CME Japanese Yen Future December 2011
Trading Metrics calculated at close of trading on 22-Nov-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
Open |
1.3005 |
1.3009 |
0.0004 |
0.0% |
1.2961 |
High |
1.3034 |
1.3020 |
-0.0014 |
-0.1% |
1.3067 |
Low |
1.2994 |
1.2934 |
-0.0060 |
-0.5% |
1.2885 |
Close |
1.3004 |
1.2997 |
-0.0007 |
-0.1% |
1.3000 |
Range |
0.0040 |
0.0086 |
0.0046 |
115.0% |
0.0182 |
ATR |
0.0092 |
0.0092 |
0.0000 |
-0.5% |
0.0000 |
Volume |
57,303 |
68,191 |
10,888 |
19.0% |
297,015 |
|
Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3242 |
1.3205 |
1.3044 |
|
R3 |
1.3156 |
1.3119 |
1.3021 |
|
R2 |
1.3070 |
1.3070 |
1.3013 |
|
R1 |
1.3033 |
1.3033 |
1.3005 |
1.3009 |
PP |
1.2984 |
1.2984 |
1.2984 |
1.2971 |
S1 |
1.2947 |
1.2947 |
1.2989 |
1.2923 |
S2 |
1.2898 |
1.2898 |
1.2981 |
|
S3 |
1.2812 |
1.2861 |
1.2973 |
|
S4 |
1.2726 |
1.2775 |
1.2950 |
|
|
Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3530 |
1.3447 |
1.3100 |
|
R3 |
1.3348 |
1.3265 |
1.3050 |
|
R2 |
1.3166 |
1.3166 |
1.3033 |
|
R1 |
1.3083 |
1.3083 |
1.3017 |
1.3125 |
PP |
1.2984 |
1.2984 |
1.2984 |
1.3005 |
S1 |
1.2901 |
1.2901 |
1.2983 |
1.2943 |
S2 |
1.2802 |
1.2802 |
1.2967 |
|
S3 |
1.2620 |
1.2719 |
1.2950 |
|
S4 |
1.2438 |
1.2537 |
1.2900 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3067 |
1.2934 |
0.0133 |
1.0% |
0.0057 |
0.4% |
47% |
False |
True |
61,475 |
10 |
1.3067 |
1.2847 |
0.0220 |
1.7% |
0.0071 |
0.5% |
68% |
False |
False |
58,709 |
20 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0106 |
0.8% |
61% |
False |
False |
75,744 |
40 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0101 |
0.8% |
61% |
False |
False |
80,271 |
60 |
1.3264 |
1.2582 |
0.0682 |
5.2% |
0.0102 |
0.8% |
61% |
False |
False |
69,167 |
80 |
1.3264 |
1.2484 |
0.0780 |
6.0% |
0.0110 |
0.8% |
66% |
False |
False |
51,975 |
100 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0107 |
0.8% |
74% |
False |
False |
41,606 |
120 |
1.3264 |
1.2250 |
0.1014 |
7.8% |
0.0097 |
0.7% |
74% |
False |
False |
34,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3386 |
2.618 |
1.3245 |
1.618 |
1.3159 |
1.000 |
1.3106 |
0.618 |
1.3073 |
HIGH |
1.3020 |
0.618 |
1.2987 |
0.500 |
1.2977 |
0.382 |
1.2967 |
LOW |
1.2934 |
0.618 |
1.2881 |
1.000 |
1.2848 |
1.618 |
1.2795 |
2.618 |
1.2709 |
4.250 |
1.2569 |
|
|
Fisher Pivots for day following 22-Nov-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2990 |
1.3001 |
PP |
1.2984 |
1.2999 |
S1 |
1.2977 |
1.2998 |
|