CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 31-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2011 |
31-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3191 |
1.3241 |
0.0050 |
0.4% |
1.3128 |
| High |
1.3240 |
1.3279 |
0.0039 |
0.3% |
1.3248 |
| Low |
1.3191 |
1.2609 |
-0.0582 |
-4.4% |
1.3128 |
| Close |
1.3234 |
1.2845 |
-0.0389 |
-2.9% |
1.3234 |
| Range |
0.0049 |
0.0670 |
0.0621 |
1,267.3% |
0.0120 |
| ATR |
0.0071 |
0.0114 |
0.0043 |
59.9% |
0.0000 |
| Volume |
108 |
21 |
-87 |
-80.6% |
950 |
|
| Daily Pivots for day following 31-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4921 |
1.4553 |
1.3214 |
|
| R3 |
1.4251 |
1.3883 |
1.3029 |
|
| R2 |
1.3581 |
1.3581 |
1.2968 |
|
| R1 |
1.3213 |
1.3213 |
1.2906 |
1.3062 |
| PP |
1.2911 |
1.2911 |
1.2911 |
1.2836 |
| S1 |
1.2543 |
1.2543 |
1.2784 |
1.2392 |
| S2 |
1.2241 |
1.2241 |
1.2722 |
|
| S3 |
1.1571 |
1.1873 |
1.2661 |
|
| S4 |
1.0901 |
1.1203 |
1.2477 |
|
|
| 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% |
0.0190 |
1.5% |
35% |
True |
True |
81 |
| 10 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0131 |
1.0% |
35% |
True |
True |
119 |
| 20 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0092 |
0.7% |
35% |
True |
True |
85 |
| 40 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0067 |
0.5% |
35% |
True |
True |
61 |
| 60 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0047 |
0.4% |
35% |
True |
True |
41 |
| 80 |
1.3279 |
1.2514 |
0.0765 |
6.0% |
0.0037 |
0.3% |
43% |
True |
False |
31 |
| 100 |
1.3279 |
1.2338 |
0.0941 |
7.3% |
0.0030 |
0.2% |
54% |
True |
False |
31 |
| 120 |
1.3279 |
1.2201 |
0.1078 |
8.4% |
0.0025 |
0.2% |
60% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6127 |
|
2.618 |
1.5033 |
|
1.618 |
1.4363 |
|
1.000 |
1.3949 |
|
0.618 |
1.3693 |
|
HIGH |
1.3279 |
|
0.618 |
1.3023 |
|
0.500 |
1.2944 |
|
0.382 |
1.2865 |
|
LOW |
1.2609 |
|
0.618 |
1.2195 |
|
1.000 |
1.1939 |
|
1.618 |
1.1525 |
|
2.618 |
1.0855 |
|
4.250 |
0.9762 |
|
|
| Fisher Pivots for day following 31-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2944 |
1.2944 |
| PP |
1.2911 |
1.2911 |
| S1 |
1.2878 |
1.2878 |
|