CME Japanese Yen Future March 2012
| 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 |
1.2835 |
1.2825 |
-0.0010 |
-0.1% |
1.3128 |
| High |
1.2854 |
1.2855 |
0.0001 |
0.0% |
1.3248 |
| Low |
1.2694 |
1.2825 |
0.0131 |
1.0% |
1.3128 |
| Close |
1.2807 |
1.2846 |
0.0039 |
0.3% |
1.3234 |
| Range |
0.0160 |
0.0030 |
-0.0130 |
-81.3% |
0.0120 |
| ATR |
0.0117 |
0.0112 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
1,269 |
404 |
-865 |
-68.2% |
950 |
|
| Daily Pivots for day following 02-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2932 |
1.2919 |
1.2863 |
|
| R3 |
1.2902 |
1.2889 |
1.2854 |
|
| R2 |
1.2872 |
1.2872 |
1.2852 |
|
| R1 |
1.2859 |
1.2859 |
1.2849 |
1.2866 |
| PP |
1.2842 |
1.2842 |
1.2842 |
1.2845 |
| S1 |
1.2829 |
1.2829 |
1.2843 |
1.2836 |
| S2 |
1.2812 |
1.2812 |
1.2841 |
|
| S3 |
1.2782 |
1.2799 |
1.2838 |
|
| S4 |
1.2752 |
1.2769 |
1.2830 |
|
|
| 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% |
0.0201 |
1.6% |
35% |
False |
False |
374 |
| 10 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0146 |
1.1% |
35% |
False |
False |
277 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0101 |
0.8% |
35% |
False |
False |
157 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0071 |
0.6% |
35% |
False |
False |
103 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0050 |
0.4% |
35% |
False |
False |
69 |
| 80 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0040 |
0.3% |
35% |
False |
False |
52 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0032 |
0.2% |
54% |
False |
False |
47 |
| 120 |
1.3279 |
1.2201 |
0.1078 |
8.4% |
0.0026 |
0.2% |
60% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2983 |
|
2.618 |
1.2934 |
|
1.618 |
1.2904 |
|
1.000 |
1.2885 |
|
0.618 |
1.2874 |
|
HIGH |
1.2855 |
|
0.618 |
1.2844 |
|
0.500 |
1.2840 |
|
0.382 |
1.2836 |
|
LOW |
1.2825 |
|
0.618 |
1.2806 |
|
1.000 |
1.2795 |
|
1.618 |
1.2776 |
|
2.618 |
1.2746 |
|
4.250 |
1.2698 |
|
|
| Fisher Pivots for day following 02-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2844 |
1.2944 |
| PP |
1.2842 |
1.2911 |
| S1 |
1.2840 |
1.2879 |
|