CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3152 |
1.3127 |
-0.0025 |
-0.2% |
1.2978 |
| High |
1.3219 |
1.3226 |
0.0007 |
0.1% |
1.3216 |
| Low |
1.3112 |
1.3118 |
0.0006 |
0.0% |
1.2921 |
| Close |
1.3139 |
1.3175 |
0.0036 |
0.3% |
1.3150 |
| Range |
0.0107 |
0.0108 |
0.0001 |
0.9% |
0.0295 |
| ATR |
0.0101 |
0.0102 |
0.0000 |
0.5% |
0.0000 |
| Volume |
75,569 |
93,854 |
18,285 |
24.2% |
468,205 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3497 |
1.3444 |
1.3234 |
|
| R3 |
1.3389 |
1.3336 |
1.3205 |
|
| R2 |
1.3281 |
1.3281 |
1.3195 |
|
| R1 |
1.3228 |
1.3228 |
1.3185 |
1.3255 |
| PP |
1.3173 |
1.3173 |
1.3173 |
1.3186 |
| S1 |
1.3120 |
1.3120 |
1.3165 |
1.3147 |
| S2 |
1.3065 |
1.3065 |
1.3155 |
|
| S3 |
1.2957 |
1.3012 |
1.3145 |
|
| S4 |
1.2849 |
1.2904 |
1.3116 |
|
|
| 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 |
1.3226 |
1.3011 |
0.0215 |
1.6% |
0.0121 |
0.9% |
76% |
True |
False |
90,914 |
| 10 |
1.3226 |
1.2921 |
0.0305 |
2.3% |
0.0101 |
0.8% |
83% |
True |
False |
88,948 |
| 20 |
1.3226 |
1.2912 |
0.0314 |
2.4% |
0.0098 |
0.7% |
84% |
True |
False |
84,889 |
| 40 |
1.3226 |
1.2860 |
0.0366 |
2.8% |
0.0103 |
0.8% |
86% |
True |
False |
70,091 |
| 60 |
1.3226 |
1.2484 |
0.0742 |
5.6% |
0.0111 |
0.8% |
93% |
True |
False |
46,862 |
| 80 |
1.3226 |
1.2250 |
0.0976 |
7.4% |
0.0110 |
0.8% |
95% |
True |
False |
35,189 |
| 100 |
1.3226 |
1.2250 |
0.0976 |
7.4% |
0.0097 |
0.7% |
95% |
True |
False |
28,158 |
| 120 |
1.3226 |
1.2187 |
0.1039 |
7.9% |
0.0083 |
0.6% |
95% |
True |
False |
23,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3685 |
|
2.618 |
1.3509 |
|
1.618 |
1.3401 |
|
1.000 |
1.3334 |
|
0.618 |
1.3293 |
|
HIGH |
1.3226 |
|
0.618 |
1.3185 |
|
0.500 |
1.3172 |
|
0.382 |
1.3159 |
|
LOW |
1.3118 |
|
0.618 |
1.3051 |
|
1.000 |
1.3010 |
|
1.618 |
1.2943 |
|
2.618 |
1.2835 |
|
4.250 |
1.2659 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3174 |
1.3173 |
| PP |
1.3173 |
1.3171 |
| S1 |
1.3172 |
1.3169 |
|