |
1.1% |
0.0013 |
0.1% |
39% |
False |
False |
23 |
40 |
1.3083 |
1.2800 |
0.0283 |
2.2% |
0.0011 |
0.1% |
34% |
False |
False |
12 |
60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0007 |
0.1% |
21% |
False |
False |
8 |
80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0007 |
0.1% |
21% |
False |
False |
7 |
100 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0006 |
0.0% |
21% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2897 |
2.618 |
1.2897 |
1.618 |
1.2897 |
1.000 |
1.2897 |
0.618 |
1.2897 |
HIGH |
1.2897 |
0.618 |
1.2897 |
0.500 |
1.2897 |
0.382 |
1.2897 |
LOW |
1.2897 |
0.618 |
1.2897 |
1.000 |
1.2897 |
1.618 |
1.2897 |
2.618 |
1.2897 |
4.250 |
1.2897 |
|
|
Fisher Pivots for day following 27-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2897 |
1.2888 |
PP |
1.2897 |
1.2879 |
S1 |
1.2897 |
1.2871 |
|