CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3024 |
1.3033 |
0.0009 |
0.1% |
1.2978 |
| High |
1.3052 |
1.3216 |
0.0164 |
1.3% |
1.3216 |
| Low |
1.2980 |
1.3011 |
0.0031 |
0.2% |
1.2921 |
| Close |
1.3023 |
1.3150 |
0.0127 |
1.0% |
1.3150 |
| Range |
0.0072 |
0.0205 |
0.0133 |
184.7% |
0.0295 |
| ATR |
0.0094 |
0.0102 |
0.0008 |
8.4% |
0.0000 |
| Volume |
99,385 |
128,019 |
28,634 |
28.8% |
468,205 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3741 |
1.3650 |
1.3263 |
|
| R3 |
1.3536 |
1.3445 |
1.3206 |
|
| R2 |
1.3331 |
1.3331 |
1.3188 |
|
| R1 |
1.3240 |
1.3240 |
1.3169 |
1.3286 |
| PP |
1.3126 |
1.3126 |
1.3126 |
1.3148 |
| S1 |
1.3035 |
1.3035 |
1.3131 |
1.3081 |
| S2 |
1.2921 |
1.2921 |
1.3112 |
|
| S3 |
1.2716 |
1.2830 |
1.3094 |
|
| S4 |
1.2511 |
1.2625 |
1.3037 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3981 |
1.3860 |
1.3312 |
|
| R3 |
1.3686 |
1.3565 |
1.3231 |
|
| R2 |
1.3391 |
1.3391 |
1.3204 |
|
| R1 |
1.3270 |
1.3270 |
1.3177 |
1.3331 |
| PP |
1.3096 |
1.3096 |
1.3096 |
1.3126 |
| S1 |
1.2975 |
1.2975 |
1.3123 |
1.3036 |
| S2 |
1.2801 |
1.2801 |
1.3096 |
|
| S3 |
1.2506 |
1.2680 |
1.3069 |
|
| S4 |
1.2211 |
1.2385 |
1.2988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3216 |
1.2921 |
0.0295 |
2.2% |
0.0102 |
0.8% |
78% |
True |
False |
93,641 |
| 10 |
1.3216 |
1.2912 |
0.0304 |
2.3% |
0.0100 |
0.8% |
78% |
True |
False |
86,153 |
| 20 |
1.3216 |
1.2912 |
0.0304 |
2.3% |
0.0098 |
0.7% |
78% |
True |
False |
86,434 |
| 40 |
1.3216 |
1.2860 |
0.0356 |
2.7% |
0.0102 |
0.8% |
81% |
True |
False |
61,975 |
| 60 |
1.3216 |
1.2484 |
0.0732 |
5.6% |
0.0115 |
0.9% |
91% |
True |
False |
41,442 |
| 80 |
1.3216 |
1.2250 |
0.0966 |
7.3% |
0.0107 |
0.8% |
93% |
True |
False |
31,109 |
| 100 |
1.3216 |
1.2250 |
0.0966 |
7.3% |
0.0093 |
0.7% |
93% |
True |
False |
24,894 |
| 120 |
1.3216 |
1.2187 |
0.1029 |
7.8% |
0.0081 |
0.6% |
94% |
True |
False |
20,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4087 |
|
2.618 |
1.3753 |
|
1.618 |
1.3548 |
|
1.000 |
1.3421 |
|
0.618 |
1.3343 |
|
HIGH |
1.3216 |
|
0.618 |
1.3138 |
|
0.500 |
1.3114 |
|
0.382 |
1.3089 |
|
LOW |
1.3011 |
|
0.618 |
1.2884 |
|
1.000 |
1.2806 |
|
1.618 |
1.2679 |
|
2.618 |
1.2474 |
|
4.250 |
1.2140 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3138 |
1.3133 |
| PP |
1.3126 |
1.3115 |
| S1 |
1.3114 |
1.3098 |
|