CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2996 |
1.3005 |
0.0009 |
0.1% |
1.2961 |
| High |
1.3067 |
1.3034 |
-0.0033 |
-0.3% |
1.3067 |
| Low |
1.2989 |
1.2994 |
0.0005 |
0.0% |
1.2885 |
| Close |
1.3000 |
1.3004 |
0.0004 |
0.0% |
1.3000 |
| Range |
0.0078 |
0.0040 |
-0.0038 |
-48.7% |
0.0182 |
| ATR |
0.0096 |
0.0092 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
78,981 |
57,303 |
-21,678 |
-27.4% |
297,015 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3131 |
1.3107 |
1.3026 |
|
| R3 |
1.3091 |
1.3067 |
1.3015 |
|
| R2 |
1.3051 |
1.3051 |
1.3011 |
|
| R1 |
1.3027 |
1.3027 |
1.3008 |
1.3019 |
| PP |
1.3011 |
1.3011 |
1.3011 |
1.3007 |
| S1 |
1.2987 |
1.2987 |
1.3000 |
1.2979 |
| S2 |
1.2971 |
1.2971 |
1.2997 |
|
| S3 |
1.2931 |
1.2947 |
1.2993 |
|
| S4 |
1.2891 |
1.2907 |
1.2982 |
|
|
| 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% |
0.0065 |
0.5% |
65% |
False |
False |
60,359 |
| 10 |
1.3067 |
1.2814 |
0.0253 |
1.9% |
0.0071 |
0.5% |
75% |
False |
False |
58,079 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0106 |
0.8% |
62% |
False |
False |
77,112 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0102 |
0.8% |
62% |
False |
False |
80,790 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0102 |
0.8% |
62% |
False |
False |
68,035 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.0% |
0.0112 |
0.9% |
67% |
False |
False |
51,128 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0107 |
0.8% |
74% |
False |
False |
40,925 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0096 |
0.7% |
74% |
False |
False |
34,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3204 |
|
2.618 |
1.3139 |
|
1.618 |
1.3099 |
|
1.000 |
1.3074 |
|
0.618 |
1.3059 |
|
HIGH |
1.3034 |
|
0.618 |
1.3019 |
|
0.500 |
1.3014 |
|
0.382 |
1.3009 |
|
LOW |
1.2994 |
|
0.618 |
1.2969 |
|
1.000 |
1.2954 |
|
1.618 |
1.2929 |
|
2.618 |
1.2889 |
|
4.250 |
1.2824 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3014 |
1.3023 |
| PP |
1.3011 |
1.3017 |
| S1 |
1.3007 |
1.3010 |
|