CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2872 |
1.2866 |
-0.0006 |
0.0% |
1.3217 |
| High |
1.2905 |
1.2910 |
0.0005 |
0.0% |
1.3264 |
| Low |
1.2847 |
1.2850 |
0.0003 |
0.0% |
1.2582 |
| Close |
1.2854 |
1.2886 |
0.0032 |
0.2% |
1.2802 |
| Range |
0.0058 |
0.0060 |
0.0002 |
3.4% |
0.0682 |
| ATR |
0.0112 |
0.0108 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
55,100 |
55,452 |
352 |
0.6% |
599,469 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3062 |
1.3034 |
1.2919 |
|
| R3 |
1.3002 |
1.2974 |
1.2903 |
|
| R2 |
1.2942 |
1.2942 |
1.2897 |
|
| R1 |
1.2914 |
1.2914 |
1.2892 |
1.2928 |
| PP |
1.2882 |
1.2882 |
1.2882 |
1.2889 |
| S1 |
1.2854 |
1.2854 |
1.2881 |
1.2868 |
| S2 |
1.2822 |
1.2822 |
1.2875 |
|
| S3 |
1.2762 |
1.2794 |
1.2870 |
|
| S4 |
1.2702 |
1.2734 |
1.2853 |
|
|
| 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 |
1.2910 |
1.2784 |
0.0126 |
1.0% |
0.0057 |
0.4% |
81% |
True |
False |
53,021 |
| 10 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0131 |
1.0% |
45% |
False |
False |
86,892 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0116 |
0.9% |
45% |
False |
False |
87,920 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0108 |
0.8% |
45% |
False |
False |
85,561 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0107 |
0.8% |
45% |
False |
False |
61,272 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0114 |
0.9% |
52% |
False |
False |
46,037 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0106 |
0.8% |
63% |
False |
False |
36,844 |
| 120 |
1.3264 |
1.2187 |
0.1077 |
8.4% |
0.0093 |
0.7% |
65% |
False |
False |
30,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3165 |
|
2.618 |
1.3067 |
|
1.618 |
1.3007 |
|
1.000 |
1.2970 |
|
0.618 |
1.2947 |
|
HIGH |
1.2910 |
|
0.618 |
1.2887 |
|
0.500 |
1.2880 |
|
0.382 |
1.2873 |
|
LOW |
1.2850 |
|
0.618 |
1.2813 |
|
1.000 |
1.2790 |
|
1.618 |
1.2753 |
|
2.618 |
1.2693 |
|
4.250 |
1.2595 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2884 |
1.2878 |
| PP |
1.2882 |
1.2870 |
| S1 |
1.2880 |
1.2862 |
|