CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 01-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2011 |
01-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3217 |
1.2823 |
-0.0394 |
-3.0% |
1.3126 |
| High |
1.3264 |
1.2832 |
-0.0432 |
-3.3% |
1.3226 |
| Low |
1.2582 |
1.2667 |
0.0085 |
0.7% |
1.3083 |
| Close |
1.2821 |
1.2783 |
-0.0038 |
-0.3% |
1.3210 |
| Range |
0.0682 |
0.0165 |
-0.0517 |
-75.8% |
0.0143 |
| ATR |
0.0140 |
0.0142 |
0.0002 |
1.3% |
0.0000 |
| Volume |
351,709 |
98,130 |
-253,579 |
-72.1% |
379,440 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3256 |
1.3184 |
1.2874 |
|
| R3 |
1.3091 |
1.3019 |
1.2828 |
|
| R2 |
1.2926 |
1.2926 |
1.2813 |
|
| R1 |
1.2854 |
1.2854 |
1.2798 |
1.2808 |
| PP |
1.2761 |
1.2761 |
1.2761 |
1.2737 |
| S1 |
1.2689 |
1.2689 |
1.2768 |
1.2643 |
| S2 |
1.2596 |
1.2596 |
1.2753 |
|
| S3 |
1.2431 |
1.2524 |
1.2738 |
|
| S4 |
1.2266 |
1.2359 |
1.2692 |
|
|
| 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% |
0.0224 |
1.8% |
29% |
False |
False |
134,429 |
| 10 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0162 |
1.3% |
29% |
False |
False |
111,311 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0125 |
1.0% |
29% |
False |
False |
96,752 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0117 |
0.9% |
29% |
False |
False |
82,590 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0112 |
0.9% |
29% |
False |
False |
55,211 |
| 80 |
1.3264 |
1.2468 |
0.0796 |
6.2% |
0.0116 |
0.9% |
40% |
False |
False |
41,471 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0105 |
0.8% |
53% |
False |
False |
33,185 |
| 120 |
1.3264 |
1.2187 |
0.1077 |
8.4% |
0.0091 |
0.7% |
55% |
False |
False |
27,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3533 |
|
2.618 |
1.3264 |
|
1.618 |
1.3099 |
|
1.000 |
1.2997 |
|
0.618 |
1.2934 |
|
HIGH |
1.2832 |
|
0.618 |
1.2769 |
|
0.500 |
1.2750 |
|
0.382 |
1.2730 |
|
LOW |
1.2667 |
|
0.618 |
1.2565 |
|
1.000 |
1.2502 |
|
1.618 |
1.2400 |
|
2.618 |
1.2235 |
|
4.250 |
1.1966 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2772 |
1.2923 |
| PP |
1.2761 |
1.2876 |
| S1 |
1.2750 |
1.2830 |
|