CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3171 |
1.3217 |
0.0046 |
0.3% |
1.3126 |
| High |
1.3224 |
1.3264 |
0.0040 |
0.3% |
1.3226 |
| Low |
1.3167 |
1.2582 |
-0.0585 |
-4.4% |
1.3083 |
| Close |
1.3210 |
1.2821 |
-0.0389 |
-2.9% |
1.3210 |
| Range |
0.0057 |
0.0682 |
0.0625 |
1,096.5% |
0.0143 |
| ATR |
0.0099 |
0.0140 |
0.0042 |
42.2% |
0.0000 |
| Volume |
52,887 |
351,709 |
298,822 |
565.0% |
379,440 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4935 |
1.4560 |
1.3196 |
|
| R3 |
1.4253 |
1.3878 |
1.3009 |
|
| R2 |
1.3571 |
1.3571 |
1.2946 |
|
| R1 |
1.3196 |
1.3196 |
1.2884 |
1.3043 |
| PP |
1.2889 |
1.2889 |
1.2889 |
1.2812 |
| S1 |
1.2514 |
1.2514 |
1.2758 |
1.2361 |
| S2 |
1.2207 |
1.2207 |
1.2696 |
|
| S3 |
1.1525 |
1.1832 |
1.2633 |
|
| S4 |
1.0843 |
1.1150 |
1.2446 |
|
|
| 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 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0211 |
1.6% |
35% |
True |
True |
133,913 |
| 10 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0150 |
1.2% |
35% |
True |
True |
109,472 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0121 |
0.9% |
35% |
True |
True |
95,970 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0117 |
0.9% |
35% |
True |
True |
80,163 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0112 |
0.9% |
35% |
True |
True |
53,582 |
| 80 |
1.3264 |
1.2399 |
0.0865 |
6.7% |
0.0116 |
0.9% |
49% |
True |
False |
40,246 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0104 |
0.8% |
56% |
True |
False |
32,204 |
| 120 |
1.3264 |
1.2187 |
0.1077 |
8.4% |
0.0089 |
0.7% |
59% |
True |
False |
26,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6163 |
|
2.618 |
1.5049 |
|
1.618 |
1.4367 |
|
1.000 |
1.3946 |
|
0.618 |
1.3685 |
|
HIGH |
1.3264 |
|
0.618 |
1.3003 |
|
0.500 |
1.2923 |
|
0.382 |
1.2843 |
|
LOW |
1.2582 |
|
0.618 |
1.2161 |
|
1.000 |
1.1900 |
|
1.618 |
1.1479 |
|
2.618 |
1.0797 |
|
4.250 |
0.9684 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2923 |
1.2923 |
| PP |
1.2889 |
1.2889 |
| S1 |
1.2855 |
1.2855 |
|