CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3148 |
1.3152 |
0.0004 |
0.0% |
1.2978 |
| High |
1.3214 |
1.3219 |
0.0005 |
0.0% |
1.3216 |
| Low |
1.3115 |
1.3112 |
-0.0003 |
0.0% |
1.2921 |
| Close |
1.3181 |
1.3139 |
-0.0042 |
-0.3% |
1.3150 |
| Range |
0.0099 |
0.0107 |
0.0008 |
8.1% |
0.0295 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.4% |
0.0000 |
| Volume |
95,550 |
75,569 |
-19,981 |
-20.9% |
468,205 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3478 |
1.3415 |
1.3198 |
|
| R3 |
1.3371 |
1.3308 |
1.3168 |
|
| R2 |
1.3264 |
1.3264 |
1.3159 |
|
| R1 |
1.3201 |
1.3201 |
1.3149 |
1.3179 |
| PP |
1.3157 |
1.3157 |
1.3157 |
1.3146 |
| S1 |
1.3094 |
1.3094 |
1.3129 |
1.3072 |
| S2 |
1.3050 |
1.3050 |
1.3119 |
|
| S3 |
1.2943 |
1.2987 |
1.3110 |
|
| S4 |
1.2836 |
1.2880 |
1.3080 |
|
|
| 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 |
1.3219 |
1.2980 |
0.0239 |
1.8% |
0.0114 |
0.9% |
67% |
True |
False |
92,020 |
| 10 |
1.3219 |
1.2921 |
0.0298 |
2.3% |
0.0101 |
0.8% |
73% |
True |
False |
87,452 |
| 20 |
1.3219 |
1.2912 |
0.0307 |
2.3% |
0.0097 |
0.7% |
74% |
True |
False |
84,524 |
| 40 |
1.3219 |
1.2860 |
0.0359 |
2.7% |
0.0102 |
0.8% |
78% |
True |
False |
67,762 |
| 60 |
1.3219 |
1.2484 |
0.0735 |
5.6% |
0.0110 |
0.8% |
89% |
True |
False |
45,305 |
| 80 |
1.3219 |
1.2250 |
0.0969 |
7.4% |
0.0108 |
0.8% |
92% |
True |
False |
34,016 |
| 100 |
1.3219 |
1.2250 |
0.0969 |
7.4% |
0.0096 |
0.7% |
92% |
True |
False |
27,220 |
| 120 |
1.3219 |
1.2187 |
0.1032 |
7.9% |
0.0082 |
0.6% |
92% |
True |
False |
22,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3674 |
|
2.618 |
1.3499 |
|
1.618 |
1.3392 |
|
1.000 |
1.3326 |
|
0.618 |
1.3285 |
|
HIGH |
1.3219 |
|
0.618 |
1.3178 |
|
0.500 |
1.3166 |
|
0.382 |
1.3153 |
|
LOW |
1.3112 |
|
0.618 |
1.3046 |
|
1.000 |
1.3005 |
|
1.618 |
1.2939 |
|
2.618 |
1.2832 |
|
4.250 |
1.2657 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3166 |
1.3151 |
| PP |
1.3157 |
1.3147 |
| S1 |
1.3148 |
1.3143 |
|