CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 18-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2011 |
18-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3014 |
1.3035 |
0.0021 |
0.2% |
1.3019 |
| High |
1.3038 |
1.3101 |
0.0063 |
0.5% |
1.3101 |
| Low |
1.3014 |
1.3033 |
0.0019 |
0.1% |
1.2916 |
| Close |
1.3038 |
1.3037 |
-0.0001 |
0.0% |
1.3037 |
| Range |
0.0024 |
0.0068 |
0.0044 |
183.3% |
0.0185 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
178 |
44 |
-134 |
-75.3% |
556 |
|
| Daily Pivots for day following 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3261 |
1.3217 |
1.3074 |
|
| R3 |
1.3193 |
1.3149 |
1.3056 |
|
| R2 |
1.3125 |
1.3125 |
1.3049 |
|
| R1 |
1.3081 |
1.3081 |
1.3043 |
1.3103 |
| PP |
1.3057 |
1.3057 |
1.3057 |
1.3068 |
| S1 |
1.3013 |
1.3013 |
1.3031 |
1.3035 |
| S2 |
1.2989 |
1.2989 |
1.3025 |
|
| S3 |
1.2921 |
1.2945 |
1.3018 |
|
| S4 |
1.2853 |
1.2877 |
1.3000 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3573 |
1.3490 |
1.3139 |
|
| R3 |
1.3388 |
1.3305 |
1.3088 |
|
| R2 |
1.3203 |
1.3203 |
1.3071 |
|
| R1 |
1.3120 |
1.3120 |
1.3054 |
1.3162 |
| PP |
1.3018 |
1.3018 |
1.3018 |
1.3039 |
| S1 |
1.2935 |
1.2935 |
1.3020 |
1.2977 |
| S2 |
1.2833 |
1.2833 |
1.3003 |
|
| S3 |
1.2648 |
1.2750 |
1.2986 |
|
| S4 |
1.2463 |
1.2565 |
1.2935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3101 |
1.2916 |
0.0185 |
1.4% |
0.0061 |
0.5% |
65% |
True |
False |
111 |
| 10 |
1.3101 |
1.2826 |
0.0275 |
2.1% |
0.0057 |
0.4% |
77% |
True |
False |
91 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0092 |
0.7% |
64% |
False |
False |
187 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0079 |
0.6% |
64% |
False |
False |
116 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0059 |
0.4% |
64% |
False |
False |
87 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0047 |
0.4% |
64% |
False |
False |
66 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.2% |
0.0038 |
0.3% |
74% |
False |
False |
53 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.2% |
0.0032 |
0.2% |
74% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3390 |
|
2.618 |
1.3279 |
|
1.618 |
1.3211 |
|
1.000 |
1.3169 |
|
0.618 |
1.3143 |
|
HIGH |
1.3101 |
|
0.618 |
1.3075 |
|
0.500 |
1.3067 |
|
0.382 |
1.3059 |
|
LOW |
1.3033 |
|
0.618 |
1.2991 |
|
1.000 |
1.2965 |
|
1.618 |
1.2923 |
|
2.618 |
1.2855 |
|
4.250 |
1.2744 |
|
|
| Fisher Pivots for day following 18-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3067 |
1.3052 |
| PP |
1.3057 |
1.3047 |
| S1 |
1.3047 |
1.3042 |
|