CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 08-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2011 |
08-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2826 |
1.2843 |
0.0017 |
0.1% |
1.3241 |
| High |
1.2855 |
1.2908 |
0.0053 |
0.4% |
1.3279 |
| Low |
1.2826 |
1.2843 |
0.0017 |
0.1% |
1.2609 |
| Close |
1.2843 |
1.2903 |
0.0060 |
0.5% |
1.2826 |
| Range |
0.0029 |
0.0065 |
0.0036 |
124.1% |
0.0670 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
52 |
90 |
38 |
73.1% |
1,881 |
|
| Daily Pivots for day following 08-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3080 |
1.3056 |
1.2939 |
|
| R3 |
1.3015 |
1.2991 |
1.2921 |
|
| R2 |
1.2950 |
1.2950 |
1.2915 |
|
| R1 |
1.2926 |
1.2926 |
1.2909 |
1.2938 |
| PP |
1.2885 |
1.2885 |
1.2885 |
1.2891 |
| S1 |
1.2861 |
1.2861 |
1.2897 |
1.2873 |
| S2 |
1.2820 |
1.2820 |
1.2891 |
|
| S3 |
1.2755 |
1.2796 |
1.2885 |
|
| S4 |
1.2690 |
1.2731 |
1.2867 |
|
|
| 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 |
1.2908 |
1.2812 |
0.0096 |
0.7% |
0.0037 |
0.3% |
95% |
True |
False |
146 |
| 10 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0123 |
1.0% |
44% |
False |
False |
224 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0106 |
0.8% |
44% |
False |
False |
168 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0075 |
0.6% |
44% |
False |
False |
109 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0051 |
0.4% |
44% |
False |
False |
74 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0041 |
0.3% |
44% |
False |
False |
56 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0033 |
0.3% |
60% |
False |
False |
48 |
| 120 |
1.3279 |
1.2201 |
0.1078 |
8.4% |
0.0028 |
0.2% |
65% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3184 |
|
2.618 |
1.3078 |
|
1.618 |
1.3013 |
|
1.000 |
1.2973 |
|
0.618 |
1.2948 |
|
HIGH |
1.2908 |
|
0.618 |
1.2883 |
|
0.500 |
1.2876 |
|
0.382 |
1.2868 |
|
LOW |
1.2843 |
|
0.618 |
1.2803 |
|
1.000 |
1.2778 |
|
1.618 |
1.2738 |
|
2.618 |
1.2673 |
|
4.250 |
1.2567 |
|
|
| Fisher Pivots for day following 08-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2894 |
1.2889 |
| PP |
1.2885 |
1.2874 |
| S1 |
1.2876 |
1.2860 |
|