CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 07-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2011 |
07-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2844 |
1.2826 |
-0.0018 |
-0.1% |
1.3241 |
| High |
1.2850 |
1.2855 |
0.0005 |
0.0% |
1.3279 |
| Low |
1.2812 |
1.2826 |
0.0014 |
0.1% |
1.2609 |
| Close |
1.2826 |
1.2843 |
0.0017 |
0.1% |
1.2826 |
| Range |
0.0038 |
0.0029 |
-0.0009 |
-23.7% |
0.0670 |
| ATR |
0.0101 |
0.0096 |
-0.0005 |
-5.1% |
0.0000 |
| Volume |
172 |
52 |
-120 |
-69.8% |
1,881 |
|
| Daily Pivots for day following 07-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2928 |
1.2915 |
1.2859 |
|
| R3 |
1.2899 |
1.2886 |
1.2851 |
|
| R2 |
1.2870 |
1.2870 |
1.2848 |
|
| R1 |
1.2857 |
1.2857 |
1.2846 |
1.2864 |
| PP |
1.2841 |
1.2841 |
1.2841 |
1.2845 |
| S1 |
1.2828 |
1.2828 |
1.2840 |
1.2835 |
| S2 |
1.2812 |
1.2812 |
1.2838 |
|
| S3 |
1.2783 |
1.2799 |
1.2835 |
|
| S4 |
1.2754 |
1.2770 |
1.2827 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4915 |
1.4540 |
1.3195 |
|
| R3 |
1.4245 |
1.3870 |
1.3010 |
|
| R2 |
1.3575 |
1.3575 |
1.2949 |
|
| R1 |
1.3200 |
1.3200 |
1.2887 |
1.3053 |
| PP |
1.2905 |
1.2905 |
1.2905 |
1.2831 |
| S1 |
1.2530 |
1.2530 |
1.2765 |
1.2383 |
| S2 |
1.2235 |
1.2235 |
1.2703 |
|
| S3 |
1.1565 |
1.1860 |
1.2642 |
|
| S4 |
1.0895 |
1.1190 |
1.2458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2863 |
1.2694 |
0.0169 |
1.3% |
0.0056 |
0.4% |
88% |
False |
False |
382 |
| 10 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0123 |
1.0% |
35% |
False |
False |
231 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0103 |
0.8% |
35% |
False |
False |
165 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0073 |
0.6% |
35% |
False |
False |
107 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0050 |
0.4% |
35% |
False |
False |
73 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0040 |
0.3% |
35% |
False |
False |
55 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0033 |
0.3% |
54% |
False |
False |
48 |
| 120 |
1.3279 |
1.2201 |
0.1078 |
8.4% |
0.0027 |
0.2% |
60% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2978 |
|
2.618 |
1.2931 |
|
1.618 |
1.2902 |
|
1.000 |
1.2884 |
|
0.618 |
1.2873 |
|
HIGH |
1.2855 |
|
0.618 |
1.2844 |
|
0.500 |
1.2841 |
|
0.382 |
1.2837 |
|
LOW |
1.2826 |
|
0.618 |
1.2808 |
|
1.000 |
1.2797 |
|
1.618 |
1.2779 |
|
2.618 |
1.2750 |
|
4.250 |
1.2703 |
|
|
| Fisher Pivots for day following 07-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2842 |
1.2841 |
| PP |
1.2841 |
1.2839 |
| S1 |
1.2841 |
1.2838 |
|