CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3031 |
1.2987 |
-0.0044 |
-0.3% |
1.3071 |
| High |
1.3088 |
1.3086 |
-0.0002 |
0.0% |
1.3143 |
| Low |
1.2965 |
1.2940 |
-0.0025 |
-0.2% |
1.2965 |
| Close |
1.2987 |
1.3063 |
0.0076 |
0.6% |
1.2987 |
| Range |
0.0123 |
0.0146 |
0.0023 |
18.7% |
0.0178 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
2.3% |
0.0000 |
| Volume |
92,985 |
89,984 |
-3,001 |
-3.2% |
450,434 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3468 |
1.3411 |
1.3143 |
|
| R3 |
1.3322 |
1.3265 |
1.3103 |
|
| R2 |
1.3176 |
1.3176 |
1.3090 |
|
| R1 |
1.3119 |
1.3119 |
1.3076 |
1.3148 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3044 |
| S1 |
1.2973 |
1.2973 |
1.3050 |
1.3002 |
| S2 |
1.2884 |
1.2884 |
1.3036 |
|
| S3 |
1.2738 |
1.2827 |
1.3023 |
|
| S4 |
1.2592 |
1.2681 |
1.2983 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3566 |
1.3454 |
1.3085 |
|
| R3 |
1.3388 |
1.3276 |
1.3036 |
|
| R2 |
1.3210 |
1.3210 |
1.3020 |
|
| R1 |
1.3098 |
1.3098 |
1.3003 |
1.3065 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3015 |
| S1 |
1.2920 |
1.2920 |
1.2971 |
1.2887 |
| S2 |
1.2854 |
1.2854 |
1.2954 |
|
| S3 |
1.2676 |
1.2742 |
1.2938 |
|
| S4 |
1.2498 |
1.2564 |
1.2889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3125 |
1.2940 |
0.0185 |
1.4% |
0.0117 |
0.9% |
66% |
False |
True |
87,903 |
| 10 |
1.3156 |
1.2940 |
0.0216 |
1.7% |
0.0116 |
0.9% |
57% |
False |
True |
89,122 |
| 20 |
1.3156 |
1.2860 |
0.0296 |
2.3% |
0.0114 |
0.9% |
69% |
False |
False |
64,356 |
| 40 |
1.3180 |
1.2781 |
0.0399 |
3.1% |
0.0107 |
0.8% |
71% |
False |
False |
32,388 |
| 60 |
1.3180 |
1.2399 |
0.0781 |
6.0% |
0.0114 |
0.9% |
85% |
False |
False |
21,671 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0100 |
0.8% |
87% |
False |
False |
16,262 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0083 |
0.6% |
88% |
False |
False |
13,012 |
| 120 |
1.3180 |
1.1920 |
0.1260 |
9.6% |
0.0076 |
0.6% |
91% |
False |
False |
10,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3707 |
|
2.618 |
1.3468 |
|
1.618 |
1.3322 |
|
1.000 |
1.3232 |
|
0.618 |
1.3176 |
|
HIGH |
1.3086 |
|
0.618 |
1.3030 |
|
0.500 |
1.3013 |
|
0.382 |
1.2996 |
|
LOW |
1.2940 |
|
0.618 |
1.2850 |
|
1.000 |
1.2794 |
|
1.618 |
1.2704 |
|
2.618 |
1.2558 |
|
4.250 |
1.2320 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3046 |
1.3049 |
| PP |
1.3030 |
1.3035 |
| S1 |
1.3013 |
1.3021 |
|