CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2978 |
1.3022 |
0.0044 |
0.3% |
1.3030 |
| High |
1.3068 |
1.3062 |
-0.0006 |
0.0% |
1.3120 |
| Low |
1.2921 |
1.3012 |
0.0091 |
0.7% |
1.2912 |
| Close |
1.3029 |
1.3039 |
0.0010 |
0.1% |
1.2961 |
| Range |
0.0147 |
0.0050 |
-0.0097 |
-66.0% |
0.0208 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
104,629 |
79,738 |
-24,891 |
-23.8% |
393,334 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3188 |
1.3163 |
1.3067 |
|
| R3 |
1.3138 |
1.3113 |
1.3053 |
|
| R2 |
1.3088 |
1.3088 |
1.3048 |
|
| R1 |
1.3063 |
1.3063 |
1.3044 |
1.3076 |
| PP |
1.3038 |
1.3038 |
1.3038 |
1.3044 |
| S1 |
1.3013 |
1.3013 |
1.3034 |
1.3026 |
| S2 |
1.2988 |
1.2988 |
1.3030 |
|
| S3 |
1.2938 |
1.2963 |
1.3025 |
|
| S4 |
1.2888 |
1.2913 |
1.3012 |
|
|
| 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% |
0.0123 |
0.9% |
61% |
False |
False |
96,608 |
| 10 |
1.3120 |
1.2912 |
0.0208 |
1.6% |
0.0089 |
0.7% |
61% |
False |
False |
82,193 |
| 20 |
1.3156 |
1.2912 |
0.0244 |
1.9% |
0.0103 |
0.8% |
52% |
False |
False |
86,098 |
| 40 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0102 |
0.8% |
60% |
False |
False |
54,905 |
| 60 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0115 |
0.9% |
80% |
False |
False |
36,724 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0106 |
0.8% |
85% |
False |
False |
27,563 |
| 100 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0091 |
0.7% |
85% |
False |
False |
22,055 |
| 120 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0080 |
0.6% |
86% |
False |
False |
18,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3275 |
|
2.618 |
1.3193 |
|
1.618 |
1.3143 |
|
1.000 |
1.3112 |
|
0.618 |
1.3093 |
|
HIGH |
1.3062 |
|
0.618 |
1.3043 |
|
0.500 |
1.3037 |
|
0.382 |
1.3031 |
|
LOW |
1.3012 |
|
0.618 |
1.2981 |
|
1.000 |
1.2962 |
|
1.618 |
1.2931 |
|
2.618 |
1.2881 |
|
4.250 |
1.2800 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3038 |
1.3024 |
| PP |
1.3038 |
1.3009 |
| S1 |
1.3037 |
1.2995 |
|