CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 04-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2011 |
04-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2817 |
1.2823 |
0.0006 |
0.0% |
1.3217 |
| High |
1.2849 |
1.2834 |
-0.0015 |
-0.1% |
1.3264 |
| Low |
1.2804 |
1.2784 |
-0.0020 |
-0.2% |
1.2582 |
| Close |
1.2819 |
1.2802 |
-0.0017 |
-0.1% |
1.2802 |
| Range |
0.0045 |
0.0050 |
0.0005 |
11.1% |
0.0682 |
| ATR |
0.0131 |
0.0125 |
-0.0006 |
-4.4% |
0.0000 |
| Volume |
44,053 |
48,534 |
4,481 |
10.2% |
599,469 |
|
| Daily Pivots for day following 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2957 |
1.2929 |
1.2830 |
|
| R3 |
1.2907 |
1.2879 |
1.2816 |
|
| R2 |
1.2857 |
1.2857 |
1.2811 |
|
| R1 |
1.2829 |
1.2829 |
1.2807 |
1.2818 |
| PP |
1.2807 |
1.2807 |
1.2807 |
1.2801 |
| S1 |
1.2779 |
1.2779 |
1.2797 |
1.2768 |
| S2 |
1.2757 |
1.2757 |
1.2793 |
|
| S3 |
1.2707 |
1.2729 |
1.2788 |
|
| S4 |
1.2657 |
1.2679 |
1.2775 |
|
|
| Weekly Pivots for week ending 04-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4929 |
1.4547 |
1.3177 |
|
| R3 |
1.4247 |
1.3865 |
1.2990 |
|
| R2 |
1.3565 |
1.3565 |
1.2927 |
|
| R1 |
1.3183 |
1.3183 |
1.2865 |
1.3033 |
| PP |
1.2883 |
1.2883 |
1.2883 |
1.2808 |
| S1 |
1.2501 |
1.2501 |
1.2739 |
1.2351 |
| S2 |
1.2201 |
1.2201 |
1.2677 |
|
| S3 |
1.1519 |
1.1819 |
1.2614 |
|
| S4 |
1.0837 |
1.1137 |
1.2427 |
|
|
| 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% |
0.0203 |
1.6% |
32% |
False |
False |
119,893 |
| 10 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0147 |
1.2% |
32% |
False |
False |
97,890 |
| 20 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0124 |
1.0% |
32% |
False |
False |
92,022 |
| 40 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0113 |
0.9% |
32% |
False |
False |
85,347 |
| 60 |
1.3264 |
1.2582 |
0.0682 |
5.3% |
0.0107 |
0.8% |
32% |
False |
False |
57,686 |
| 80 |
1.3264 |
1.2484 |
0.0780 |
6.1% |
0.0113 |
0.9% |
41% |
False |
False |
43,337 |
| 100 |
1.3264 |
1.2250 |
0.1014 |
7.9% |
0.0105 |
0.8% |
54% |
False |
False |
34,680 |
| 120 |
1.3264 |
1.2187 |
0.1077 |
8.4% |
0.0092 |
0.7% |
57% |
False |
False |
28,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3047 |
|
2.618 |
1.2965 |
|
1.618 |
1.2915 |
|
1.000 |
1.2884 |
|
0.618 |
1.2865 |
|
HIGH |
1.2834 |
|
0.618 |
1.2815 |
|
0.500 |
1.2809 |
|
0.382 |
1.2803 |
|
LOW |
1.2784 |
|
0.618 |
1.2753 |
|
1.000 |
1.2734 |
|
1.618 |
1.2703 |
|
2.618 |
1.2653 |
|
4.250 |
1.2572 |
|
|
| Fisher Pivots for day following 04-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2809 |
1.2809 |
| PP |
1.2807 |
1.2806 |
| S1 |
1.2804 |
1.2804 |
|