CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 30-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2011 |
30-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2848 |
1.2858 |
0.0010 |
0.1% |
1.3040 |
| High |
1.2920 |
1.2963 |
0.0043 |
0.3% |
1.3060 |
| Low |
1.2812 |
1.2831 |
0.0019 |
0.1% |
1.2902 |
| Close |
1.2871 |
1.2925 |
0.0054 |
0.4% |
1.2911 |
| Range |
0.0108 |
0.0132 |
0.0024 |
22.2% |
0.0158 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
4.3% |
0.0000 |
| Volume |
347 |
5,287 |
4,940 |
1,423.6% |
748 |
|
| Daily Pivots for day following 30-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3302 |
1.3246 |
1.2998 |
|
| R3 |
1.3170 |
1.3114 |
1.2961 |
|
| R2 |
1.3038 |
1.3038 |
1.2949 |
|
| R1 |
1.2982 |
1.2982 |
1.2937 |
1.3010 |
| PP |
1.2906 |
1.2906 |
1.2906 |
1.2921 |
| S1 |
1.2850 |
1.2850 |
1.2913 |
1.2878 |
| S2 |
1.2774 |
1.2774 |
1.2901 |
|
| S3 |
1.2642 |
1.2718 |
1.2889 |
|
| S4 |
1.2510 |
1.2586 |
1.2852 |
|
|
| 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 |
1.3028 |
1.2812 |
0.0216 |
1.7% |
0.0109 |
0.8% |
52% |
False |
False |
1,348 |
| 10 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0077 |
0.6% |
39% |
False |
False |
742 |
| 20 |
1.3101 |
1.2812 |
0.0289 |
2.2% |
0.0065 |
0.5% |
39% |
False |
False |
422 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0082 |
0.6% |
47% |
False |
False |
284 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0069 |
0.5% |
47% |
False |
False |
203 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0053 |
0.4% |
47% |
False |
False |
152 |
| 100 |
1.3279 |
1.2557 |
0.0722 |
5.6% |
0.0044 |
0.3% |
51% |
False |
False |
122 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0037 |
0.3% |
62% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3524 |
|
2.618 |
1.3309 |
|
1.618 |
1.3177 |
|
1.000 |
1.3095 |
|
0.618 |
1.3045 |
|
HIGH |
1.2963 |
|
0.618 |
1.2913 |
|
0.500 |
1.2897 |
|
0.382 |
1.2881 |
|
LOW |
1.2831 |
|
0.618 |
1.2749 |
|
1.000 |
1.2699 |
|
1.618 |
1.2617 |
|
2.618 |
1.2485 |
|
4.250 |
1.2270 |
|
|
| Fisher Pivots for day following 30-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2916 |
1.2913 |
| PP |
1.2906 |
1.2900 |
| S1 |
1.2897 |
1.2888 |
|