CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3030 |
1.3055 |
0.0025 |
0.2% |
1.2987 |
| High |
1.3073 |
1.3067 |
-0.0006 |
0.0% |
1.3086 |
| Low |
1.3023 |
1.3040 |
0.0017 |
0.1% |
1.2940 |
| Close |
1.3053 |
1.3059 |
0.0006 |
0.0% |
1.3030 |
| Range |
0.0050 |
0.0027 |
-0.0023 |
-46.0% |
0.0146 |
| ATR |
0.0098 |
0.0093 |
-0.0005 |
-5.2% |
0.0000 |
| Volume |
42,126 |
52,532 |
10,406 |
24.7% |
416,710 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3136 |
1.3125 |
1.3074 |
|
| R3 |
1.3109 |
1.3098 |
1.3066 |
|
| R2 |
1.3082 |
1.3082 |
1.3064 |
|
| R1 |
1.3071 |
1.3071 |
1.3061 |
1.3077 |
| PP |
1.3055 |
1.3055 |
1.3055 |
1.3058 |
| S1 |
1.3044 |
1.3044 |
1.3057 |
1.3050 |
| S2 |
1.3028 |
1.3028 |
1.3054 |
|
| S3 |
1.3001 |
1.3017 |
1.3052 |
|
| S4 |
1.2974 |
1.2990 |
1.3044 |
|
|
| 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 |
1.3076 |
1.2988 |
0.0088 |
0.7% |
0.0056 |
0.4% |
81% |
False |
False |
67,779 |
| 10 |
1.3114 |
1.2940 |
0.0174 |
1.3% |
0.0082 |
0.6% |
68% |
False |
False |
77,193 |
| 20 |
1.3156 |
1.2940 |
0.0216 |
1.7% |
0.0095 |
0.7% |
55% |
False |
False |
80,186 |
| 40 |
1.3180 |
1.2860 |
0.0320 |
2.5% |
0.0097 |
0.7% |
62% |
False |
False |
42,859 |
| 60 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0111 |
0.8% |
83% |
False |
False |
28,678 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0100 |
0.8% |
87% |
False |
False |
21,526 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0085 |
0.7% |
88% |
False |
False |
17,225 |
| 120 |
1.3180 |
1.2131 |
0.1049 |
8.0% |
0.0077 |
0.6% |
88% |
False |
False |
14,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3182 |
|
2.618 |
1.3138 |
|
1.618 |
1.3111 |
|
1.000 |
1.3094 |
|
0.618 |
1.3084 |
|
HIGH |
1.3067 |
|
0.618 |
1.3057 |
|
0.500 |
1.3054 |
|
0.382 |
1.3050 |
|
LOW |
1.3040 |
|
0.618 |
1.3023 |
|
1.000 |
1.3013 |
|
1.618 |
1.2996 |
|
2.618 |
1.2969 |
|
4.250 |
1.2925 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3057 |
1.3052 |
| PP |
1.3055 |
1.3044 |
| S1 |
1.3054 |
1.3037 |
|