CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 10-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2011 |
10-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2909 |
1.2888 |
-0.0021 |
-0.2% |
1.3241 |
| High |
1.2930 |
1.2919 |
-0.0011 |
-0.1% |
1.3279 |
| Low |
1.2878 |
1.2888 |
0.0010 |
0.1% |
1.2609 |
| Close |
1.2882 |
1.2913 |
0.0031 |
0.2% |
1.2826 |
| Range |
0.0052 |
0.0031 |
-0.0021 |
-40.4% |
0.0670 |
| ATR |
0.0091 |
0.0087 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
13 |
167 |
154 |
1,184.6% |
1,881 |
|
| Daily Pivots for day following 10-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2987 |
1.2930 |
|
| R3 |
1.2969 |
1.2956 |
1.2922 |
|
| R2 |
1.2938 |
1.2938 |
1.2919 |
|
| R1 |
1.2925 |
1.2925 |
1.2916 |
1.2932 |
| PP |
1.2907 |
1.2907 |
1.2907 |
1.2910 |
| S1 |
1.2894 |
1.2894 |
1.2910 |
1.2901 |
| S2 |
1.2876 |
1.2876 |
1.2907 |
|
| S3 |
1.2845 |
1.2863 |
1.2904 |
|
| S4 |
1.2814 |
1.2832 |
1.2896 |
|
|
| 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 |
1.2930 |
1.2812 |
0.0118 |
0.9% |
0.0043 |
0.3% |
86% |
False |
False |
98 |
| 10 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0115 |
0.9% |
45% |
False |
False |
231 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0097 |
0.7% |
45% |
False |
False |
172 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0077 |
0.6% |
45% |
False |
False |
112 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0052 |
0.4% |
45% |
False |
False |
77 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0042 |
0.3% |
45% |
False |
False |
59 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0034 |
0.3% |
61% |
False |
False |
49 |
| 120 |
1.3279 |
1.2201 |
0.1078 |
8.3% |
0.0028 |
0.2% |
66% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3051 |
|
2.618 |
1.3000 |
|
1.618 |
1.2969 |
|
1.000 |
1.2950 |
|
0.618 |
1.2938 |
|
HIGH |
1.2919 |
|
0.618 |
1.2907 |
|
0.500 |
1.2904 |
|
0.382 |
1.2900 |
|
LOW |
1.2888 |
|
0.618 |
1.2869 |
|
1.000 |
1.2857 |
|
1.618 |
1.2838 |
|
2.618 |
1.2807 |
|
4.250 |
1.2756 |
|
|
| Fisher Pivots for day following 10-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2910 |
1.2904 |
| PP |
1.2907 |
1.2895 |
| S1 |
1.2904 |
1.2887 |
|