CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2988 |
1.2996 |
0.0008 |
0.1% |
1.2961 |
| High |
1.3010 |
1.3067 |
0.0057 |
0.4% |
1.3067 |
| Low |
1.2979 |
1.2989 |
0.0010 |
0.1% |
1.2885 |
| Close |
1.3003 |
1.3000 |
-0.0003 |
0.0% |
1.3000 |
| Range |
0.0031 |
0.0078 |
0.0047 |
151.6% |
0.0182 |
| ATR |
0.0098 |
0.0096 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
52,544 |
78,981 |
26,437 |
50.3% |
297,015 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3253 |
1.3204 |
1.3043 |
|
| R3 |
1.3175 |
1.3126 |
1.3021 |
|
| R2 |
1.3097 |
1.3097 |
1.3014 |
|
| R1 |
1.3048 |
1.3048 |
1.3007 |
1.3073 |
| PP |
1.3019 |
1.3019 |
1.3019 |
1.3031 |
| S1 |
1.2970 |
1.2970 |
1.2993 |
1.2995 |
| S2 |
1.2941 |
1.2941 |
1.2986 |
|
| S3 |
1.2863 |
1.2892 |
1.2979 |
|
| S4 |
1.2785 |
1.2814 |
1.2957 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3530 |
1.3447 |
1.3100 |
|
| R3 |
1.3348 |
1.3265 |
1.3050 |
|
| R2 |
1.3166 |
1.3166 |
1.3033 |
|
| R1 |
1.3083 |
1.3083 |
1.3017 |
1.3125 |
| PP |
1.2984 |
1.2984 |
1.2984 |
1.3005 |
| S1 |
1.2901 |
1.2901 |
1.2983 |
1.2943 |
| S2 |
1.2802 |
1.2802 |
1.2967 |
|
| S3 |
1.2620 |
1.2719 |
1.2950 |
|
| S4 |
1.2438 |
1.2537 |
1.2900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3067 |
1.2885 |
0.0182 |
1.4% |
0.0071 |
0.5% |
63% |
True |
False |
59,403 |
| 10 |
1.3067 |
1.2800 |
0.0267 |
2.1% |
0.0070 |
0.5% |
75% |
True |
False |
56,761 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0109 |
0.8% |
61% |
False |
False |
77,326 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0103 |
0.8% |
61% |
False |
False |
81,880 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0104 |
0.8% |
61% |
False |
False |
67,092 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.0% |
0.0113 |
0.9% |
66% |
False |
False |
50,413 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0108 |
0.8% |
74% |
False |
False |
40,352 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0096 |
0.7% |
74% |
False |
False |
33,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3399 |
|
2.618 |
1.3271 |
|
1.618 |
1.3193 |
|
1.000 |
1.3145 |
|
0.618 |
1.3115 |
|
HIGH |
1.3067 |
|
0.618 |
1.3037 |
|
0.500 |
1.3028 |
|
0.382 |
1.3019 |
|
LOW |
1.2989 |
|
0.618 |
1.2941 |
|
1.000 |
1.2911 |
|
1.618 |
1.2863 |
|
2.618 |
1.2785 |
|
4.250 |
1.2658 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3028 |
1.3019 |
| PP |
1.3019 |
1.3013 |
| S1 |
1.3009 |
1.3006 |
|