CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3000 |
1.2968 |
-0.0032 |
-0.2% |
1.3005 |
| High |
1.3005 |
1.2992 |
-0.0013 |
-0.1% |
1.3034 |
| Low |
1.2894 |
1.2858 |
-0.0036 |
-0.3% |
1.2858 |
| Close |
1.2935 |
1.2873 |
-0.0062 |
-0.5% |
1.2873 |
| Range |
0.0111 |
0.0134 |
0.0023 |
20.7% |
0.0176 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.1% |
0.0000 |
| Volume |
56,663 |
91,645 |
34,982 |
61.7% |
273,802 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3310 |
1.3225 |
1.2947 |
|
| R3 |
1.3176 |
1.3091 |
1.2910 |
|
| R2 |
1.3042 |
1.3042 |
1.2898 |
|
| R1 |
1.2957 |
1.2957 |
1.2885 |
1.2933 |
| PP |
1.2908 |
1.2908 |
1.2908 |
1.2895 |
| S1 |
1.2823 |
1.2823 |
1.2861 |
1.2799 |
| S2 |
1.2774 |
1.2774 |
1.2848 |
|
| S3 |
1.2640 |
1.2689 |
1.2836 |
|
| S4 |
1.2506 |
1.2555 |
1.2799 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3450 |
1.3337 |
1.2970 |
|
| R3 |
1.3274 |
1.3161 |
1.2921 |
|
| R2 |
1.3098 |
1.3098 |
1.2905 |
|
| R1 |
1.2985 |
1.2985 |
1.2889 |
1.2954 |
| PP |
1.2922 |
1.2922 |
1.2922 |
1.2906 |
| S1 |
1.2809 |
1.2809 |
1.2857 |
1.2778 |
| S2 |
1.2746 |
1.2746 |
1.2841 |
|
| S3 |
1.2570 |
1.2633 |
1.2825 |
|
| S4 |
1.2394 |
1.2457 |
1.2776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3067 |
1.2858 |
0.0209 |
1.6% |
0.0090 |
0.7% |
7% |
False |
True |
70,556 |
| 10 |
1.3067 |
1.2858 |
0.0209 |
1.6% |
0.0084 |
0.6% |
7% |
False |
True |
62,484 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0107 |
0.8% |
43% |
False |
False |
74,688 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0102 |
0.8% |
43% |
False |
False |
79,789 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0105 |
0.8% |
43% |
False |
False |
71,623 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0110 |
0.9% |
50% |
False |
False |
53,819 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0109 |
0.8% |
61% |
False |
False |
43,089 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0099 |
0.8% |
61% |
False |
False |
35,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3562 |
|
2.618 |
1.3343 |
|
1.618 |
1.3209 |
|
1.000 |
1.3126 |
|
0.618 |
1.3075 |
|
HIGH |
1.2992 |
|
0.618 |
1.2941 |
|
0.500 |
1.2925 |
|
0.382 |
1.2909 |
|
LOW |
1.2858 |
|
0.618 |
1.2775 |
|
1.000 |
1.2724 |
|
1.618 |
1.2641 |
|
2.618 |
1.2507 |
|
4.250 |
1.2289 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2925 |
1.2939 |
| PP |
1.2908 |
1.2917 |
| S1 |
1.2890 |
1.2895 |
|