CME Japanese Yen Future December 2011
| 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 |
1.2818 |
1.2872 |
0.0054 |
0.4% |
1.3217 |
| High |
1.2897 |
1.2905 |
0.0008 |
0.1% |
1.3264 |
| Low |
1.2814 |
1.2847 |
0.0033 |
0.3% |
1.2582 |
| Close |
1.2878 |
1.2854 |
-0.0024 |
-0.2% |
1.2802 |
| Range |
0.0083 |
0.0058 |
-0.0025 |
-30.1% |
0.0682 |
| ATR |
0.0116 |
0.0112 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
61,892 |
55,100 |
-6,792 |
-11.0% |
599,469 |
|
| Daily Pivots for day following 09-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3043 |
1.3006 |
1.2886 |
|
| R3 |
1.2985 |
1.2948 |
1.2870 |
|
| R2 |
1.2927 |
1.2927 |
1.2865 |
|
| R1 |
1.2890 |
1.2890 |
1.2859 |
1.2880 |
| PP |
1.2869 |
1.2869 |
1.2869 |
1.2863 |
| S1 |
1.2832 |
1.2832 |
1.2849 |
1.2822 |
| S2 |
1.2811 |
1.2811 |
1.2843 |
|
| S3 |
1.2753 |
1.2774 |
1.2838 |
|
| S4 |
1.2695 |
1.2716 |
1.2822 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4929 |
1.4547 |
1.3177 |
|
| R3 |
1.4247 |
1.3865 |
1.2990 |
|
| R2 |
1.3565 |
1.3565 |
1.2927 |
|
| R1 |
1.3183 |
1.3183 |
1.2865 |
1.3033 |
| PP |
1.2883 |
1.2883 |
1.2883 |
1.2808 |
| S1 |
1.2501 |
1.2501 |
1.2739 |
1.2351 |
| S2 |
1.2201 |
1.2201 |
1.2677 |
|
| S3 |
1.1519 |
1.1819 |
1.2614 |
|
| S4 |
1.0837 |
1.1137 |
1.2427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2905 |
1.2784 |
0.0121 |
0.9% |
0.0054 |
0.4% |
58% |
True |
False |
50,741 |
| 10 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0136 |
1.1% |
40% |
False |
False |
90,733 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0118 |
0.9% |
40% |
False |
False |
89,092 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0110 |
0.9% |
40% |
False |
False |
86,277 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0107 |
0.8% |
40% |
False |
False |
60,351 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0114 |
0.9% |
47% |
False |
False |
45,345 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0105 |
0.8% |
60% |
False |
False |
36,290 |
| 120 |
1.3264 |
1.2187 |
0.1077 |
8.4% |
0.0092 |
0.7% |
62% |
False |
False |
30,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3152 |
|
2.618 |
1.3057 |
|
1.618 |
1.2999 |
|
1.000 |
1.2963 |
|
0.618 |
1.2941 |
|
HIGH |
1.2905 |
|
0.618 |
1.2883 |
|
0.500 |
1.2876 |
|
0.382 |
1.2869 |
|
LOW |
1.2847 |
|
0.618 |
1.2811 |
|
1.000 |
1.2789 |
|
1.618 |
1.2753 |
|
2.618 |
1.2695 |
|
4.250 |
1.2601 |
|
|
| Fisher Pivots for day following 09-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2876 |
1.2854 |
| PP |
1.2869 |
1.2853 |
| S1 |
1.2861 |
1.2853 |
|