CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2989 |
1.2988 |
-0.0001 |
0.0% |
1.2806 |
| High |
1.3019 |
1.3010 |
-0.0009 |
-0.1% |
1.2988 |
| Low |
1.2971 |
1.2979 |
0.0008 |
0.1% |
1.2800 |
| Close |
1.3005 |
1.3003 |
-0.0002 |
0.0% |
1.2964 |
| Range |
0.0048 |
0.0031 |
-0.0017 |
-35.4% |
0.0188 |
| ATR |
0.0103 |
0.0098 |
-0.0005 |
-5.0% |
0.0000 |
| Volume |
50,356 |
52,544 |
2,188 |
4.3% |
270,604 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3090 |
1.3078 |
1.3020 |
|
| R3 |
1.3059 |
1.3047 |
1.3012 |
|
| R2 |
1.3028 |
1.3028 |
1.3009 |
|
| R1 |
1.3016 |
1.3016 |
1.3006 |
1.3022 |
| PP |
1.2997 |
1.2997 |
1.2997 |
1.3001 |
| S1 |
1.2985 |
1.2985 |
1.3000 |
1.2991 |
| S2 |
1.2966 |
1.2966 |
1.2997 |
|
| S3 |
1.2935 |
1.2954 |
1.2994 |
|
| S4 |
1.2904 |
1.2923 |
1.2986 |
|
|
| 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 |
1.3027 |
1.2879 |
0.0148 |
1.1% |
0.0077 |
0.6% |
84% |
False |
False |
54,413 |
| 10 |
1.3027 |
1.2784 |
0.0243 |
1.9% |
0.0067 |
0.5% |
90% |
False |
False |
53,717 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0115 |
0.9% |
62% |
False |
False |
79,778 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0105 |
0.8% |
62% |
False |
False |
81,611 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0105 |
0.8% |
62% |
False |
False |
65,782 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.0% |
0.0113 |
0.9% |
67% |
False |
False |
49,430 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0107 |
0.8% |
74% |
False |
False |
39,563 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0096 |
0.7% |
74% |
False |
False |
32,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3142 |
|
2.618 |
1.3091 |
|
1.618 |
1.3060 |
|
1.000 |
1.3041 |
|
0.618 |
1.3029 |
|
HIGH |
1.3010 |
|
0.618 |
1.2998 |
|
0.500 |
1.2995 |
|
0.382 |
1.2991 |
|
LOW |
1.2979 |
|
0.618 |
1.2960 |
|
1.000 |
1.2948 |
|
1.618 |
1.2929 |
|
2.618 |
1.2898 |
|
4.250 |
1.2847 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3000 |
1.2986 |
| PP |
1.2997 |
1.2969 |
| S1 |
1.2995 |
1.2952 |
|