CME Japanese Yen Future June 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 |
1.3076 |
1.3083 |
0.0007 |
0.1% |
1.3032 |
High |
1.3076 |
1.3083 |
0.0007 |
0.1% |
1.3080 |
Low |
1.3076 |
1.3083 |
0.0007 |
0.1% |
1.3032 |
Close |
1.3076 |
1.3083 |
0.0007 |
0.1% |
1.3076 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0039 |
-0.0002 |
-6.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3083 |
1.3083 |
1.3083 |
|
R3 |
1.3083 |
1.3083 |
1.3083 |
|
R2 |
1.3083 |
1.3083 |
1.3083 |
|
R1 |
1.3083 |
1.3083 |
1.3083 |
1.3083 |
PP |
1.3083 |
1.3083 |
1.3083 |
1.3083 |
S1 |
1.3083 |
1.3083 |
1.3083 |
1.3083 |
S2 |
1.3083 |
1.3083 |
1.3083 |
|
S3 |
1.3083 |
1.3083 |
1.3083 |
|
S4 |
1.3083 |
1.3083 |
1.3083 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3207 |
1.3189 |
1.3102 |
|
R3 |
1.3159 |
1.3141 |
1.3089 |
|
R2 |
1.3111 |
1.3111 |
1.3085 |
|
R1 |
1.3093 |
1.3093 |
1.3080 |
1.3102 |
PP |
1.3063 |
1.3063 |
1.3063 |
1.3067 |
S1 |
1.3045 |
1.3045 |
1.3072 |
1.3054 |
S2 |
1.3015 |
1.3015 |
1.3067 |
|
S3 |
1.2967 |
1.2997 |
1.3063 |
|
S4 |
1.2919 |
1.2949 |
1.3050 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3083 |
1.3053 |
0.0030 |
0.2% |
0.0001 |
0.0% |
100% |
True |
False |
|
10 |
1.3083 |
1.2904 |
0.0179 |
1.4% |
0.0001 |
0.0% |
100% |
True |
False |
|
20 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0009 |
0.1% |
62% |
False |
False |
1 |
40 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0006 |
0.0% |
62% |
False |
False |
1 |
60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
62% |
False |
False |
2 |
80 |
1.3257 |
1.2704 |
0.0553 |
4.2% |
0.0004 |
0.0% |
69% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3083 |
2.618 |
1.3083 |
1.618 |
1.3083 |
1.000 |
1.3083 |
0.618 |
1.3083 |
HIGH |
1.3083 |
0.618 |
1.3083 |
0.500 |
1.3083 |
0.382 |
1.3083 |
LOW |
1.3083 |
0.618 |
1.3083 |
1.000 |
1.3083 |
1.618 |
1.3083 |
2.618 |
1.3083 |
4.250 |
1.3083 |
|
|
Fisher Pivots for day following 21-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3083 |
1.3082 |
PP |
1.3083 |
1.3081 |
S1 |
1.3083 |
1.3080 |
|