CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2951 |
1.3018 |
0.0067 |
0.5% |
1.3030 |
| High |
1.3054 |
1.3022 |
-0.0032 |
-0.2% |
1.3120 |
| Low |
1.2947 |
1.2921 |
-0.0026 |
-0.2% |
1.2912 |
| Close |
1.3022 |
1.2961 |
-0.0061 |
-0.5% |
1.2961 |
| Range |
0.0107 |
0.0101 |
-0.0006 |
-5.6% |
0.0208 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.0% |
0.0000 |
| Volume |
78,895 |
94,730 |
15,835 |
20.1% |
393,334 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3271 |
1.3217 |
1.3017 |
|
| R3 |
1.3170 |
1.3116 |
1.2989 |
|
| R2 |
1.3069 |
1.3069 |
1.2980 |
|
| R1 |
1.3015 |
1.3015 |
1.2970 |
1.2992 |
| PP |
1.2968 |
1.2968 |
1.2968 |
1.2956 |
| S1 |
1.2914 |
1.2914 |
1.2952 |
1.2891 |
| S2 |
1.2867 |
1.2867 |
1.2942 |
|
| S3 |
1.2766 |
1.2813 |
1.2933 |
|
| S4 |
1.2665 |
1.2712 |
1.2905 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3622 |
1.3499 |
1.3075 |
|
| R3 |
1.3414 |
1.3291 |
1.3018 |
|
| R2 |
1.3206 |
1.3206 |
1.2999 |
|
| R1 |
1.3083 |
1.3083 |
1.2980 |
1.3041 |
| PP |
1.2998 |
1.2998 |
1.2998 |
1.2976 |
| S1 |
1.2875 |
1.2875 |
1.2942 |
1.2833 |
| S2 |
1.2790 |
1.2790 |
1.2923 |
|
| S3 |
1.2582 |
1.2667 |
1.2904 |
|
| S4 |
1.2374 |
1.2459 |
1.2847 |
|
|
| 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% |
0.0099 |
0.8% |
24% |
False |
False |
78,666 |
| 10 |
1.3120 |
1.2912 |
0.0208 |
1.6% |
0.0092 |
0.7% |
24% |
False |
False |
81,004 |
| 20 |
1.3156 |
1.2912 |
0.0244 |
1.9% |
0.0102 |
0.8% |
20% |
False |
False |
84,019 |
| 40 |
1.3180 |
1.2860 |
0.0320 |
2.5% |
0.0104 |
0.8% |
32% |
False |
False |
50,308 |
| 60 |
1.3180 |
1.2484 |
0.0696 |
5.4% |
0.0114 |
0.9% |
69% |
False |
False |
33,654 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.2% |
0.0104 |
0.8% |
76% |
False |
False |
25,259 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.7% |
0.0089 |
0.7% |
78% |
False |
False |
20,212 |
| 120 |
1.3180 |
1.2131 |
0.1049 |
8.1% |
0.0080 |
0.6% |
79% |
False |
False |
16,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3451 |
|
2.618 |
1.3286 |
|
1.618 |
1.3185 |
|
1.000 |
1.3123 |
|
0.618 |
1.3084 |
|
HIGH |
1.3022 |
|
0.618 |
1.2983 |
|
0.500 |
1.2972 |
|
0.382 |
1.2960 |
|
LOW |
1.2921 |
|
0.618 |
1.2859 |
|
1.000 |
1.2820 |
|
1.618 |
1.2758 |
|
2.618 |
1.2657 |
|
4.250 |
1.2492 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2972 |
1.3016 |
| PP |
1.2968 |
1.2998 |
| S1 |
1.2965 |
1.2979 |
|