CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 17-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2011 |
17-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3010 |
1.3014 |
0.0004 |
0.0% |
1.2826 |
| High |
1.3047 |
1.3038 |
-0.0009 |
-0.1% |
1.3008 |
| Low |
1.3003 |
1.3014 |
0.0011 |
0.1% |
1.2826 |
| Close |
1.3038 |
1.3038 |
0.0000 |
0.0% |
1.2992 |
| Range |
0.0044 |
0.0024 |
-0.0020 |
-45.5% |
0.0182 |
| ATR |
0.0085 |
0.0080 |
-0.0004 |
-5.1% |
0.0000 |
| Volume |
251 |
178 |
-73 |
-29.1% |
354 |
|
| Daily Pivots for day following 17-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3102 |
1.3094 |
1.3051 |
|
| R3 |
1.3078 |
1.3070 |
1.3045 |
|
| R2 |
1.3054 |
1.3054 |
1.3042 |
|
| R1 |
1.3046 |
1.3046 |
1.3040 |
1.3050 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3032 |
| S1 |
1.3022 |
1.3022 |
1.3036 |
1.3026 |
| S2 |
1.3006 |
1.3006 |
1.3034 |
|
| S3 |
1.2982 |
1.2998 |
1.3031 |
|
| S4 |
1.2958 |
1.2974 |
1.3025 |
|
|
| 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 |
1.3050 |
1.2916 |
0.0134 |
1.0% |
0.0064 |
0.5% |
91% |
False |
False |
108 |
| 10 |
1.3050 |
1.2812 |
0.0238 |
1.8% |
0.0054 |
0.4% |
95% |
False |
False |
103 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0098 |
0.8% |
64% |
False |
False |
187 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0079 |
0.6% |
64% |
False |
False |
119 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0057 |
0.4% |
64% |
False |
False |
86 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0046 |
0.4% |
64% |
False |
False |
65 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.2% |
0.0037 |
0.3% |
74% |
False |
False |
53 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.2% |
0.0031 |
0.2% |
74% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3140 |
|
2.618 |
1.3101 |
|
1.618 |
1.3077 |
|
1.000 |
1.3062 |
|
0.618 |
1.3053 |
|
HIGH |
1.3038 |
|
0.618 |
1.3029 |
|
0.500 |
1.3026 |
|
0.382 |
1.3023 |
|
LOW |
1.3014 |
|
0.618 |
1.2999 |
|
1.000 |
1.2990 |
|
1.618 |
1.2975 |
|
2.618 |
1.2951 |
|
4.250 |
1.2912 |
|
|
| Fisher Pivots for day following 17-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3034 |
1.3019 |
| PP |
1.3030 |
1.3000 |
| S1 |
1.3026 |
1.2982 |
|