CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3009 |
1.3000 |
-0.0009 |
-0.1% |
1.2961 |
| High |
1.3020 |
1.3005 |
-0.0015 |
-0.1% |
1.3067 |
| Low |
1.2934 |
1.2894 |
-0.0040 |
-0.3% |
1.2885 |
| Close |
1.2997 |
1.2935 |
-0.0062 |
-0.5% |
1.3000 |
| Range |
0.0086 |
0.0111 |
0.0025 |
29.1% |
0.0182 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.5% |
0.0000 |
| Volume |
68,191 |
56,663 |
-11,528 |
-16.9% |
297,015 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3278 |
1.3217 |
1.2996 |
|
| R3 |
1.3167 |
1.3106 |
1.2966 |
|
| R2 |
1.3056 |
1.3056 |
1.2955 |
|
| R1 |
1.2995 |
1.2995 |
1.2945 |
1.2970 |
| PP |
1.2945 |
1.2945 |
1.2945 |
1.2932 |
| S1 |
1.2884 |
1.2884 |
1.2925 |
1.2859 |
| S2 |
1.2834 |
1.2834 |
1.2915 |
|
| S3 |
1.2723 |
1.2773 |
1.2904 |
|
| S4 |
1.2612 |
1.2662 |
1.2874 |
|
|
| 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 |
1.2894 |
0.0173 |
1.3% |
0.0069 |
0.5% |
24% |
False |
True |
62,736 |
| 10 |
1.3067 |
1.2850 |
0.0217 |
1.7% |
0.0076 |
0.6% |
39% |
False |
False |
58,865 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0106 |
0.8% |
52% |
False |
False |
74,799 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0102 |
0.8% |
52% |
False |
False |
79,661 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0104 |
0.8% |
52% |
False |
False |
70,108 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.0% |
0.0109 |
0.8% |
58% |
False |
False |
52,678 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0108 |
0.8% |
68% |
False |
False |
42,173 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0098 |
0.8% |
68% |
False |
False |
35,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3477 |
|
2.618 |
1.3296 |
|
1.618 |
1.3185 |
|
1.000 |
1.3116 |
|
0.618 |
1.3074 |
|
HIGH |
1.3005 |
|
0.618 |
1.2963 |
|
0.500 |
1.2950 |
|
0.382 |
1.2936 |
|
LOW |
1.2894 |
|
0.618 |
1.2825 |
|
1.000 |
1.2783 |
|
1.618 |
1.2714 |
|
2.618 |
1.2603 |
|
4.250 |
1.2422 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2950 |
1.2964 |
| PP |
1.2945 |
1.2954 |
| S1 |
1.2940 |
1.2945 |
|