CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 29-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2011 |
29-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2922 |
1.2848 |
-0.0074 |
-0.6% |
1.3040 |
| High |
1.2933 |
1.2920 |
-0.0013 |
-0.1% |
1.3060 |
| Low |
1.2826 |
1.2812 |
-0.0014 |
-0.1% |
1.2902 |
| Close |
1.2861 |
1.2871 |
0.0010 |
0.1% |
1.2911 |
| Range |
0.0107 |
0.0108 |
0.0001 |
0.9% |
0.0158 |
| ATR |
0.0081 |
0.0082 |
0.0002 |
2.4% |
0.0000 |
| Volume |
568 |
347 |
-221 |
-38.9% |
748 |
|
| Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3192 |
1.3139 |
1.2930 |
|
| R3 |
1.3084 |
1.3031 |
1.2901 |
|
| R2 |
1.2976 |
1.2976 |
1.2891 |
|
| R1 |
1.2923 |
1.2923 |
1.2881 |
1.2950 |
| PP |
1.2868 |
1.2868 |
1.2868 |
1.2881 |
| S1 |
1.2815 |
1.2815 |
1.2861 |
1.2842 |
| S2 |
1.2760 |
1.2760 |
1.2851 |
|
| S3 |
1.2652 |
1.2707 |
1.2841 |
|
| S4 |
1.2544 |
1.2599 |
1.2812 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3432 |
1.3329 |
1.2998 |
|
| R3 |
1.3274 |
1.3171 |
1.2954 |
|
| R2 |
1.3116 |
1.3116 |
1.2940 |
|
| R1 |
1.3013 |
1.3013 |
1.2925 |
1.2986 |
| PP |
1.2958 |
1.2958 |
1.2958 |
1.2944 |
| S1 |
1.2855 |
1.2855 |
1.2897 |
1.2828 |
| S2 |
1.2800 |
1.2800 |
1.2882 |
|
| S3 |
1.2642 |
1.2697 |
1.2868 |
|
| S4 |
1.2484 |
1.2539 |
1.2824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3051 |
1.2812 |
0.0239 |
1.9% |
0.0095 |
0.7% |
25% |
False |
True |
310 |
| 10 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0076 |
0.6% |
20% |
False |
True |
217 |
| 20 |
1.3101 |
1.2694 |
0.0407 |
3.2% |
0.0066 |
0.5% |
43% |
False |
False |
221 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0079 |
0.6% |
39% |
False |
False |
153 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0067 |
0.5% |
39% |
False |
False |
115 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0052 |
0.4% |
39% |
False |
False |
86 |
| 100 |
1.3279 |
1.2514 |
0.0765 |
5.9% |
0.0043 |
0.3% |
47% |
False |
False |
69 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0036 |
0.3% |
57% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3379 |
|
2.618 |
1.3203 |
|
1.618 |
1.3095 |
|
1.000 |
1.3028 |
|
0.618 |
1.2987 |
|
HIGH |
1.2920 |
|
0.618 |
1.2879 |
|
0.500 |
1.2866 |
|
0.382 |
1.2853 |
|
LOW |
1.2812 |
|
0.618 |
1.2745 |
|
1.000 |
1.2704 |
|
1.618 |
1.2637 |
|
2.618 |
1.2529 |
|
4.250 |
1.2353 |
|
|
| Fisher Pivots for day following 29-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2869 |
1.2917 |
| PP |
1.2868 |
1.2902 |
| S1 |
1.2866 |
1.2886 |
|