CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2806 |
1.2818 |
0.0012 |
0.1% |
1.3217 |
| High |
1.2834 |
1.2897 |
0.0063 |
0.5% |
1.3264 |
| Low |
1.2800 |
1.2814 |
0.0014 |
0.1% |
1.2582 |
| Close |
1.2818 |
1.2878 |
0.0060 |
0.5% |
1.2802 |
| Range |
0.0034 |
0.0083 |
0.0049 |
144.1% |
0.0682 |
| ATR |
0.0118 |
0.0116 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
44,128 |
61,892 |
17,764 |
40.3% |
599,469 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3112 |
1.3078 |
1.2924 |
|
| R3 |
1.3029 |
1.2995 |
1.2901 |
|
| R2 |
1.2946 |
1.2946 |
1.2893 |
|
| R1 |
1.2912 |
1.2912 |
1.2886 |
1.2929 |
| PP |
1.2863 |
1.2863 |
1.2863 |
1.2872 |
| S1 |
1.2829 |
1.2829 |
1.2870 |
1.2846 |
| S2 |
1.2780 |
1.2780 |
1.2863 |
|
| S3 |
1.2697 |
1.2746 |
1.2855 |
|
| S4 |
1.2614 |
1.2663 |
1.2832 |
|
|
| 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 |
1.2897 |
1.2768 |
0.0129 |
1.0% |
0.0057 |
0.4% |
85% |
True |
False |
51,130 |
| 10 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0140 |
1.1% |
43% |
False |
False |
92,779 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0126 |
1.0% |
43% |
False |
False |
92,590 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0110 |
0.9% |
43% |
False |
False |
86,388 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0106 |
0.8% |
43% |
False |
False |
59,436 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0114 |
0.9% |
51% |
False |
False |
44,656 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0105 |
0.8% |
62% |
False |
False |
35,739 |
| 120 |
1.3264 |
1.2187 |
0.1077 |
8.4% |
0.0092 |
0.7% |
64% |
False |
False |
29,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3250 |
|
2.618 |
1.3114 |
|
1.618 |
1.3031 |
|
1.000 |
1.2980 |
|
0.618 |
1.2948 |
|
HIGH |
1.2897 |
|
0.618 |
1.2865 |
|
0.500 |
1.2856 |
|
0.382 |
1.2846 |
|
LOW |
1.2814 |
|
0.618 |
1.2763 |
|
1.000 |
1.2731 |
|
1.618 |
1.2680 |
|
2.618 |
1.2597 |
|
4.250 |
1.2461 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2871 |
1.2866 |
| PP |
1.2863 |
1.2853 |
| S1 |
1.2856 |
1.2841 |
|