CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 02-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2011 |
02-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2823 |
1.2774 |
-0.0049 |
-0.4% |
1.3126 |
| High |
1.2832 |
1.2841 |
0.0009 |
0.1% |
1.3226 |
| Low |
1.2667 |
1.2768 |
0.0101 |
0.8% |
1.3083 |
| Close |
1.2783 |
1.2822 |
0.0039 |
0.3% |
1.3210 |
| Range |
0.0165 |
0.0073 |
-0.0092 |
-55.8% |
0.0143 |
| ATR |
0.0142 |
0.0137 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
98,130 |
57,043 |
-41,087 |
-41.9% |
379,440 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3029 |
1.2999 |
1.2862 |
|
| R3 |
1.2956 |
1.2926 |
1.2842 |
|
| R2 |
1.2883 |
1.2883 |
1.2835 |
|
| R1 |
1.2853 |
1.2853 |
1.2829 |
1.2868 |
| PP |
1.2810 |
1.2810 |
1.2810 |
1.2818 |
| S1 |
1.2780 |
1.2780 |
1.2815 |
1.2795 |
| S2 |
1.2737 |
1.2737 |
1.2809 |
|
| S3 |
1.2664 |
1.2707 |
1.2802 |
|
| S4 |
1.2591 |
1.2634 |
1.2782 |
|
|
| 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% |
0.0217 |
1.7% |
35% |
False |
False |
130,724 |
| 10 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0166 |
1.3% |
35% |
False |
False |
111,372 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0125 |
1.0% |
35% |
False |
False |
95,616 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0116 |
0.9% |
35% |
False |
False |
83,778 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0110 |
0.9% |
35% |
False |
False |
56,158 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0115 |
0.9% |
43% |
False |
False |
42,184 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0105 |
0.8% |
56% |
False |
False |
33,755 |
| 120 |
1.3264 |
1.2187 |
0.1077 |
8.4% |
0.0091 |
0.7% |
59% |
False |
False |
28,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3151 |
|
2.618 |
1.3032 |
|
1.618 |
1.2959 |
|
1.000 |
1.2914 |
|
0.618 |
1.2886 |
|
HIGH |
1.2841 |
|
0.618 |
1.2813 |
|
0.500 |
1.2805 |
|
0.382 |
1.2796 |
|
LOW |
1.2768 |
|
0.618 |
1.2723 |
|
1.000 |
1.2695 |
|
1.618 |
1.2650 |
|
2.618 |
1.2577 |
|
4.250 |
1.2458 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2816 |
1.2923 |
| PP |
1.2810 |
1.2889 |
| S1 |
1.2805 |
1.2856 |
|