CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2961 |
1.2980 |
0.0019 |
0.1% |
1.2806 |
| High |
1.3027 |
1.3011 |
-0.0016 |
-0.1% |
1.2988 |
| Low |
1.2954 |
1.2885 |
-0.0069 |
-0.5% |
1.2800 |
| Close |
1.2975 |
1.2989 |
0.0014 |
0.1% |
1.2964 |
| Range |
0.0073 |
0.0126 |
0.0053 |
72.6% |
0.0188 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.4% |
0.0000 |
| Volume |
52,523 |
62,611 |
10,088 |
19.2% |
270,604 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3340 |
1.3290 |
1.3058 |
|
| R3 |
1.3214 |
1.3164 |
1.3024 |
|
| R2 |
1.3088 |
1.3088 |
1.3012 |
|
| R1 |
1.3038 |
1.3038 |
1.3001 |
1.3063 |
| PP |
1.2962 |
1.2962 |
1.2962 |
1.2974 |
| S1 |
1.2912 |
1.2912 |
1.2977 |
1.2937 |
| S2 |
1.2836 |
1.2836 |
1.2966 |
|
| S3 |
1.2710 |
1.2786 |
1.2954 |
|
| S4 |
1.2584 |
1.2660 |
1.2920 |
|
|
| 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 |
1.2847 |
0.0180 |
1.4% |
0.0085 |
0.7% |
79% |
False |
False |
55,943 |
| 10 |
1.3027 |
1.2768 |
0.0259 |
2.0% |
0.0071 |
0.5% |
85% |
False |
False |
53,536 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0116 |
0.9% |
60% |
False |
False |
82,424 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0110 |
0.8% |
60% |
False |
False |
84,261 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0107 |
0.8% |
60% |
False |
False |
64,078 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.0% |
0.0115 |
0.9% |
65% |
False |
False |
48,149 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0108 |
0.8% |
73% |
False |
False |
38,535 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0095 |
0.7% |
73% |
False |
False |
32,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3547 |
|
2.618 |
1.3341 |
|
1.618 |
1.3215 |
|
1.000 |
1.3137 |
|
0.618 |
1.3089 |
|
HIGH |
1.3011 |
|
0.618 |
1.2963 |
|
0.500 |
1.2948 |
|
0.382 |
1.2933 |
|
LOW |
1.2885 |
|
0.618 |
1.2807 |
|
1.000 |
1.2759 |
|
1.618 |
1.2681 |
|
2.618 |
1.2555 |
|
4.250 |
1.2350 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2975 |
1.2977 |
| PP |
1.2962 |
1.2965 |
| S1 |
1.2948 |
1.2953 |
|