CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2866 |
1.2885 |
0.0019 |
0.1% |
1.2806 |
| High |
1.2910 |
1.2988 |
0.0078 |
0.6% |
1.2988 |
| Low |
1.2850 |
1.2879 |
0.0029 |
0.2% |
1.2800 |
| Close |
1.2886 |
1.2964 |
0.0078 |
0.6% |
1.2964 |
| Range |
0.0060 |
0.0109 |
0.0049 |
81.7% |
0.0188 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
0.1% |
0.0000 |
| Volume |
55,452 |
54,032 |
-1,420 |
-2.6% |
270,604 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3271 |
1.3226 |
1.3024 |
|
| R3 |
1.3162 |
1.3117 |
1.2994 |
|
| R2 |
1.3053 |
1.3053 |
1.2984 |
|
| R1 |
1.3008 |
1.3008 |
1.2974 |
1.3031 |
| PP |
1.2944 |
1.2944 |
1.2944 |
1.2955 |
| S1 |
1.2899 |
1.2899 |
1.2954 |
1.2922 |
| S2 |
1.2835 |
1.2835 |
1.2944 |
|
| S3 |
1.2726 |
1.2790 |
1.2934 |
|
| S4 |
1.2617 |
1.2681 |
1.2904 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3481 |
1.3411 |
1.3067 |
|
| R3 |
1.3293 |
1.3223 |
1.3016 |
|
| R2 |
1.3105 |
1.3105 |
1.2998 |
|
| R1 |
1.3035 |
1.3035 |
1.2981 |
1.3070 |
| PP |
1.2917 |
1.2917 |
1.2917 |
1.2935 |
| S1 |
1.2847 |
1.2847 |
1.2947 |
1.2882 |
| S2 |
1.2729 |
1.2729 |
1.2930 |
|
| S3 |
1.2541 |
1.2659 |
1.2912 |
|
| S4 |
1.2353 |
1.2471 |
1.2861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2988 |
1.2800 |
0.0188 |
1.5% |
0.0069 |
0.5% |
87% |
True |
False |
54,120 |
| 10 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0136 |
1.0% |
56% |
False |
False |
87,007 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0116 |
0.9% |
56% |
False |
False |
85,885 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0109 |
0.8% |
56% |
False |
False |
84,952 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0108 |
0.8% |
56% |
False |
False |
62,167 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.0% |
0.0114 |
0.9% |
62% |
False |
False |
46,712 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0107 |
0.8% |
70% |
False |
False |
37,384 |
| 120 |
1.3264 |
1.2187 |
0.1077 |
8.3% |
0.0094 |
0.7% |
72% |
False |
False |
31,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3451 |
|
2.618 |
1.3273 |
|
1.618 |
1.3164 |
|
1.000 |
1.3097 |
|
0.618 |
1.3055 |
|
HIGH |
1.2988 |
|
0.618 |
1.2946 |
|
0.500 |
1.2934 |
|
0.382 |
1.2921 |
|
LOW |
1.2879 |
|
0.618 |
1.2812 |
|
1.000 |
1.2770 |
|
1.618 |
1.2703 |
|
2.618 |
1.2594 |
|
4.250 |
1.2416 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2954 |
1.2949 |
| PP |
1.2944 |
1.2933 |
| S1 |
1.2934 |
1.2918 |
|