CME Japanese Yen Future March 2012
| 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 |
1.3241 |
1.2835 |
-0.0406 |
-3.1% |
1.3128 |
| High |
1.3279 |
1.2854 |
-0.0425 |
-3.2% |
1.3248 |
| Low |
1.2609 |
1.2694 |
0.0085 |
0.7% |
1.3128 |
| Close |
1.2845 |
1.2807 |
-0.0038 |
-0.3% |
1.3234 |
| Range |
0.0670 |
0.0160 |
-0.0510 |
-76.1% |
0.0120 |
| ATR |
0.0114 |
0.0117 |
0.0003 |
2.9% |
0.0000 |
| Volume |
21 |
1,269 |
1,248 |
5,942.9% |
950 |
|
| Daily Pivots for day following 01-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3265 |
1.3196 |
1.2895 |
|
| R3 |
1.3105 |
1.3036 |
1.2851 |
|
| R2 |
1.2945 |
1.2945 |
1.2836 |
|
| R1 |
1.2876 |
1.2876 |
1.2822 |
1.2831 |
| PP |
1.2785 |
1.2785 |
1.2785 |
1.2762 |
| S1 |
1.2716 |
1.2716 |
1.2792 |
1.2671 |
| S2 |
1.2625 |
1.2625 |
1.2778 |
|
| S3 |
1.2465 |
1.2556 |
1.2763 |
|
| S4 |
1.2305 |
1.2396 |
1.2719 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3563 |
1.3519 |
1.3300 |
|
| R3 |
1.3443 |
1.3399 |
1.3267 |
|
| R2 |
1.3323 |
1.3323 |
1.3256 |
|
| R1 |
1.3279 |
1.3279 |
1.3245 |
1.3301 |
| PP |
1.3203 |
1.3203 |
1.3203 |
1.3215 |
| S1 |
1.3159 |
1.3159 |
1.3223 |
1.3181 |
| S2 |
1.3083 |
1.3083 |
1.3212 |
|
| S3 |
1.2963 |
1.3039 |
1.3201 |
|
| S4 |
1.2843 |
1.2919 |
1.3168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0209 |
1.6% |
30% |
False |
False |
303 |
| 10 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0145 |
1.1% |
30% |
False |
False |
239 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0100 |
0.8% |
30% |
False |
False |
146 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0071 |
0.6% |
30% |
False |
False |
93 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0049 |
0.4% |
30% |
False |
False |
63 |
| 80 |
1.3279 |
1.2557 |
0.0722 |
5.6% |
0.0039 |
0.3% |
35% |
False |
False |
47 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0031 |
0.2% |
50% |
False |
False |
43 |
| 120 |
1.3279 |
1.2201 |
0.1078 |
8.4% |
0.0026 |
0.2% |
56% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3534 |
|
2.618 |
1.3273 |
|
1.618 |
1.3113 |
|
1.000 |
1.3014 |
|
0.618 |
1.2953 |
|
HIGH |
1.2854 |
|
0.618 |
1.2793 |
|
0.500 |
1.2774 |
|
0.382 |
1.2755 |
|
LOW |
1.2694 |
|
0.618 |
1.2595 |
|
1.000 |
1.2534 |
|
1.618 |
1.2435 |
|
2.618 |
1.2275 |
|
4.250 |
1.2014 |
|
|
| Fisher Pivots for day following 01-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2796 |
1.2944 |
| PP |
1.2785 |
1.2898 |
| S1 |
1.2774 |
1.2853 |
|