CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 09-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2843 |
1.2909 |
0.0066 |
0.5% |
1.3241 |
| High |
1.2908 |
1.2930 |
0.0022 |
0.2% |
1.3279 |
| Low |
1.2843 |
1.2878 |
0.0035 |
0.3% |
1.2609 |
| Close |
1.2903 |
1.2882 |
-0.0021 |
-0.2% |
1.2826 |
| Range |
0.0065 |
0.0052 |
-0.0013 |
-20.0% |
0.0670 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
90 |
13 |
-77 |
-85.6% |
1,881 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3053 |
1.3019 |
1.2911 |
|
| R3 |
1.3001 |
1.2967 |
1.2896 |
|
| R2 |
1.2949 |
1.2949 |
1.2892 |
|
| R1 |
1.2915 |
1.2915 |
1.2887 |
1.2906 |
| PP |
1.2897 |
1.2897 |
1.2897 |
1.2892 |
| S1 |
1.2863 |
1.2863 |
1.2877 |
1.2854 |
| S2 |
1.2845 |
1.2845 |
1.2872 |
|
| S3 |
1.2793 |
1.2811 |
1.2868 |
|
| S4 |
1.2741 |
1.2759 |
1.2853 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4915 |
1.4540 |
1.3195 |
|
| R3 |
1.4245 |
1.3870 |
1.3010 |
|
| R2 |
1.3575 |
1.3575 |
1.2949 |
|
| R1 |
1.3200 |
1.3200 |
1.2887 |
1.3053 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2831 |
| S1 |
1.2530 |
1.2530 |
1.2765 |
1.2383 |
| S2 |
1.2235 |
1.2235 |
1.2703 |
|
| S3 |
1.1565 |
1.1860 |
1.2642 |
|
| S4 |
1.0895 |
1.1190 |
1.2458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2930 |
1.2812 |
0.0118 |
0.9% |
0.0041 |
0.3% |
59% |
True |
False |
68 |
| 10 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0121 |
0.9% |
41% |
False |
False |
221 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0099 |
0.8% |
41% |
False |
False |
168 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0076 |
0.6% |
41% |
False |
False |
109 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0052 |
0.4% |
41% |
False |
False |
75 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0042 |
0.3% |
41% |
False |
False |
56 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0034 |
0.3% |
58% |
False |
False |
48 |
| 120 |
1.3279 |
1.2201 |
0.1078 |
8.4% |
0.0028 |
0.2% |
63% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3151 |
|
2.618 |
1.3066 |
|
1.618 |
1.3014 |
|
1.000 |
1.2982 |
|
0.618 |
1.2962 |
|
HIGH |
1.2930 |
|
0.618 |
1.2910 |
|
0.500 |
1.2904 |
|
0.382 |
1.2898 |
|
LOW |
1.2878 |
|
0.618 |
1.2846 |
|
1.000 |
1.2826 |
|
1.618 |
1.2794 |
|
2.618 |
1.2742 |
|
4.250 |
1.2657 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2904 |
1.2881 |
| PP |
1.2897 |
1.2879 |
| S1 |
1.2889 |
1.2878 |
|