CME Japanese Yen Future June 2012
Trading Metrics calculated at close of trading on 09-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2011 |
09-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1.2930 |
1.2904 |
-0.0026 |
-0.2% |
1.2883 |
High |
1.2930 |
1.2904 |
-0.0026 |
-0.2% |
1.2911 |
Low |
1.2930 |
1.2904 |
-0.0026 |
-0.2% |
1.2800 |
Close |
1.2930 |
1.2904 |
-0.0026 |
-0.2% |
1.2851 |
Range |
|
|
|
|
|
ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
0 |
1 |
1 |
|
23 |
|
Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2904 |
1.2904 |
1.2904 |
|
R3 |
1.2904 |
1.2904 |
1.2904 |
|
R2 |
1.2904 |
1.2904 |
1.2904 |
|
R1 |
1.2904 |
1.2904 |
1.2904 |
1.2904 |
PP |
1.2904 |
1.2904 |
1.2904 |
1.2904 |
S1 |
1.2904 |
1.2904 |
1.2904 |
1.2904 |
S2 |
1.2904 |
1.2904 |
1.2904 |
|
S3 |
1.2904 |
1.2904 |
1.2904 |
|
S4 |
1.2904 |
1.2904 |
1.2904 |
|
|
Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3187 |
1.3130 |
1.2912 |
|
R3 |
1.3076 |
1.3019 |
1.2882 |
|
R2 |
1.2965 |
1.2965 |
1.2871 |
|
R1 |
1.2908 |
1.2908 |
1.2861 |
1.2881 |
PP |
1.2854 |
1.2854 |
1.2854 |
1.2841 |
S1 |
1.2797 |
1.2797 |
1.2841 |
1.2770 |
S2 |
1.2743 |
1.2743 |
1.2831 |
|
S3 |
1.2632 |
1.2686 |
1.2820 |
|
S4 |
1.2521 |
1.2575 |
1.2790 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2930 |
1.2851 |
0.0079 |
0.6% |
0.0013 |
0.1% |
67% |
False |
False |
|
10 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0018 |
0.1% |
23% |
False |
False |
2 |
20 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0009 |
0.1% |
23% |
False |
False |
2 |
40 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0007 |
0.1% |
23% |
False |
False |
3 |
60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
23% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2904 |
2.618 |
1.2904 |
1.618 |
1.2904 |
1.000 |
1.2904 |
0.618 |
1.2904 |
HIGH |
1.2904 |
0.618 |
1.2904 |
0.500 |
1.2904 |
0.382 |
1.2904 |
LOW |
1.2904 |
0.618 |
1.2904 |
1.000 |
1.2904 |
1.618 |
1.2904 |
2.618 |
1.2904 |
4.250 |
1.2904 |
|
|
Fisher Pivots for day following 09-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2904 |
1.2900 |
PP |
1.2904 |
1.2895 |
S1 |
1.2904 |
1.2891 |
|