CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2774 |
1.2817 |
0.0043 |
0.3% |
1.3126 |
| High |
1.2841 |
1.2849 |
0.0008 |
0.1% |
1.3226 |
| Low |
1.2768 |
1.2804 |
0.0036 |
0.3% |
1.3083 |
| Close |
1.2822 |
1.2819 |
-0.0003 |
0.0% |
1.3210 |
| Range |
0.0073 |
0.0045 |
-0.0028 |
-38.4% |
0.0143 |
| ATR |
0.0137 |
0.0131 |
-0.0007 |
-4.8% |
0.0000 |
| Volume |
57,043 |
44,053 |
-12,990 |
-22.8% |
379,440 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2959 |
1.2934 |
1.2844 |
|
| R3 |
1.2914 |
1.2889 |
1.2831 |
|
| R2 |
1.2869 |
1.2869 |
1.2827 |
|
| R1 |
1.2844 |
1.2844 |
1.2823 |
1.2857 |
| PP |
1.2824 |
1.2824 |
1.2824 |
1.2830 |
| S1 |
1.2799 |
1.2799 |
1.2815 |
1.2812 |
| S2 |
1.2779 |
1.2779 |
1.2811 |
|
| S3 |
1.2734 |
1.2754 |
1.2807 |
|
| S4 |
1.2689 |
1.2709 |
1.2794 |
|
|
| 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% |
0.0204 |
1.6% |
35% |
False |
False |
120,764 |
| 10 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0163 |
1.3% |
35% |
False |
False |
105,839 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0125 |
1.0% |
35% |
False |
False |
93,418 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0116 |
0.9% |
35% |
False |
False |
84,650 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0109 |
0.8% |
35% |
False |
False |
56,884 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0114 |
0.9% |
43% |
False |
False |
42,731 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0105 |
0.8% |
56% |
False |
False |
34,195 |
| 120 |
1.3264 |
1.2187 |
0.1077 |
8.4% |
0.0092 |
0.7% |
59% |
False |
False |
28,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3040 |
|
2.618 |
1.2967 |
|
1.618 |
1.2922 |
|
1.000 |
1.2894 |
|
0.618 |
1.2877 |
|
HIGH |
1.2849 |
|
0.618 |
1.2832 |
|
0.500 |
1.2827 |
|
0.382 |
1.2821 |
|
LOW |
1.2804 |
|
0.618 |
1.2776 |
|
1.000 |
1.2759 |
|
1.618 |
1.2731 |
|
2.618 |
1.2686 |
|
4.250 |
1.2613 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2827 |
1.2799 |
| PP |
1.2824 |
1.2778 |
| S1 |
1.2822 |
1.2758 |
|