CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3127 |
1.3171 |
0.0044 |
0.3% |
1.3126 |
| High |
1.3226 |
1.3224 |
-0.0002 |
0.0% |
1.3226 |
| Low |
1.3118 |
1.3167 |
0.0049 |
0.4% |
1.3083 |
| Close |
1.3175 |
1.3210 |
0.0035 |
0.3% |
1.3210 |
| Range |
0.0108 |
0.0057 |
-0.0051 |
-47.2% |
0.0143 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
93,854 |
52,887 |
-40,967 |
-43.6% |
379,440 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3371 |
1.3348 |
1.3241 |
|
| R3 |
1.3314 |
1.3291 |
1.3226 |
|
| R2 |
1.3257 |
1.3257 |
1.3220 |
|
| R1 |
1.3234 |
1.3234 |
1.3215 |
1.3246 |
| PP |
1.3200 |
1.3200 |
1.3200 |
1.3206 |
| S1 |
1.3177 |
1.3177 |
1.3205 |
1.3189 |
| S2 |
1.3143 |
1.3143 |
1.3200 |
|
| S3 |
1.3086 |
1.3120 |
1.3194 |
|
| S4 |
1.3029 |
1.3063 |
1.3179 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3602 |
1.3549 |
1.3289 |
|
| R3 |
1.3459 |
1.3406 |
1.3249 |
|
| R2 |
1.3316 |
1.3316 |
1.3236 |
|
| R1 |
1.3263 |
1.3263 |
1.3223 |
1.3290 |
| PP |
1.3173 |
1.3173 |
1.3173 |
1.3186 |
| S1 |
1.3120 |
1.3120 |
1.3197 |
1.3147 |
| S2 |
1.3030 |
1.3030 |
1.3184 |
|
| S3 |
1.2887 |
1.2977 |
1.3171 |
|
| S4 |
1.2744 |
1.2834 |
1.3131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3226 |
1.3083 |
0.0143 |
1.1% |
0.0092 |
0.7% |
89% |
False |
False |
75,888 |
| 10 |
1.3226 |
1.2921 |
0.0305 |
2.3% |
0.0097 |
0.7% |
95% |
False |
False |
84,764 |
| 20 |
1.3226 |
1.2912 |
0.0314 |
2.4% |
0.0094 |
0.7% |
95% |
False |
False |
82,884 |
| 40 |
1.3226 |
1.2860 |
0.0366 |
2.8% |
0.0102 |
0.8% |
96% |
False |
False |
71,391 |
| 60 |
1.3226 |
1.2616 |
0.0610 |
4.6% |
0.0103 |
0.8% |
97% |
False |
False |
47,740 |
| 80 |
1.3226 |
1.2250 |
0.0976 |
7.4% |
0.0109 |
0.8% |
98% |
False |
False |
35,850 |
| 100 |
1.3226 |
1.2250 |
0.0976 |
7.4% |
0.0097 |
0.7% |
98% |
False |
False |
28,687 |
| 120 |
1.3226 |
1.2187 |
0.1039 |
7.9% |
0.0084 |
0.6% |
98% |
False |
False |
23,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3466 |
|
2.618 |
1.3373 |
|
1.618 |
1.3316 |
|
1.000 |
1.3281 |
|
0.618 |
1.3259 |
|
HIGH |
1.3224 |
|
0.618 |
1.3202 |
|
0.500 |
1.3196 |
|
0.382 |
1.3189 |
|
LOW |
1.3167 |
|
0.618 |
1.3132 |
|
1.000 |
1.3110 |
|
1.618 |
1.3075 |
|
2.618 |
1.3018 |
|
4.250 |
1.2925 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3205 |
1.3196 |
| PP |
1.3200 |
1.3183 |
| S1 |
1.3196 |
1.3169 |
|