CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2909 |
1.2823 |
-0.0086 |
-0.7% |
1.3005 |
| High |
1.2915 |
1.2887 |
-0.0028 |
-0.2% |
1.3034 |
| Low |
1.2785 |
1.2778 |
-0.0007 |
-0.1% |
1.2858 |
| Close |
1.2827 |
1.2838 |
0.0011 |
0.1% |
1.2873 |
| Range |
0.0130 |
0.0109 |
-0.0021 |
-16.2% |
0.0176 |
| ATR |
0.0099 |
0.0099 |
0.0001 |
0.8% |
0.0000 |
| Volume |
71,469 |
68,330 |
-3,139 |
-4.4% |
273,802 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3161 |
1.3109 |
1.2898 |
|
| R3 |
1.3052 |
1.3000 |
1.2868 |
|
| R2 |
1.2943 |
1.2943 |
1.2858 |
|
| R1 |
1.2891 |
1.2891 |
1.2848 |
1.2917 |
| PP |
1.2834 |
1.2834 |
1.2834 |
1.2848 |
| S1 |
1.2782 |
1.2782 |
1.2828 |
1.2808 |
| S2 |
1.2725 |
1.2725 |
1.2818 |
|
| S3 |
1.2616 |
1.2673 |
1.2808 |
|
| S4 |
1.2507 |
1.2564 |
1.2778 |
|
|
| 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 |
1.3020 |
1.2778 |
0.0242 |
1.9% |
0.0114 |
0.9% |
25% |
False |
True |
71,259 |
| 10 |
1.3067 |
1.2778 |
0.0289 |
2.3% |
0.0089 |
0.7% |
21% |
False |
True |
65,809 |
| 20 |
1.3067 |
1.2667 |
0.0400 |
3.1% |
0.0082 |
0.6% |
43% |
False |
False |
61,449 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0102 |
0.8% |
38% |
False |
False |
78,709 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0106 |
0.8% |
38% |
False |
False |
73,925 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0104 |
0.8% |
38% |
False |
False |
55,549 |
| 100 |
1.3264 |
1.2399 |
0.0865 |
6.7% |
0.0109 |
0.8% |
51% |
False |
False |
44,487 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0100 |
0.8% |
58% |
False |
False |
37,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3350 |
|
2.618 |
1.3172 |
|
1.618 |
1.3063 |
|
1.000 |
1.2996 |
|
0.618 |
1.2954 |
|
HIGH |
1.2887 |
|
0.618 |
1.2845 |
|
0.500 |
1.2833 |
|
0.382 |
1.2820 |
|
LOW |
1.2778 |
|
0.618 |
1.2711 |
|
1.000 |
1.2669 |
|
1.618 |
1.2602 |
|
2.618 |
1.2493 |
|
4.250 |
1.2315 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2836 |
1.2885 |
| PP |
1.2834 |
1.2869 |
| S1 |
1.2833 |
1.2854 |
|