CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3022 |
1.3032 |
0.0010 |
0.1% |
1.3030 |
| High |
1.3062 |
1.3056 |
-0.0006 |
0.0% |
1.3120 |
| Low |
1.3012 |
1.3020 |
0.0008 |
0.1% |
1.2912 |
| Close |
1.3039 |
1.3034 |
-0.0005 |
0.0% |
1.2961 |
| Range |
0.0050 |
0.0036 |
-0.0014 |
-28.0% |
0.0208 |
| ATR |
0.0101 |
0.0096 |
-0.0005 |
-4.6% |
0.0000 |
| Volume |
79,738 |
56,434 |
-23,304 |
-29.2% |
393,334 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3145 |
1.3125 |
1.3054 |
|
| R3 |
1.3109 |
1.3089 |
1.3044 |
|
| R2 |
1.3073 |
1.3073 |
1.3041 |
|
| R1 |
1.3053 |
1.3053 |
1.3037 |
1.3063 |
| PP |
1.3037 |
1.3037 |
1.3037 |
1.3042 |
| S1 |
1.3017 |
1.3017 |
1.3031 |
1.3027 |
| S2 |
1.3001 |
1.3001 |
1.3027 |
|
| S3 |
1.2965 |
1.2981 |
1.3024 |
|
| S4 |
1.2929 |
1.2945 |
1.3014 |
|
|
| 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 |
1.3068 |
1.2921 |
0.0147 |
1.1% |
0.0088 |
0.7% |
77% |
False |
False |
82,885 |
| 10 |
1.3120 |
1.2912 |
0.0208 |
1.6% |
0.0085 |
0.6% |
59% |
False |
False |
79,860 |
| 20 |
1.3156 |
1.2912 |
0.0244 |
1.9% |
0.0099 |
0.8% |
50% |
False |
False |
84,235 |
| 40 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0101 |
0.8% |
59% |
False |
False |
56,307 |
| 60 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0112 |
0.9% |
79% |
False |
False |
37,662 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0105 |
0.8% |
84% |
False |
False |
28,268 |
| 100 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0091 |
0.7% |
84% |
False |
False |
22,620 |
| 120 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0080 |
0.6% |
85% |
False |
False |
18,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3209 |
|
2.618 |
1.3150 |
|
1.618 |
1.3114 |
|
1.000 |
1.3092 |
|
0.618 |
1.3078 |
|
HIGH |
1.3056 |
|
0.618 |
1.3042 |
|
0.500 |
1.3038 |
|
0.382 |
1.3034 |
|
LOW |
1.3020 |
|
0.618 |
1.2998 |
|
1.000 |
1.2984 |
|
1.618 |
1.2962 |
|
2.618 |
1.2926 |
|
4.250 |
1.2867 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3038 |
1.3021 |
| PP |
1.3037 |
1.3008 |
| S1 |
1.3035 |
1.2995 |
|