CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2885 |
1.2961 |
0.0076 |
0.6% |
1.2806 |
| High |
1.2988 |
1.3027 |
0.0039 |
0.3% |
1.2988 |
| Low |
1.2879 |
1.2954 |
0.0075 |
0.6% |
1.2800 |
| Close |
1.2964 |
1.2975 |
0.0011 |
0.1% |
1.2964 |
| Range |
0.0109 |
0.0073 |
-0.0036 |
-33.0% |
0.0188 |
| ATR |
0.0108 |
0.0106 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
54,032 |
52,523 |
-1,509 |
-2.8% |
270,604 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3204 |
1.3163 |
1.3015 |
|
| R3 |
1.3131 |
1.3090 |
1.2995 |
|
| R2 |
1.3058 |
1.3058 |
1.2988 |
|
| R1 |
1.3017 |
1.3017 |
1.2982 |
1.3038 |
| PP |
1.2985 |
1.2985 |
1.2985 |
1.2996 |
| S1 |
1.2944 |
1.2944 |
1.2968 |
1.2965 |
| S2 |
1.2912 |
1.2912 |
1.2962 |
|
| S3 |
1.2839 |
1.2871 |
1.2955 |
|
| S4 |
1.2766 |
1.2798 |
1.2935 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3481 |
1.3411 |
1.3067 |
|
| R3 |
1.3293 |
1.3223 |
1.3016 |
|
| R2 |
1.3105 |
1.3105 |
1.2998 |
|
| R1 |
1.3035 |
1.3035 |
1.2981 |
1.3070 |
| PP |
1.2917 |
1.2917 |
1.2917 |
1.2935 |
| S1 |
1.2847 |
1.2847 |
1.2947 |
1.2882 |
| S2 |
1.2729 |
1.2729 |
1.2930 |
|
| S3 |
1.2541 |
1.2659 |
1.2912 |
|
| S4 |
1.2353 |
1.2471 |
1.2861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3027 |
1.2814 |
0.0213 |
1.6% |
0.0077 |
0.6% |
76% |
True |
False |
55,799 |
| 10 |
1.3027 |
1.2667 |
0.0360 |
2.8% |
0.0075 |
0.6% |
86% |
True |
False |
57,088 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0113 |
0.9% |
58% |
False |
False |
83,280 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0108 |
0.8% |
58% |
False |
False |
84,538 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0107 |
0.8% |
58% |
False |
False |
63,040 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.0% |
0.0114 |
0.9% |
63% |
False |
False |
47,368 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0107 |
0.8% |
71% |
False |
False |
37,909 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0094 |
0.7% |
71% |
False |
False |
31,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3337 |
|
2.618 |
1.3218 |
|
1.618 |
1.3145 |
|
1.000 |
1.3100 |
|
0.618 |
1.3072 |
|
HIGH |
1.3027 |
|
0.618 |
1.2999 |
|
0.500 |
1.2991 |
|
0.382 |
1.2982 |
|
LOW |
1.2954 |
|
0.618 |
1.2909 |
|
1.000 |
1.2881 |
|
1.618 |
1.2836 |
|
2.618 |
1.2763 |
|
4.250 |
1.2644 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2991 |
1.2963 |
| PP |
1.2985 |
1.2951 |
| S1 |
1.2980 |
1.2939 |
|