CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3029 |
1.3036 |
0.0007 |
0.1% |
1.3071 |
| High |
1.3068 |
1.3076 |
0.0008 |
0.1% |
1.3143 |
| Low |
1.2988 |
1.3025 |
0.0037 |
0.3% |
1.2965 |
| Close |
1.3049 |
1.3066 |
0.0017 |
0.1% |
1.2987 |
| Range |
0.0080 |
0.0051 |
-0.0029 |
-36.3% |
0.0178 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
79,766 |
88,019 |
8,253 |
10.3% |
450,434 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3209 |
1.3188 |
1.3094 |
|
| R3 |
1.3158 |
1.3137 |
1.3080 |
|
| R2 |
1.3107 |
1.3107 |
1.3075 |
|
| R1 |
1.3086 |
1.3086 |
1.3071 |
1.3097 |
| PP |
1.3056 |
1.3056 |
1.3056 |
1.3061 |
| S1 |
1.3035 |
1.3035 |
1.3061 |
1.3046 |
| S2 |
1.3005 |
1.3005 |
1.3057 |
|
| S3 |
1.2954 |
1.2984 |
1.3052 |
|
| S4 |
1.2903 |
1.2933 |
1.3038 |
|
|
| 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 |
1.3088 |
1.2940 |
0.0148 |
1.1% |
0.0095 |
0.7% |
85% |
False |
False |
86,648 |
| 10 |
1.3149 |
1.2940 |
0.0209 |
1.6% |
0.0102 |
0.8% |
60% |
False |
False |
85,892 |
| 20 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0106 |
0.8% |
70% |
False |
False |
75,882 |
| 40 |
1.3180 |
1.2860 |
0.0320 |
2.4% |
0.0100 |
0.8% |
64% |
False |
False |
38,617 |
| 60 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0111 |
0.8% |
84% |
False |
False |
25,835 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0100 |
0.8% |
88% |
False |
False |
19,390 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0085 |
0.7% |
89% |
False |
False |
15,514 |
| 120 |
1.3180 |
1.2082 |
0.1098 |
8.4% |
0.0077 |
0.6% |
90% |
False |
False |
12,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3293 |
|
2.618 |
1.3210 |
|
1.618 |
1.3159 |
|
1.000 |
1.3127 |
|
0.618 |
1.3108 |
|
HIGH |
1.3076 |
|
0.618 |
1.3057 |
|
0.500 |
1.3051 |
|
0.382 |
1.3044 |
|
LOW |
1.3025 |
|
0.618 |
1.2993 |
|
1.000 |
1.2974 |
|
1.618 |
1.2942 |
|
2.618 |
1.2891 |
|
4.250 |
1.2808 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3061 |
1.3056 |
| PP |
1.3056 |
1.3045 |
| S1 |
1.3051 |
1.3035 |
|