CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 22-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2011 |
22-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3040 |
1.3033 |
-0.0007 |
-0.1% |
1.3019 |
| High |
1.3060 |
1.3051 |
-0.0009 |
-0.1% |
1.3101 |
| Low |
1.3032 |
1.2987 |
-0.0045 |
-0.3% |
1.2916 |
| Close |
1.3042 |
1.3032 |
-0.0010 |
-0.1% |
1.3037 |
| Range |
0.0028 |
0.0064 |
0.0036 |
128.6% |
0.0185 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
109 |
99 |
-10 |
-9.2% |
556 |
|
| Daily Pivots for day following 22-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3215 |
1.3188 |
1.3067 |
|
| R3 |
1.3151 |
1.3124 |
1.3050 |
|
| R2 |
1.3087 |
1.3087 |
1.3044 |
|
| R1 |
1.3060 |
1.3060 |
1.3038 |
1.3042 |
| PP |
1.3023 |
1.3023 |
1.3023 |
1.3014 |
| S1 |
1.2996 |
1.2996 |
1.3026 |
1.2978 |
| S2 |
1.2959 |
1.2959 |
1.3020 |
|
| S3 |
1.2895 |
1.2932 |
1.3014 |
|
| S4 |
1.2831 |
1.2868 |
1.2997 |
|
|
| Weekly Pivots for week ending 18-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3573 |
1.3490 |
1.3139 |
|
| R3 |
1.3388 |
1.3305 |
1.3088 |
|
| R2 |
1.3203 |
1.3203 |
1.3071 |
|
| R1 |
1.3120 |
1.3120 |
1.3054 |
1.3162 |
| PP |
1.3018 |
1.3018 |
1.3018 |
1.3039 |
| S1 |
1.2935 |
1.2935 |
1.3020 |
1.2977 |
| S2 |
1.2833 |
1.2833 |
1.3003 |
|
| S3 |
1.2648 |
1.2750 |
1.2986 |
|
| S4 |
1.2463 |
1.2565 |
1.2935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3101 |
1.2987 |
0.0114 |
0.9% |
0.0046 |
0.3% |
39% |
False |
True |
136 |
| 10 |
1.3101 |
1.2878 |
0.0223 |
1.7% |
0.0057 |
0.4% |
69% |
False |
False |
97 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0090 |
0.7% |
63% |
False |
False |
161 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0077 |
0.6% |
63% |
False |
False |
120 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0060 |
0.5% |
63% |
False |
False |
91 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.1% |
0.0048 |
0.4% |
63% |
False |
False |
68 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.2% |
0.0039 |
0.3% |
74% |
False |
False |
55 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.2% |
0.0032 |
0.2% |
74% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3323 |
|
2.618 |
1.3219 |
|
1.618 |
1.3155 |
|
1.000 |
1.3115 |
|
0.618 |
1.3091 |
|
HIGH |
1.3051 |
|
0.618 |
1.3027 |
|
0.500 |
1.3019 |
|
0.382 |
1.3011 |
|
LOW |
1.2987 |
|
0.618 |
1.2947 |
|
1.000 |
1.2923 |
|
1.618 |
1.2883 |
|
2.618 |
1.2819 |
|
4.250 |
1.2715 |
|
|
| Fisher Pivots for day following 22-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3028 |
1.3044 |
| PP |
1.3023 |
1.3040 |
| S1 |
1.3019 |
1.3036 |
|