CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3036 |
1.3051 |
0.0015 |
0.1% |
1.2987 |
| High |
1.3076 |
1.3070 |
-0.0006 |
0.0% |
1.3086 |
| Low |
1.3025 |
1.3000 |
-0.0025 |
-0.2% |
1.2940 |
| Close |
1.3066 |
1.3030 |
-0.0036 |
-0.3% |
1.3030 |
| Range |
0.0051 |
0.0070 |
0.0019 |
37.3% |
0.0146 |
| ATR |
0.0104 |
0.0101 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
88,019 |
76,453 |
-11,566 |
-13.1% |
416,710 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3243 |
1.3207 |
1.3069 |
|
| R3 |
1.3173 |
1.3137 |
1.3049 |
|
| R2 |
1.3103 |
1.3103 |
1.3043 |
|
| R1 |
1.3067 |
1.3067 |
1.3036 |
1.3050 |
| PP |
1.3033 |
1.3033 |
1.3033 |
1.3025 |
| S1 |
1.2997 |
1.2997 |
1.3024 |
1.2980 |
| S2 |
1.2963 |
1.2963 |
1.3017 |
|
| S3 |
1.2893 |
1.2927 |
1.3011 |
|
| S4 |
1.2823 |
1.2857 |
1.2992 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3457 |
1.3389 |
1.3110 |
|
| R3 |
1.3311 |
1.3243 |
1.3070 |
|
| R2 |
1.3165 |
1.3165 |
1.3057 |
|
| R1 |
1.3097 |
1.3097 |
1.3043 |
1.3131 |
| PP |
1.3019 |
1.3019 |
1.3019 |
1.3036 |
| S1 |
1.2951 |
1.2951 |
1.3017 |
1.2985 |
| S2 |
1.2873 |
1.2873 |
1.3003 |
|
| S3 |
1.2727 |
1.2805 |
1.2990 |
|
| S4 |
1.2581 |
1.2659 |
1.2950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3086 |
1.2940 |
0.0146 |
1.1% |
0.0085 |
0.6% |
62% |
False |
False |
83,342 |
| 10 |
1.3143 |
1.2940 |
0.0203 |
1.6% |
0.0096 |
0.7% |
44% |
False |
False |
86,714 |
| 20 |
1.3156 |
1.2907 |
0.0249 |
1.9% |
0.0103 |
0.8% |
49% |
False |
False |
78,672 |
| 40 |
1.3180 |
1.2860 |
0.0320 |
2.5% |
0.0099 |
0.8% |
53% |
False |
False |
40,518 |
| 60 |
1.3180 |
1.2484 |
0.0696 |
5.3% |
0.0110 |
0.8% |
78% |
False |
False |
27,108 |
| 80 |
1.3180 |
1.2250 |
0.0930 |
7.1% |
0.0101 |
0.8% |
84% |
False |
False |
20,345 |
| 100 |
1.3180 |
1.2187 |
0.0993 |
7.6% |
0.0085 |
0.7% |
85% |
False |
False |
16,279 |
| 120 |
1.3180 |
1.2085 |
0.1095 |
8.4% |
0.0077 |
0.6% |
86% |
False |
False |
13,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3368 |
|
2.618 |
1.3253 |
|
1.618 |
1.3183 |
|
1.000 |
1.3140 |
|
0.618 |
1.3113 |
|
HIGH |
1.3070 |
|
0.618 |
1.3043 |
|
0.500 |
1.3035 |
|
0.382 |
1.3027 |
|
LOW |
1.3000 |
|
0.618 |
1.2957 |
|
1.000 |
1.2930 |
|
1.618 |
1.2887 |
|
2.618 |
1.2817 |
|
4.250 |
1.2703 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3035 |
1.3032 |
| PP |
1.3033 |
1.3031 |
| S1 |
1.3032 |
1.3031 |
|