CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 05-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2011 |
05-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3060 |
1.3029 |
-0.0031 |
-0.2% |
1.3071 |
| High |
1.3081 |
1.3068 |
-0.0013 |
-0.1% |
1.3143 |
| Low |
1.3005 |
1.2988 |
-0.0017 |
-0.1% |
1.2965 |
| Close |
1.3016 |
1.3049 |
0.0033 |
0.3% |
1.2987 |
| Range |
0.0076 |
0.0080 |
0.0004 |
5.3% |
0.0178 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
82,488 |
79,766 |
-2,722 |
-3.3% |
450,434 |
|
| Daily Pivots for day following 05-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3275 |
1.3242 |
1.3093 |
|
| R3 |
1.3195 |
1.3162 |
1.3071 |
|
| R2 |
1.3115 |
1.3115 |
1.3064 |
|
| R1 |
1.3082 |
1.3082 |
1.3056 |
1.3099 |
| PP |
1.3035 |
1.3035 |
1.3035 |
1.3043 |
| S1 |
1.3002 |
1.3002 |
1.3042 |
1.3019 |
| S2 |
1.2955 |
1.2955 |
1.3034 |
|
| S3 |
1.2875 |
1.2922 |
1.3027 |
|
| S4 |
1.2795 |
1.2842 |
1.3005 |
|
|
| 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 |
1.3102 |
1.2940 |
0.0162 |
1.2% |
0.0106 |
0.8% |
67% |
False |
False |
86,354 |
| 10 |
1.3156 |
1.2940 |
0.0216 |
1.7% |
0.0114 |
0.9% |
50% |
False |
False |
88,610 |
| 20 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0108 |
0.8% |
64% |
False |
False |
71,940 |
| 40 |
1.3180 |
1.2860 |
0.0320 |
2.5% |
0.0103 |
0.8% |
59% |
False |
False |
36,429 |
| 60 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0112 |
0.9% |
81% |
False |
False |
24,373 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0101 |
0.8% |
86% |
False |
False |
18,289 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0084 |
0.6% |
87% |
False |
False |
14,634 |
| 120 |
1.3180 |
1.2028 |
0.1152 |
8.8% |
0.0077 |
0.6% |
89% |
False |
False |
12,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3408 |
|
2.618 |
1.3277 |
|
1.618 |
1.3197 |
|
1.000 |
1.3148 |
|
0.618 |
1.3117 |
|
HIGH |
1.3068 |
|
0.618 |
1.3037 |
|
0.500 |
1.3028 |
|
0.382 |
1.3019 |
|
LOW |
1.2988 |
|
0.618 |
1.2939 |
|
1.000 |
1.2908 |
|
1.618 |
1.2859 |
|
2.618 |
1.2779 |
|
4.250 |
1.2648 |
|
|
| Fisher Pivots for day following 05-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3042 |
1.3037 |
| PP |
1.3035 |
1.3025 |
| S1 |
1.3028 |
1.3013 |
|