CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 28-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2011 |
28-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3002 |
1.2922 |
-0.0080 |
-0.6% |
1.3040 |
| High |
1.3022 |
1.2933 |
-0.0089 |
-0.7% |
1.3060 |
| Low |
1.2902 |
1.2826 |
-0.0076 |
-0.6% |
1.2902 |
| Close |
1.2911 |
1.2861 |
-0.0050 |
-0.4% |
1.2911 |
| Range |
0.0120 |
0.0107 |
-0.0013 |
-10.8% |
0.0158 |
| ATR |
0.0078 |
0.0081 |
0.0002 |
2.6% |
0.0000 |
| Volume |
337 |
568 |
231 |
68.5% |
748 |
|
| Daily Pivots for day following 28-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3194 |
1.3135 |
1.2920 |
|
| R3 |
1.3087 |
1.3028 |
1.2890 |
|
| R2 |
1.2980 |
1.2980 |
1.2881 |
|
| R1 |
1.2921 |
1.2921 |
1.2871 |
1.2897 |
| PP |
1.2873 |
1.2873 |
1.2873 |
1.2862 |
| S1 |
1.2814 |
1.2814 |
1.2851 |
1.2790 |
| S2 |
1.2766 |
1.2766 |
1.2841 |
|
| S3 |
1.2659 |
1.2707 |
1.2832 |
|
| S4 |
1.2552 |
1.2600 |
1.2802 |
|
|
| 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 |
1.3060 |
1.2826 |
0.0234 |
1.8% |
0.0079 |
0.6% |
15% |
False |
True |
263 |
| 10 |
1.3101 |
1.2826 |
0.0275 |
2.1% |
0.0070 |
0.5% |
13% |
False |
True |
187 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0094 |
0.7% |
38% |
False |
False |
205 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0080 |
0.6% |
38% |
False |
False |
146 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0065 |
0.5% |
38% |
False |
False |
109 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0051 |
0.4% |
38% |
False |
False |
82 |
| 100 |
1.3279 |
1.2391 |
0.0888 |
6.9% |
0.0042 |
0.3% |
53% |
False |
False |
66 |
| 120 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0035 |
0.3% |
56% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3388 |
|
2.618 |
1.3213 |
|
1.618 |
1.3106 |
|
1.000 |
1.3040 |
|
0.618 |
1.2999 |
|
HIGH |
1.2933 |
|
0.618 |
1.2892 |
|
0.500 |
1.2880 |
|
0.382 |
1.2867 |
|
LOW |
1.2826 |
|
0.618 |
1.2760 |
|
1.000 |
1.2719 |
|
1.618 |
1.2653 |
|
2.618 |
1.2546 |
|
4.250 |
1.2371 |
|
|
| Fisher Pivots for day following 28-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2880 |
1.2927 |
| PP |
1.2873 |
1.2905 |
| S1 |
1.2867 |
1.2883 |
|