CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 16-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2011 |
16-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2979 |
1.3010 |
0.0031 |
0.2% |
1.2826 |
| High |
1.3034 |
1.3047 |
0.0013 |
0.1% |
1.3008 |
| Low |
1.2916 |
1.3003 |
0.0087 |
0.7% |
1.2826 |
| Close |
1.3019 |
1.3038 |
0.0019 |
0.1% |
1.2992 |
| Range |
0.0118 |
0.0044 |
-0.0074 |
-62.7% |
0.0182 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
42 |
251 |
209 |
497.6% |
354 |
|
| Daily Pivots for day following 16-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3161 |
1.3144 |
1.3062 |
|
| R3 |
1.3117 |
1.3100 |
1.3050 |
|
| R2 |
1.3073 |
1.3073 |
1.3046 |
|
| R1 |
1.3056 |
1.3056 |
1.3042 |
1.3065 |
| PP |
1.3029 |
1.3029 |
1.3029 |
1.3034 |
| S1 |
1.3012 |
1.3012 |
1.3034 |
1.3021 |
| S2 |
1.2985 |
1.2985 |
1.3030 |
|
| S3 |
1.2941 |
1.2968 |
1.3026 |
|
| S4 |
1.2897 |
1.2924 |
1.3014 |
|
|
| 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 |
1.2888 |
0.0162 |
1.2% |
0.0066 |
0.5% |
93% |
False |
False |
106 |
| 10 |
1.3050 |
1.2812 |
0.0238 |
1.8% |
0.0054 |
0.4% |
95% |
False |
False |
87 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0100 |
0.8% |
64% |
False |
False |
182 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0081 |
0.6% |
64% |
False |
False |
118 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0057 |
0.4% |
64% |
False |
False |
83 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0046 |
0.4% |
64% |
False |
False |
63 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.2% |
0.0037 |
0.3% |
74% |
False |
False |
52 |
| 120 |
1.3279 |
1.2304 |
0.0975 |
7.5% |
0.0031 |
0.2% |
75% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3234 |
|
2.618 |
1.3162 |
|
1.618 |
1.3118 |
|
1.000 |
1.3091 |
|
0.618 |
1.3074 |
|
HIGH |
1.3047 |
|
0.618 |
1.3030 |
|
0.500 |
1.3025 |
|
0.382 |
1.3020 |
|
LOW |
1.3003 |
|
0.618 |
1.2976 |
|
1.000 |
1.2959 |
|
1.618 |
1.2932 |
|
2.618 |
1.2888 |
|
4.250 |
1.2816 |
|
|
| Fisher Pivots for day following 16-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3034 |
1.3020 |
| PP |
1.3029 |
1.3001 |
| S1 |
1.3025 |
1.2983 |
|