CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 11-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2888 |
1.2922 |
0.0034 |
0.3% |
1.2826 |
| High |
1.2919 |
1.3008 |
0.0089 |
0.7% |
1.3008 |
| Low |
1.2888 |
1.2922 |
0.0034 |
0.3% |
1.2826 |
| Close |
1.2913 |
1.2992 |
0.0079 |
0.6% |
1.2992 |
| Range |
0.0031 |
0.0086 |
0.0055 |
177.4% |
0.0182 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.7% |
0.0000 |
| Volume |
167 |
32 |
-135 |
-80.8% |
354 |
|
| Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3232 |
1.3198 |
1.3039 |
|
| R3 |
1.3146 |
1.3112 |
1.3016 |
|
| R2 |
1.3060 |
1.3060 |
1.3008 |
|
| R1 |
1.3026 |
1.3026 |
1.3000 |
1.3043 |
| PP |
1.2974 |
1.2974 |
1.2974 |
1.2983 |
| S1 |
1.2940 |
1.2940 |
1.2984 |
1.2957 |
| S2 |
1.2888 |
1.2888 |
1.2976 |
|
| S3 |
1.2802 |
1.2854 |
1.2968 |
|
| S4 |
1.2716 |
1.2768 |
1.2945 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3488 |
1.3422 |
1.3092 |
|
| R3 |
1.3306 |
1.3240 |
1.3042 |
|
| R2 |
1.3124 |
1.3124 |
1.3025 |
|
| R1 |
1.3058 |
1.3058 |
1.3009 |
1.3091 |
| PP |
1.2942 |
1.2942 |
1.2942 |
1.2959 |
| S1 |
1.2876 |
1.2876 |
1.2975 |
1.2909 |
| S2 |
1.2760 |
1.2760 |
1.2959 |
|
| S3 |
1.2578 |
1.2694 |
1.2942 |
|
| S4 |
1.2396 |
1.2512 |
1.2892 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3008 |
1.2826 |
0.0182 |
1.4% |
0.0053 |
0.4% |
91% |
True |
False |
70 |
| 10 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0118 |
0.9% |
57% |
False |
False |
223 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0098 |
0.8% |
57% |
False |
False |
172 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0079 |
0.6% |
57% |
False |
False |
113 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0053 |
0.4% |
57% |
False |
False |
78 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0043 |
0.3% |
57% |
False |
False |
59 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.2% |
0.0035 |
0.3% |
70% |
False |
False |
49 |
| 120 |
1.3279 |
1.2201 |
0.1078 |
8.3% |
0.0029 |
0.2% |
73% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3374 |
|
2.618 |
1.3233 |
|
1.618 |
1.3147 |
|
1.000 |
1.3094 |
|
0.618 |
1.3061 |
|
HIGH |
1.3008 |
|
0.618 |
1.2975 |
|
0.500 |
1.2965 |
|
0.382 |
1.2955 |
|
LOW |
1.2922 |
|
0.618 |
1.2869 |
|
1.000 |
1.2836 |
|
1.618 |
1.2783 |
|
2.618 |
1.2697 |
|
4.250 |
1.2557 |
|
|
| Fisher Pivots for day following 11-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2983 |
1.2976 |
| PP |
1.2974 |
1.2959 |
| S1 |
1.2965 |
1.2943 |
|