CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 25-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2011 |
25-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3028 |
1.3002 |
-0.0026 |
-0.2% |
1.3040 |
| High |
1.3028 |
1.3022 |
-0.0006 |
0.0% |
1.3060 |
| Low |
1.2952 |
1.2902 |
-0.0050 |
-0.4% |
1.2902 |
| Close |
1.2970 |
1.2911 |
-0.0059 |
-0.5% |
1.2911 |
| Range |
0.0076 |
0.0120 |
0.0044 |
57.9% |
0.0158 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.2% |
0.0000 |
| Volume |
203 |
337 |
134 |
66.0% |
748 |
|
| Daily Pivots for day following 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3305 |
1.3228 |
1.2977 |
|
| R3 |
1.3185 |
1.3108 |
1.2944 |
|
| R2 |
1.3065 |
1.3065 |
1.2933 |
|
| R1 |
1.2988 |
1.2988 |
1.2922 |
1.2967 |
| PP |
1.2945 |
1.2945 |
1.2945 |
1.2934 |
| S1 |
1.2868 |
1.2868 |
1.2900 |
1.2847 |
| S2 |
1.2825 |
1.2825 |
1.2889 |
|
| S3 |
1.2705 |
1.2748 |
1.2878 |
|
| S4 |
1.2585 |
1.2628 |
1.2845 |
|
|
| Weekly Pivots for week ending 25-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3432 |
1.3329 |
1.2998 |
|
| R3 |
1.3274 |
1.3171 |
1.2954 |
|
| R2 |
1.3116 |
1.3116 |
1.2940 |
|
| R1 |
1.3013 |
1.3013 |
1.2925 |
1.2986 |
| PP |
1.2958 |
1.2958 |
1.2958 |
1.2944 |
| S1 |
1.2855 |
1.2855 |
1.2897 |
1.2828 |
| S2 |
1.2800 |
1.2800 |
1.2882 |
|
| S3 |
1.2642 |
1.2697 |
1.2868 |
|
| S4 |
1.2484 |
1.2539 |
1.2824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3101 |
1.2902 |
0.0199 |
1.5% |
0.0071 |
0.6% |
5% |
False |
True |
158 |
| 10 |
1.3101 |
1.2902 |
0.0199 |
1.5% |
0.0068 |
0.5% |
5% |
False |
True |
133 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0091 |
0.7% |
45% |
False |
False |
182 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0079 |
0.6% |
45% |
False |
False |
132 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0063 |
0.5% |
45% |
False |
False |
99 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0049 |
0.4% |
45% |
False |
False |
75 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0041 |
0.3% |
61% |
False |
False |
60 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0034 |
0.3% |
61% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3532 |
|
2.618 |
1.3336 |
|
1.618 |
1.3216 |
|
1.000 |
1.3142 |
|
0.618 |
1.3096 |
|
HIGH |
1.3022 |
|
0.618 |
1.2976 |
|
0.500 |
1.2962 |
|
0.382 |
1.2948 |
|
LOW |
1.2902 |
|
0.618 |
1.2828 |
|
1.000 |
1.2782 |
|
1.618 |
1.2708 |
|
2.618 |
1.2588 |
|
4.250 |
1.2392 |
|
|
| Fisher Pivots for day following 25-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2962 |
1.2977 |
| PP |
1.2945 |
1.2955 |
| S1 |
1.2928 |
1.2933 |
|