CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2968 |
1.2909 |
-0.0059 |
-0.5% |
1.3005 |
| High |
1.2992 |
1.2915 |
-0.0077 |
-0.6% |
1.3034 |
| Low |
1.2858 |
1.2785 |
-0.0073 |
-0.6% |
1.2858 |
| Close |
1.2873 |
1.2827 |
-0.0046 |
-0.4% |
1.2873 |
| Range |
0.0134 |
0.0130 |
-0.0004 |
-3.0% |
0.0176 |
| ATR |
0.0096 |
0.0099 |
0.0002 |
2.5% |
0.0000 |
| Volume |
91,645 |
71,469 |
-20,176 |
-22.0% |
273,802 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3232 |
1.3160 |
1.2899 |
|
| R3 |
1.3102 |
1.3030 |
1.2863 |
|
| R2 |
1.2972 |
1.2972 |
1.2851 |
|
| R1 |
1.2900 |
1.2900 |
1.2839 |
1.2871 |
| PP |
1.2842 |
1.2842 |
1.2842 |
1.2828 |
| S1 |
1.2770 |
1.2770 |
1.2815 |
1.2741 |
| S2 |
1.2712 |
1.2712 |
1.2803 |
|
| S3 |
1.2582 |
1.2640 |
1.2791 |
|
| S4 |
1.2452 |
1.2510 |
1.2756 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3450 |
1.3337 |
1.2970 |
|
| R3 |
1.3274 |
1.3161 |
1.2921 |
|
| R2 |
1.3098 |
1.3098 |
1.2905 |
|
| R1 |
1.2985 |
1.2985 |
1.2889 |
1.2954 |
| PP |
1.2922 |
1.2922 |
1.2922 |
1.2906 |
| S1 |
1.2809 |
1.2809 |
1.2857 |
1.2778 |
| S2 |
1.2746 |
1.2746 |
1.2841 |
|
| S3 |
1.2570 |
1.2633 |
1.2825 |
|
| S4 |
1.2394 |
1.2457 |
1.2776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3034 |
1.2785 |
0.0249 |
1.9% |
0.0100 |
0.8% |
17% |
False |
True |
69,054 |
| 10 |
1.3067 |
1.2785 |
0.0282 |
2.2% |
0.0086 |
0.7% |
15% |
False |
True |
64,228 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0111 |
0.9% |
36% |
False |
False |
75,617 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0103 |
0.8% |
36% |
False |
False |
79,251 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0105 |
0.8% |
36% |
False |
False |
72,800 |
| 80 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0105 |
0.8% |
36% |
False |
False |
54,709 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0110 |
0.9% |
57% |
False |
False |
43,804 |
| 120 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0100 |
0.8% |
57% |
False |
False |
36,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3468 |
|
2.618 |
1.3255 |
|
1.618 |
1.3125 |
|
1.000 |
1.3045 |
|
0.618 |
1.2995 |
|
HIGH |
1.2915 |
|
0.618 |
1.2865 |
|
0.500 |
1.2850 |
|
0.382 |
1.2835 |
|
LOW |
1.2785 |
|
0.618 |
1.2705 |
|
1.000 |
1.2655 |
|
1.618 |
1.2575 |
|
2.618 |
1.2445 |
|
4.250 |
1.2233 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2850 |
1.2895 |
| PP |
1.2842 |
1.2872 |
| S1 |
1.2835 |
1.2850 |
|