CME Japanese Yen Future June 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 |
1.2898 |
1.2910 |
0.0012 |
0.1% |
1.3083 |
High |
1.2898 |
1.2910 |
0.0012 |
0.1% |
1.3083 |
Low |
1.2898 |
1.2905 |
0.0007 |
0.1% |
1.2951 |
Close |
1.2898 |
1.2905 |
0.0007 |
0.1% |
1.2951 |
Range |
0.0000 |
0.0005 |
0.0005 |
|
0.0132 |
ATR |
0.0041 |
0.0039 |
-0.0002 |
-5.1% |
0.0000 |
Volume |
3 |
0 |
-3 |
-100.0% |
1 |
|
Daily Pivots for day following 29-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2922 |
1.2918 |
1.2908 |
|
R3 |
1.2917 |
1.2913 |
1.2906 |
|
R2 |
1.2912 |
1.2912 |
1.2906 |
|
R1 |
1.2908 |
1.2908 |
1.2905 |
1.2908 |
PP |
1.2907 |
1.2907 |
1.2907 |
1.2906 |
S1 |
1.2903 |
1.2903 |
1.2905 |
1.2903 |
S2 |
1.2902 |
1.2902 |
1.2904 |
|
S3 |
1.2897 |
1.2898 |
1.2904 |
|
S4 |
1.2892 |
1.2893 |
1.2902 |
|
|
Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3391 |
1.3303 |
1.3024 |
|
R3 |
1.3259 |
1.3171 |
1.2987 |
|
R2 |
1.3127 |
1.3127 |
1.2975 |
|
R1 |
1.3039 |
1.3039 |
1.2963 |
1.3017 |
PP |
1.2995 |
1.2995 |
1.2995 |
1.2984 |
S1 |
1.2907 |
1.2907 |
1.2939 |
1.2885 |
S2 |
1.2863 |
1.2863 |
1.2927 |
|
S3 |
1.2731 |
1.2775 |
1.2915 |
|
S4 |
1.2599 |
1.2643 |
1.2878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3072 |
1.2898 |
0.0174 |
1.3% |
0.0001 |
0.0% |
4% |
False |
False |
|
10 |
1.3083 |
1.2898 |
0.0185 |
1.4% |
0.0001 |
0.0% |
4% |
False |
False |
|
20 |
1.3083 |
1.2851 |
0.0232 |
1.8% |
0.0004 |
0.0% |
23% |
False |
False |
1 |
40 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
23% |
False |
False |
1 |
60 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0005 |
0.0% |
23% |
False |
False |
2 |
80 |
1.3257 |
1.2800 |
0.0457 |
3.5% |
0.0004 |
0.0% |
23% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2931 |
2.618 |
1.2923 |
1.618 |
1.2918 |
1.000 |
1.2915 |
0.618 |
1.2913 |
HIGH |
1.2910 |
0.618 |
1.2908 |
0.500 |
1.2908 |
0.382 |
1.2907 |
LOW |
1.2905 |
0.618 |
1.2902 |
1.000 |
1.2900 |
1.618 |
1.2897 |
2.618 |
1.2892 |
4.250 |
1.2884 |
|
|
Fisher Pivots for day following 29-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2908 |
1.2925 |
PP |
1.2907 |
1.2918 |
S1 |
1.2906 |
1.2912 |
|