CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 21-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2011 |
21-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3035 |
1.3040 |
0.0005 |
0.0% |
1.3019 |
| High |
1.3101 |
1.3060 |
-0.0041 |
-0.3% |
1.3101 |
| Low |
1.3033 |
1.3032 |
-0.0001 |
0.0% |
1.2916 |
| Close |
1.3037 |
1.3042 |
0.0005 |
0.0% |
1.3037 |
| Range |
0.0068 |
0.0028 |
-0.0040 |
-58.8% |
0.0185 |
| ATR |
0.0079 |
0.0076 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
44 |
109 |
65 |
147.7% |
556 |
|
| Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3129 |
1.3113 |
1.3057 |
|
| R3 |
1.3101 |
1.3085 |
1.3050 |
|
| R2 |
1.3073 |
1.3073 |
1.3047 |
|
| R1 |
1.3057 |
1.3057 |
1.3045 |
1.3065 |
| PP |
1.3045 |
1.3045 |
1.3045 |
1.3049 |
| S1 |
1.3029 |
1.3029 |
1.3039 |
1.3037 |
| S2 |
1.3017 |
1.3017 |
1.3037 |
|
| S3 |
1.2989 |
1.3001 |
1.3034 |
|
| S4 |
1.2961 |
1.2973 |
1.3027 |
|
|
| 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% |
0.0056 |
0.4% |
68% |
False |
False |
124 |
| 10 |
1.3101 |
1.2843 |
0.0258 |
2.0% |
0.0057 |
0.4% |
77% |
False |
False |
96 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0090 |
0.7% |
65% |
False |
False |
164 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0078 |
0.6% |
65% |
False |
False |
118 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0059 |
0.5% |
65% |
False |
False |
89 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0047 |
0.4% |
65% |
False |
False |
67 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.2% |
0.0038 |
0.3% |
75% |
False |
False |
54 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.2% |
0.0032 |
0.2% |
75% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3179 |
|
2.618 |
1.3133 |
|
1.618 |
1.3105 |
|
1.000 |
1.3088 |
|
0.618 |
1.3077 |
|
HIGH |
1.3060 |
|
0.618 |
1.3049 |
|
0.500 |
1.3046 |
|
0.382 |
1.3043 |
|
LOW |
1.3032 |
|
0.618 |
1.3015 |
|
1.000 |
1.3004 |
|
1.618 |
1.2987 |
|
2.618 |
1.2959 |
|
4.250 |
1.2913 |
|
|
| Fisher Pivots for day following 21-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3046 |
1.3058 |
| PP |
1.3045 |
1.3052 |
| S1 |
1.3043 |
1.3047 |
|