CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2987 |
1.3060 |
0.0073 |
0.6% |
1.3071 |
| High |
1.3086 |
1.3081 |
-0.0005 |
0.0% |
1.3143 |
| Low |
1.2940 |
1.3005 |
0.0065 |
0.5% |
1.2965 |
| Close |
1.3063 |
1.3016 |
-0.0047 |
-0.4% |
1.2987 |
| Range |
0.0146 |
0.0076 |
-0.0070 |
-47.9% |
0.0178 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
89,984 |
82,488 |
-7,496 |
-8.3% |
450,434 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3262 |
1.3215 |
1.3058 |
|
| R3 |
1.3186 |
1.3139 |
1.3037 |
|
| R2 |
1.3110 |
1.3110 |
1.3030 |
|
| R1 |
1.3063 |
1.3063 |
1.3023 |
1.3049 |
| PP |
1.3034 |
1.3034 |
1.3034 |
1.3027 |
| S1 |
1.2987 |
1.2987 |
1.3009 |
1.2973 |
| S2 |
1.2958 |
1.2958 |
1.3002 |
|
| S3 |
1.2882 |
1.2911 |
1.2995 |
|
| S4 |
1.2806 |
1.2835 |
1.2974 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3566 |
1.3454 |
1.3085 |
|
| R3 |
1.3388 |
1.3276 |
1.3036 |
|
| R2 |
1.3210 |
1.3210 |
1.3020 |
|
| R1 |
1.3098 |
1.3098 |
1.3003 |
1.3065 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3015 |
| S1 |
1.2920 |
1.2920 |
1.2971 |
1.2887 |
| S2 |
1.2854 |
1.2854 |
1.2954 |
|
| S3 |
1.2676 |
1.2742 |
1.2938 |
|
| S4 |
1.2498 |
1.2564 |
1.2889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3114 |
1.2940 |
0.0174 |
1.3% |
0.0109 |
0.8% |
44% |
False |
False |
86,608 |
| 10 |
1.3156 |
1.2940 |
0.0216 |
1.7% |
0.0117 |
0.9% |
35% |
False |
False |
90,003 |
| 20 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0109 |
0.8% |
53% |
False |
False |
68,428 |
| 40 |
1.3180 |
1.2860 |
0.0320 |
2.5% |
0.0105 |
0.8% |
49% |
False |
False |
34,441 |
| 60 |
1.3180 |
1.2468 |
0.0712 |
5.5% |
0.0113 |
0.9% |
77% |
False |
False |
23,044 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0100 |
0.8% |
82% |
False |
False |
17,293 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0084 |
0.6% |
83% |
False |
False |
13,836 |
| 120 |
1.3180 |
1.2020 |
0.1160 |
8.9% |
0.0076 |
0.6% |
86% |
False |
False |
11,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3404 |
|
2.618 |
1.3280 |
|
1.618 |
1.3204 |
|
1.000 |
1.3157 |
|
0.618 |
1.3128 |
|
HIGH |
1.3081 |
|
0.618 |
1.3052 |
|
0.500 |
1.3043 |
|
0.382 |
1.3034 |
|
LOW |
1.3005 |
|
0.618 |
1.2958 |
|
1.000 |
1.2929 |
|
1.618 |
1.2882 |
|
2.618 |
1.2806 |
|
4.250 |
1.2682 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3043 |
1.3015 |
| PP |
1.3034 |
1.3015 |
| S1 |
1.3025 |
1.3014 |
|