CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3055 |
1.2951 |
-0.0104 |
-0.8% |
1.2987 |
| High |
1.3120 |
1.3054 |
-0.0066 |
-0.5% |
1.3086 |
| Low |
1.2912 |
1.2947 |
0.0035 |
0.3% |
1.2940 |
| Close |
1.2947 |
1.3022 |
0.0075 |
0.6% |
1.3030 |
| Range |
0.0208 |
0.0107 |
-0.0101 |
-48.6% |
0.0146 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.4% |
0.0000 |
| Volume |
125,051 |
78,895 |
-46,156 |
-36.9% |
416,710 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3329 |
1.3282 |
1.3081 |
|
| R3 |
1.3222 |
1.3175 |
1.3051 |
|
| R2 |
1.3115 |
1.3115 |
1.3042 |
|
| R1 |
1.3068 |
1.3068 |
1.3032 |
1.3092 |
| PP |
1.3008 |
1.3008 |
1.3008 |
1.3019 |
| S1 |
1.2961 |
1.2961 |
1.3012 |
1.2985 |
| S2 |
1.2901 |
1.2901 |
1.3002 |
|
| S3 |
1.2794 |
1.2854 |
1.2993 |
|
| S4 |
1.2687 |
1.2747 |
1.2963 |
|
|
| 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% |
0.0092 |
0.7% |
53% |
False |
False |
75,011 |
| 10 |
1.3120 |
1.2912 |
0.0208 |
1.6% |
0.0094 |
0.7% |
53% |
False |
False |
80,829 |
| 20 |
1.3156 |
1.2912 |
0.0244 |
1.9% |
0.0100 |
0.8% |
45% |
False |
False |
83,202 |
| 40 |
1.3180 |
1.2860 |
0.0320 |
2.5% |
0.0102 |
0.8% |
51% |
False |
False |
47,948 |
| 60 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0114 |
0.9% |
77% |
False |
False |
32,076 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0104 |
0.8% |
83% |
False |
False |
24,075 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0088 |
0.7% |
84% |
False |
False |
19,265 |
| 120 |
1.3180 |
1.2131 |
0.1049 |
8.1% |
0.0079 |
0.6% |
85% |
False |
False |
16,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3509 |
|
2.618 |
1.3334 |
|
1.618 |
1.3227 |
|
1.000 |
1.3161 |
|
0.618 |
1.3120 |
|
HIGH |
1.3054 |
|
0.618 |
1.3013 |
|
0.500 |
1.3001 |
|
0.382 |
1.2988 |
|
LOW |
1.2947 |
|
0.618 |
1.2881 |
|
1.000 |
1.2840 |
|
1.618 |
1.2774 |
|
2.618 |
1.2667 |
|
4.250 |
1.2492 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3015 |
1.3020 |
| PP |
1.3008 |
1.3018 |
| S1 |
1.3001 |
1.3016 |
|