CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3126 |
1.3148 |
0.0022 |
0.2% |
1.2978 |
| High |
1.3170 |
1.3214 |
0.0044 |
0.3% |
1.3216 |
| Low |
1.3083 |
1.3115 |
0.0032 |
0.2% |
1.2921 |
| Close |
1.3158 |
1.3181 |
0.0023 |
0.2% |
1.3150 |
| Range |
0.0087 |
0.0099 |
0.0012 |
13.8% |
0.0295 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
61,580 |
95,550 |
33,970 |
55.2% |
468,205 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3467 |
1.3423 |
1.3235 |
|
| R3 |
1.3368 |
1.3324 |
1.3208 |
|
| R2 |
1.3269 |
1.3269 |
1.3199 |
|
| R1 |
1.3225 |
1.3225 |
1.3190 |
1.3247 |
| PP |
1.3170 |
1.3170 |
1.3170 |
1.3181 |
| S1 |
1.3126 |
1.3126 |
1.3172 |
1.3148 |
| S2 |
1.3071 |
1.3071 |
1.3163 |
|
| S3 |
1.2972 |
1.3027 |
1.3154 |
|
| S4 |
1.2873 |
1.2928 |
1.3127 |
|
|
| 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 |
1.2980 |
0.0236 |
1.8% |
0.0100 |
0.8% |
85% |
False |
False |
88,193 |
| 10 |
1.3216 |
1.2912 |
0.0304 |
2.3% |
0.0111 |
0.8% |
88% |
False |
False |
92,401 |
| 20 |
1.3216 |
1.2912 |
0.0304 |
2.3% |
0.0097 |
0.7% |
88% |
False |
False |
84,797 |
| 40 |
1.3216 |
1.2860 |
0.0356 |
2.7% |
0.0101 |
0.8% |
90% |
False |
False |
65,878 |
| 60 |
1.3216 |
1.2484 |
0.0732 |
5.6% |
0.0111 |
0.8% |
95% |
False |
False |
44,052 |
| 80 |
1.3216 |
1.2250 |
0.0966 |
7.3% |
0.0108 |
0.8% |
96% |
False |
False |
33,072 |
| 100 |
1.3216 |
1.2250 |
0.0966 |
7.3% |
0.0095 |
0.7% |
96% |
False |
False |
26,464 |
| 120 |
1.3216 |
1.2187 |
0.1029 |
7.8% |
0.0082 |
0.6% |
97% |
False |
False |
22,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3635 |
|
2.618 |
1.3473 |
|
1.618 |
1.3374 |
|
1.000 |
1.3313 |
|
0.618 |
1.3275 |
|
HIGH |
1.3214 |
|
0.618 |
1.3176 |
|
0.500 |
1.3165 |
|
0.382 |
1.3153 |
|
LOW |
1.3115 |
|
0.618 |
1.3054 |
|
1.000 |
1.3016 |
|
1.618 |
1.2955 |
|
2.618 |
1.2856 |
|
4.250 |
1.2694 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3176 |
1.3159 |
| PP |
1.3170 |
1.3136 |
| S1 |
1.3165 |
1.3114 |
|