CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 23-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2011 |
23-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3033 |
1.3028 |
-0.0005 |
0.0% |
1.3019 |
| High |
1.3051 |
1.3028 |
-0.0023 |
-0.2% |
1.3101 |
| Low |
1.2987 |
1.2952 |
-0.0035 |
-0.3% |
1.2916 |
| Close |
1.3032 |
1.2970 |
-0.0062 |
-0.5% |
1.3037 |
| Range |
0.0064 |
0.0076 |
0.0012 |
18.8% |
0.0185 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.5% |
0.0000 |
| Volume |
99 |
203 |
104 |
105.1% |
556 |
|
| Daily Pivots for day following 23-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3211 |
1.3167 |
1.3012 |
|
| R3 |
1.3135 |
1.3091 |
1.2991 |
|
| R2 |
1.3059 |
1.3059 |
1.2984 |
|
| R1 |
1.3015 |
1.3015 |
1.2977 |
1.2999 |
| PP |
1.2983 |
1.2983 |
1.2983 |
1.2976 |
| S1 |
1.2939 |
1.2939 |
1.2963 |
1.2923 |
| S2 |
1.2907 |
1.2907 |
1.2956 |
|
| S3 |
1.2831 |
1.2863 |
1.2949 |
|
| S4 |
1.2755 |
1.2787 |
1.2928 |
|
|
| 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 |
1.2952 |
0.0149 |
1.1% |
0.0052 |
0.4% |
12% |
False |
True |
126 |
| 10 |
1.3101 |
1.2888 |
0.0213 |
1.6% |
0.0059 |
0.5% |
38% |
False |
False |
116 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0090 |
0.7% |
54% |
False |
False |
168 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0077 |
0.6% |
54% |
False |
False |
125 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0061 |
0.5% |
54% |
False |
False |
94 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0049 |
0.4% |
54% |
False |
False |
71 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0040 |
0.3% |
67% |
False |
False |
57 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0033 |
0.3% |
67% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3351 |
|
2.618 |
1.3227 |
|
1.618 |
1.3151 |
|
1.000 |
1.3104 |
|
0.618 |
1.3075 |
|
HIGH |
1.3028 |
|
0.618 |
1.2999 |
|
0.500 |
1.2990 |
|
0.382 |
1.2981 |
|
LOW |
1.2952 |
|
0.618 |
1.2905 |
|
1.000 |
1.2876 |
|
1.618 |
1.2829 |
|
2.618 |
1.2753 |
|
4.250 |
1.2629 |
|
|
| Fisher Pivots for day following 23-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2990 |
1.3006 |
| PP |
1.2983 |
1.2994 |
| S1 |
1.2977 |
1.2982 |
|