CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2823 |
1.2833 |
0.0010 |
0.1% |
1.3005 |
| High |
1.2887 |
1.2941 |
0.0054 |
0.4% |
1.3034 |
| Low |
1.2778 |
1.2799 |
0.0021 |
0.2% |
1.2858 |
| Close |
1.2838 |
1.2899 |
0.0061 |
0.5% |
1.2873 |
| Range |
0.0109 |
0.0142 |
0.0033 |
30.3% |
0.0176 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.1% |
0.0000 |
| Volume |
68,330 |
105,438 |
37,108 |
54.3% |
273,802 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3306 |
1.3244 |
1.2977 |
|
| R3 |
1.3164 |
1.3102 |
1.2938 |
|
| R2 |
1.3022 |
1.3022 |
1.2925 |
|
| R1 |
1.2960 |
1.2960 |
1.2912 |
1.2991 |
| PP |
1.2880 |
1.2880 |
1.2880 |
1.2895 |
| S1 |
1.2818 |
1.2818 |
1.2886 |
1.2849 |
| S2 |
1.2738 |
1.2738 |
1.2873 |
|
| S3 |
1.2596 |
1.2676 |
1.2860 |
|
| S4 |
1.2454 |
1.2534 |
1.2821 |
|
|
| 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 |
1.3005 |
1.2778 |
0.0227 |
1.8% |
0.0125 |
1.0% |
53% |
False |
False |
78,709 |
| 10 |
1.3067 |
1.2778 |
0.0289 |
2.2% |
0.0091 |
0.7% |
42% |
False |
False |
70,092 |
| 20 |
1.3067 |
1.2768 |
0.0299 |
2.3% |
0.0081 |
0.6% |
44% |
False |
False |
61,814 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0103 |
0.8% |
46% |
False |
False |
79,283 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0105 |
0.8% |
46% |
False |
False |
75,665 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0104 |
0.8% |
46% |
False |
False |
56,862 |
| 100 |
1.3264 |
1.2468 |
0.0796 |
6.2% |
0.0109 |
0.8% |
54% |
False |
False |
45,540 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0101 |
0.8% |
64% |
False |
False |
37,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3545 |
|
2.618 |
1.3313 |
|
1.618 |
1.3171 |
|
1.000 |
1.3083 |
|
0.618 |
1.3029 |
|
HIGH |
1.2941 |
|
0.618 |
1.2887 |
|
0.500 |
1.2870 |
|
0.382 |
1.2853 |
|
LOW |
1.2799 |
|
0.618 |
1.2711 |
|
1.000 |
1.2657 |
|
1.618 |
1.2569 |
|
2.618 |
1.2427 |
|
4.250 |
1.2196 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2889 |
1.2886 |
| PP |
1.2880 |
1.2873 |
| S1 |
1.2870 |
1.2860 |
|