CME Japanese Yen Future December 2011
| Trading Metrics calculated at close of trading on 24-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2011 |
24-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3033 |
1.3126 |
0.0093 |
0.7% |
1.2978 |
| High |
1.3216 |
1.3170 |
-0.0046 |
-0.3% |
1.3216 |
| Low |
1.3011 |
1.3083 |
0.0072 |
0.6% |
1.2921 |
| Close |
1.3150 |
1.3158 |
0.0008 |
0.1% |
1.3150 |
| Range |
0.0205 |
0.0087 |
-0.0118 |
-57.6% |
0.0295 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
128,019 |
61,580 |
-66,439 |
-51.9% |
468,205 |
|
| Daily Pivots for day following 24-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3398 |
1.3365 |
1.3206 |
|
| R3 |
1.3311 |
1.3278 |
1.3182 |
|
| R2 |
1.3224 |
1.3224 |
1.3174 |
|
| R1 |
1.3191 |
1.3191 |
1.3166 |
1.3208 |
| PP |
1.3137 |
1.3137 |
1.3137 |
1.3145 |
| S1 |
1.3104 |
1.3104 |
1.3150 |
1.3121 |
| S2 |
1.3050 |
1.3050 |
1.3142 |
|
| S3 |
1.2963 |
1.3017 |
1.3134 |
|
| S4 |
1.2876 |
1.2930 |
1.3110 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3981 |
1.3860 |
1.3312 |
|
| R3 |
1.3686 |
1.3565 |
1.3231 |
|
| R2 |
1.3391 |
1.3391 |
1.3204 |
|
| R1 |
1.3270 |
1.3270 |
1.3177 |
1.3331 |
| PP |
1.3096 |
1.3096 |
1.3096 |
1.3126 |
| S1 |
1.2975 |
1.2975 |
1.3123 |
1.3036 |
| S2 |
1.2801 |
1.2801 |
1.3096 |
|
| S3 |
1.2506 |
1.2680 |
1.3069 |
|
| S4 |
1.2211 |
1.2385 |
1.2988 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3216 |
1.2980 |
0.0236 |
1.8% |
0.0090 |
0.7% |
75% |
False |
False |
85,031 |
| 10 |
1.3216 |
1.2912 |
0.0304 |
2.3% |
0.0104 |
0.8% |
81% |
False |
False |
88,099 |
| 20 |
1.3216 |
1.2912 |
0.0304 |
2.3% |
0.0098 |
0.7% |
81% |
False |
False |
84,468 |
| 40 |
1.3216 |
1.2860 |
0.0356 |
2.7% |
0.0100 |
0.8% |
84% |
False |
False |
63,497 |
| 60 |
1.3216 |
1.2484 |
0.0732 |
5.6% |
0.0114 |
0.9% |
92% |
False |
False |
42,466 |
| 80 |
1.3216 |
1.2250 |
0.0966 |
7.3% |
0.0108 |
0.8% |
94% |
False |
False |
31,878 |
| 100 |
1.3216 |
1.2250 |
0.0966 |
7.3% |
0.0094 |
0.7% |
94% |
False |
False |
25,509 |
| 120 |
1.3216 |
1.2187 |
0.1029 |
7.8% |
0.0082 |
0.6% |
94% |
False |
False |
21,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3540 |
|
2.618 |
1.3398 |
|
1.618 |
1.3311 |
|
1.000 |
1.3257 |
|
0.618 |
1.3224 |
|
HIGH |
1.3170 |
|
0.618 |
1.3137 |
|
0.500 |
1.3127 |
|
0.382 |
1.3116 |
|
LOW |
1.3083 |
|
0.618 |
1.3029 |
|
1.000 |
1.2996 |
|
1.618 |
1.2942 |
|
2.618 |
1.2855 |
|
4.250 |
1.2713 |
|
|
| Fisher Pivots for day following 24-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3148 |
1.3138 |
| PP |
1.3137 |
1.3118 |
| S1 |
1.3127 |
1.3098 |
|