CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 15-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2011 |
15-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3019 |
1.2979 |
-0.0040 |
-0.3% |
1.2826 |
| High |
1.3050 |
1.3034 |
-0.0016 |
-0.1% |
1.3008 |
| Low |
1.3000 |
1.2916 |
-0.0084 |
-0.6% |
1.2826 |
| Close |
1.3003 |
1.3019 |
0.0016 |
0.1% |
1.2992 |
| Range |
0.0050 |
0.0118 |
0.0068 |
136.0% |
0.0182 |
| ATR |
0.0085 |
0.0088 |
0.0002 |
2.7% |
0.0000 |
| Volume |
41 |
42 |
1 |
2.4% |
354 |
|
| Daily Pivots for day following 15-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3344 |
1.3299 |
1.3084 |
|
| R3 |
1.3226 |
1.3181 |
1.3051 |
|
| R2 |
1.3108 |
1.3108 |
1.3041 |
|
| R1 |
1.3063 |
1.3063 |
1.3030 |
1.3086 |
| PP |
1.2990 |
1.2990 |
1.2990 |
1.3001 |
| S1 |
1.2945 |
1.2945 |
1.3008 |
1.2968 |
| S2 |
1.2872 |
1.2872 |
1.2997 |
|
| S3 |
1.2754 |
1.2827 |
1.2987 |
|
| S4 |
1.2636 |
1.2709 |
1.2954 |
|
|
| 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 |
1.2878 |
0.0172 |
1.3% |
0.0067 |
0.5% |
82% |
False |
False |
59 |
| 10 |
1.3050 |
1.2812 |
0.0238 |
1.8% |
0.0052 |
0.4% |
87% |
False |
False |
102 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0099 |
0.8% |
61% |
False |
False |
171 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0082 |
0.6% |
61% |
False |
False |
115 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0056 |
0.4% |
61% |
False |
False |
79 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0045 |
0.3% |
61% |
False |
False |
60 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.2% |
0.0037 |
0.3% |
72% |
False |
False |
50 |
| 120 |
1.3279 |
1.2304 |
0.0975 |
7.5% |
0.0031 |
0.2% |
73% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3536 |
|
2.618 |
1.3343 |
|
1.618 |
1.3225 |
|
1.000 |
1.3152 |
|
0.618 |
1.3107 |
|
HIGH |
1.3034 |
|
0.618 |
1.2989 |
|
0.500 |
1.2975 |
|
0.382 |
1.2961 |
|
LOW |
1.2916 |
|
0.618 |
1.2843 |
|
1.000 |
1.2798 |
|
1.618 |
1.2725 |
|
2.618 |
1.2607 |
|
4.250 |
1.2415 |
|
|
| Fisher Pivots for day following 15-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3004 |
1.3007 |
| PP |
1.2990 |
1.2995 |
| S1 |
1.2975 |
1.2983 |
|