CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3032 |
1.3024 |
-0.0008 |
-0.1% |
1.3030 |
| High |
1.3056 |
1.3052 |
-0.0004 |
0.0% |
1.3120 |
| Low |
1.3020 |
1.2980 |
-0.0040 |
-0.3% |
1.2912 |
| Close |
1.3034 |
1.3023 |
-0.0011 |
-0.1% |
1.2961 |
| Range |
0.0036 |
0.0072 |
0.0036 |
100.0% |
0.0208 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
56,434 |
99,385 |
42,951 |
76.1% |
393,334 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3234 |
1.3201 |
1.3063 |
|
| R3 |
1.3162 |
1.3129 |
1.3043 |
|
| R2 |
1.3090 |
1.3090 |
1.3036 |
|
| R1 |
1.3057 |
1.3057 |
1.3030 |
1.3038 |
| PP |
1.3018 |
1.3018 |
1.3018 |
1.3009 |
| S1 |
1.2985 |
1.2985 |
1.3016 |
1.2966 |
| S2 |
1.2946 |
1.2946 |
1.3010 |
|
| S3 |
1.2874 |
1.2913 |
1.3003 |
|
| S4 |
1.2802 |
1.2841 |
1.2983 |
|
|
| 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% |
0.0081 |
0.6% |
69% |
False |
False |
86,983 |
| 10 |
1.3120 |
1.2912 |
0.0208 |
1.6% |
0.0087 |
0.7% |
53% |
False |
False |
80,997 |
| 20 |
1.3149 |
1.2912 |
0.0237 |
1.8% |
0.0095 |
0.7% |
47% |
False |
False |
83,444 |
| 40 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0100 |
0.8% |
55% |
False |
False |
58,784 |
| 60 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0112 |
0.9% |
77% |
False |
False |
39,315 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0106 |
0.8% |
83% |
False |
False |
29,509 |
| 100 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0092 |
0.7% |
83% |
False |
False |
23,614 |
| 120 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0079 |
0.6% |
84% |
False |
False |
19,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3358 |
|
2.618 |
1.3240 |
|
1.618 |
1.3168 |
|
1.000 |
1.3124 |
|
0.618 |
1.3096 |
|
HIGH |
1.3052 |
|
0.618 |
1.3024 |
|
0.500 |
1.3016 |
|
0.382 |
1.3008 |
|
LOW |
1.2980 |
|
0.618 |
1.2936 |
|
1.000 |
1.2908 |
|
1.618 |
1.2864 |
|
2.618 |
1.2792 |
|
4.250 |
1.2674 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3021 |
1.3022 |
| PP |
1.3018 |
1.3022 |
| S1 |
1.3016 |
1.3021 |
|