CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3051 |
1.3030 |
-0.0021 |
-0.2% |
1.2987 |
| High |
1.3070 |
1.3073 |
0.0003 |
0.0% |
1.3086 |
| Low |
1.3000 |
1.3023 |
0.0023 |
0.2% |
1.2940 |
| Close |
1.3030 |
1.3053 |
0.0023 |
0.2% |
1.3030 |
| Range |
0.0070 |
0.0050 |
-0.0020 |
-28.6% |
0.0146 |
| ATR |
0.0101 |
0.0098 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
76,453 |
42,126 |
-34,327 |
-44.9% |
416,710 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3200 |
1.3176 |
1.3081 |
|
| R3 |
1.3150 |
1.3126 |
1.3067 |
|
| R2 |
1.3100 |
1.3100 |
1.3062 |
|
| R1 |
1.3076 |
1.3076 |
1.3058 |
1.3088 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3056 |
| S1 |
1.3026 |
1.3026 |
1.3048 |
1.3038 |
| S2 |
1.3000 |
1.3000 |
1.3044 |
|
| S3 |
1.2950 |
1.2976 |
1.3039 |
|
| S4 |
1.2900 |
1.2926 |
1.3026 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3457 |
1.3389 |
1.3110 |
|
| R3 |
1.3311 |
1.3243 |
1.3070 |
|
| R2 |
1.3165 |
1.3165 |
1.3057 |
|
| R1 |
1.3097 |
1.3097 |
1.3043 |
1.3131 |
| PP |
1.3019 |
1.3019 |
1.3019 |
1.3036 |
| S1 |
1.2951 |
1.2951 |
1.3017 |
1.2985 |
| S2 |
1.2873 |
1.2873 |
1.3003 |
|
| S3 |
1.2727 |
1.2805 |
1.2990 |
|
| S4 |
1.2581 |
1.2659 |
1.2950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3081 |
1.2988 |
0.0093 |
0.7% |
0.0065 |
0.5% |
70% |
False |
False |
73,770 |
| 10 |
1.3125 |
1.2940 |
0.0185 |
1.4% |
0.0091 |
0.7% |
61% |
False |
False |
80,836 |
| 20 |
1.3156 |
1.2940 |
0.0216 |
1.7% |
0.0098 |
0.8% |
52% |
False |
False |
79,575 |
| 40 |
1.3180 |
1.2860 |
0.0320 |
2.5% |
0.0098 |
0.7% |
60% |
False |
False |
41,549 |
| 60 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0110 |
0.8% |
82% |
False |
False |
27,804 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0101 |
0.8% |
86% |
False |
False |
20,871 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0086 |
0.7% |
87% |
False |
False |
16,700 |
| 120 |
1.3180 |
1.2085 |
0.1095 |
8.4% |
0.0077 |
0.6% |
88% |
False |
False |
13,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3286 |
|
2.618 |
1.3204 |
|
1.618 |
1.3154 |
|
1.000 |
1.3123 |
|
0.618 |
1.3104 |
|
HIGH |
1.3073 |
|
0.618 |
1.3054 |
|
0.500 |
1.3048 |
|
0.382 |
1.3042 |
|
LOW |
1.3023 |
|
0.618 |
1.2992 |
|
1.000 |
1.2973 |
|
1.618 |
1.2942 |
|
2.618 |
1.2892 |
|
4.250 |
1.2811 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3051 |
1.3048 |
| PP |
1.3050 |
1.3043 |
| S1 |
1.3048 |
1.3038 |
|