CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2980 |
1.2989 |
0.0009 |
0.1% |
1.2806 |
| High |
1.3011 |
1.3019 |
0.0008 |
0.1% |
1.2988 |
| Low |
1.2885 |
1.2971 |
0.0086 |
0.7% |
1.2800 |
| Close |
1.2989 |
1.3005 |
0.0016 |
0.1% |
1.2964 |
| Range |
0.0126 |
0.0048 |
-0.0078 |
-61.9% |
0.0188 |
| ATR |
0.0107 |
0.0103 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
62,611 |
50,356 |
-12,255 |
-19.6% |
270,604 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3142 |
1.3122 |
1.3031 |
|
| R3 |
1.3094 |
1.3074 |
1.3018 |
|
| R2 |
1.3046 |
1.3046 |
1.3014 |
|
| R1 |
1.3026 |
1.3026 |
1.3009 |
1.3036 |
| PP |
1.2998 |
1.2998 |
1.2998 |
1.3004 |
| S1 |
1.2978 |
1.2978 |
1.3001 |
1.2988 |
| S2 |
1.2950 |
1.2950 |
1.2996 |
|
| S3 |
1.2902 |
1.2930 |
1.2992 |
|
| S4 |
1.2854 |
1.2882 |
1.2979 |
|
|
| 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 |
1.2850 |
0.0177 |
1.4% |
0.0083 |
0.6% |
88% |
False |
False |
54,994 |
| 10 |
1.3027 |
1.2784 |
0.0243 |
1.9% |
0.0069 |
0.5% |
91% |
False |
False |
52,868 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0117 |
0.9% |
62% |
False |
False |
82,120 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0108 |
0.8% |
62% |
False |
False |
83,178 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0106 |
0.8% |
62% |
False |
False |
64,911 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.0% |
0.0114 |
0.9% |
67% |
False |
False |
48,776 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0108 |
0.8% |
74% |
False |
False |
39,039 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0095 |
0.7% |
74% |
False |
False |
32,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3223 |
|
2.618 |
1.3145 |
|
1.618 |
1.3097 |
|
1.000 |
1.3067 |
|
0.618 |
1.3049 |
|
HIGH |
1.3019 |
|
0.618 |
1.3001 |
|
0.500 |
1.2995 |
|
0.382 |
1.2989 |
|
LOW |
1.2971 |
|
0.618 |
1.2941 |
|
1.000 |
1.2923 |
|
1.618 |
1.2893 |
|
2.618 |
1.2845 |
|
4.250 |
1.2767 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3002 |
1.2989 |
| PP |
1.2998 |
1.2972 |
| S1 |
1.2995 |
1.2956 |
|