CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3055 |
1.3055 |
0.0000 |
0.0% |
1.2987 |
| High |
1.3067 |
1.3120 |
0.0053 |
0.4% |
1.3086 |
| Low |
1.3040 |
1.2912 |
-0.0128 |
-1.0% |
1.2940 |
| Close |
1.3059 |
1.2947 |
-0.0112 |
-0.9% |
1.3030 |
| Range |
0.0027 |
0.0208 |
0.0181 |
670.4% |
0.0146 |
| ATR |
0.0093 |
0.0101 |
0.0008 |
8.9% |
0.0000 |
| Volume |
52,532 |
125,051 |
72,519 |
138.0% |
416,710 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3617 |
1.3490 |
1.3061 |
|
| R3 |
1.3409 |
1.3282 |
1.3004 |
|
| R2 |
1.3201 |
1.3201 |
1.2985 |
|
| R1 |
1.3074 |
1.3074 |
1.2966 |
1.3034 |
| PP |
1.2993 |
1.2993 |
1.2993 |
1.2973 |
| S1 |
1.2866 |
1.2866 |
1.2928 |
1.2826 |
| S2 |
1.2785 |
1.2785 |
1.2909 |
|
| S3 |
1.2577 |
1.2658 |
1.2890 |
|
| S4 |
1.2369 |
1.2450 |
1.2833 |
|
|
| 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 |
1.3120 |
1.2912 |
0.0208 |
1.6% |
0.0081 |
0.6% |
17% |
True |
True |
76,836 |
| 10 |
1.3120 |
1.2912 |
0.0208 |
1.6% |
0.0094 |
0.7% |
17% |
True |
True |
81,595 |
| 20 |
1.3156 |
1.2912 |
0.0244 |
1.9% |
0.0101 |
0.8% |
14% |
False |
True |
83,462 |
| 40 |
1.3180 |
1.2860 |
0.0320 |
2.5% |
0.0101 |
0.8% |
27% |
False |
False |
45,980 |
| 60 |
1.3180 |
1.2484 |
0.0696 |
5.4% |
0.0113 |
0.9% |
67% |
False |
False |
30,762 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0102 |
0.8% |
75% |
False |
False |
23,089 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.7% |
0.0087 |
0.7% |
77% |
False |
False |
18,476 |
| 120 |
1.3180 |
1.2131 |
0.1049 |
8.1% |
0.0079 |
0.6% |
78% |
False |
False |
15,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4004 |
|
2.618 |
1.3665 |
|
1.618 |
1.3457 |
|
1.000 |
1.3328 |
|
0.618 |
1.3249 |
|
HIGH |
1.3120 |
|
0.618 |
1.3041 |
|
0.500 |
1.3016 |
|
0.382 |
1.2991 |
|
LOW |
1.2912 |
|
0.618 |
1.2783 |
|
1.000 |
1.2704 |
|
1.618 |
1.2575 |
|
2.618 |
1.2367 |
|
4.250 |
1.2028 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3016 |
1.3016 |
| PP |
1.2993 |
1.2993 |
| S1 |
1.2970 |
1.2970 |
|