CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 14-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2011 |
14-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2922 |
1.3019 |
0.0097 |
0.8% |
1.2826 |
| High |
1.3008 |
1.3050 |
0.0042 |
0.3% |
1.3008 |
| Low |
1.2922 |
1.3000 |
0.0078 |
0.6% |
1.2826 |
| Close |
1.2992 |
1.3003 |
0.0011 |
0.1% |
1.2992 |
| Range |
0.0086 |
0.0050 |
-0.0036 |
-41.9% |
0.0182 |
| ATR |
0.0088 |
0.0085 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
32 |
41 |
9 |
28.1% |
354 |
|
| Daily Pivots for day following 14-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3168 |
1.3135 |
1.3031 |
|
| R3 |
1.3118 |
1.3085 |
1.3017 |
|
| R2 |
1.3068 |
1.3068 |
1.3012 |
|
| R1 |
1.3035 |
1.3035 |
1.3008 |
1.3027 |
| PP |
1.3018 |
1.3018 |
1.3018 |
1.3013 |
| S1 |
1.2985 |
1.2985 |
1.2998 |
1.2977 |
| S2 |
1.2968 |
1.2968 |
1.2994 |
|
| S3 |
1.2918 |
1.2935 |
1.2989 |
|
| S4 |
1.2868 |
1.2885 |
1.2976 |
|
|
| Weekly Pivots for week ending 11-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3488 |
1.3422 |
1.3092 |
|
| R3 |
1.3306 |
1.3240 |
1.3042 |
|
| R2 |
1.3124 |
1.3124 |
1.3025 |
|
| R1 |
1.3058 |
1.3058 |
1.3009 |
1.3091 |
| PP |
1.2942 |
1.2942 |
1.2942 |
1.2959 |
| S1 |
1.2876 |
1.2876 |
1.2975 |
1.2909 |
| S2 |
1.2760 |
1.2760 |
1.2959 |
|
| S3 |
1.2578 |
1.2694 |
1.2942 |
|
| S4 |
1.2396 |
1.2512 |
1.2892 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3050 |
1.2843 |
0.0207 |
1.6% |
0.0057 |
0.4% |
77% |
True |
False |
68 |
| 10 |
1.3050 |
1.2694 |
0.0356 |
2.7% |
0.0056 |
0.4% |
87% |
True |
False |
225 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0093 |
0.7% |
59% |
False |
False |
172 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0080 |
0.6% |
59% |
False |
False |
114 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0054 |
0.4% |
59% |
False |
False |
79 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0044 |
0.3% |
59% |
False |
False |
59 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.2% |
0.0036 |
0.3% |
71% |
False |
False |
49 |
| 120 |
1.3279 |
1.2201 |
0.1078 |
8.3% |
0.0030 |
0.2% |
74% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3263 |
|
2.618 |
1.3181 |
|
1.618 |
1.3131 |
|
1.000 |
1.3100 |
|
0.618 |
1.3081 |
|
HIGH |
1.3050 |
|
0.618 |
1.3031 |
|
0.500 |
1.3025 |
|
0.382 |
1.3019 |
|
LOW |
1.3000 |
|
0.618 |
1.2969 |
|
1.000 |
1.2950 |
|
1.618 |
1.2919 |
|
2.618 |
1.2869 |
|
4.250 |
1.2788 |
|
|
| Fisher Pivots for day following 14-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3025 |
1.2992 |
| PP |
1.3018 |
1.2980 |
| S1 |
1.3010 |
1.2969 |
|