CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2823 |
1.2806 |
-0.0017 |
-0.1% |
1.3217 |
| High |
1.2834 |
1.2834 |
0.0000 |
0.0% |
1.3264 |
| Low |
1.2784 |
1.2800 |
0.0016 |
0.1% |
1.2582 |
| Close |
1.2802 |
1.2818 |
0.0016 |
0.1% |
1.2802 |
| Range |
0.0050 |
0.0034 |
-0.0016 |
-32.0% |
0.0682 |
| ATR |
0.0125 |
0.0118 |
-0.0006 |
-5.2% |
0.0000 |
| Volume |
48,534 |
44,128 |
-4,406 |
-9.1% |
599,469 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2919 |
1.2903 |
1.2837 |
|
| R3 |
1.2885 |
1.2869 |
1.2827 |
|
| R2 |
1.2851 |
1.2851 |
1.2824 |
|
| R1 |
1.2835 |
1.2835 |
1.2821 |
1.2843 |
| PP |
1.2817 |
1.2817 |
1.2817 |
1.2822 |
| S1 |
1.2801 |
1.2801 |
1.2815 |
1.2809 |
| S2 |
1.2783 |
1.2783 |
1.2812 |
|
| S3 |
1.2749 |
1.2767 |
1.2809 |
|
| S4 |
1.2715 |
1.2733 |
1.2799 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4929 |
1.4547 |
1.3177 |
|
| R3 |
1.4247 |
1.3865 |
1.2990 |
|
| R2 |
1.3565 |
1.3565 |
1.2927 |
|
| R1 |
1.3183 |
1.3183 |
1.2865 |
1.3033 |
| PP |
1.2883 |
1.2883 |
1.2883 |
1.2808 |
| S1 |
1.2501 |
1.2501 |
1.2739 |
1.2351 |
| S2 |
1.2201 |
1.2201 |
1.2677 |
|
| S3 |
1.1519 |
1.1819 |
1.2614 |
|
| S4 |
1.0837 |
1.1137 |
1.2427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2849 |
1.2667 |
0.0182 |
1.4% |
0.0073 |
0.6% |
83% |
False |
False |
58,377 |
| 10 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0142 |
1.1% |
35% |
False |
False |
96,145 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0123 |
1.0% |
35% |
False |
False |
92,122 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0111 |
0.9% |
35% |
False |
False |
85,848 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0106 |
0.8% |
35% |
False |
False |
58,407 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0113 |
0.9% |
43% |
False |
False |
43,884 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0105 |
0.8% |
56% |
False |
False |
35,121 |
| 120 |
1.3264 |
1.2187 |
0.1077 |
8.4% |
0.0092 |
0.7% |
59% |
False |
False |
29,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2979 |
|
2.618 |
1.2923 |
|
1.618 |
1.2889 |
|
1.000 |
1.2868 |
|
0.618 |
1.2855 |
|
HIGH |
1.2834 |
|
0.618 |
1.2821 |
|
0.500 |
1.2817 |
|
0.382 |
1.2813 |
|
LOW |
1.2800 |
|
0.618 |
1.2779 |
|
1.000 |
1.2766 |
|
1.618 |
1.2745 |
|
2.618 |
1.2711 |
|
4.250 |
1.2656 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2818 |
1.2818 |
| PP |
1.2817 |
1.2817 |
| S1 |
1.2817 |
1.2817 |
|