CME Japanese Yen Future June 2012
Trading Metrics calculated at close of trading on 11-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2011 |
11-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1.2944 |
1.3021 |
0.0077 |
0.6% |
1.2851 |
High |
1.2944 |
1.3021 |
0.0077 |
0.6% |
1.3021 |
Low |
1.2944 |
1.3021 |
0.0077 |
0.6% |
1.2851 |
Close |
1.2944 |
1.3021 |
0.0077 |
0.6% |
1.3021 |
Range |
|
|
|
|
|
ATR |
0.0054 |
0.0055 |
0.0002 |
3.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3021 |
1.3021 |
1.3021 |
|
R3 |
1.3021 |
1.3021 |
1.3021 |
|
R2 |
1.3021 |
1.3021 |
1.3021 |
|
R1 |
1.3021 |
1.3021 |
1.3021 |
1.3021 |
PP |
1.3021 |
1.3021 |
1.3021 |
1.3021 |
S1 |
1.3021 |
1.3021 |
1.3021 |
1.3021 |
S2 |
1.3021 |
1.3021 |
1.3021 |
|
S3 |
1.3021 |
1.3021 |
1.3021 |
|
S4 |
1.3021 |
1.3021 |
1.3021 |
|
|
Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3474 |
1.3418 |
1.3115 |
|
R3 |
1.3304 |
1.3248 |
1.3068 |
|
R2 |
1.3134 |
1.3134 |
1.3052 |
|
R1 |
1.3078 |
1.3078 |
1.3037 |
1.3106 |
PP |
1.2964 |
1.2964 |
1.2964 |
1.2979 |
S1 |
1.2908 |
1.2908 |
1.3005 |
1.2936 |
S2 |
1.2794 |
1.2794 |
1.2990 |
|
S3 |
1.2624 |
1.2738 |
1.2974 |
|
S4 |
1.2454 |
1.2568 |
1.2928 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3021 |
1.2851 |
0.0170 |
1.3% |
0.0004 |
0.0% |
100% |
True |
False |
|
10 |
1.3021 |
1.2800 |
0.0221 |
1.7% |
0.0018 |
0.1% |
100% |
True |
False |
2 |
20 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0009 |
0.1% |
48% |
False |
False |
2 |
40 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0006 |
0.0% |
48% |
False |
False |
3 |
60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
48% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3021 |
2.618 |
1.3021 |
1.618 |
1.3021 |
1.000 |
1.3021 |
0.618 |
1.3021 |
HIGH |
1.3021 |
0.618 |
1.3021 |
0.500 |
1.3021 |
0.382 |
1.3021 |
LOW |
1.3021 |
0.618 |
1.3021 |
1.000 |
1.3021 |
1.618 |
1.3021 |
2.618 |
1.3021 |
4.250 |
1.3021 |
|
|
Fisher Pivots for day following 11-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3021 |
1.3002 |
PP |
1.3021 |
1.2982 |
S1 |
1.3021 |
1.2963 |
|