CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 03-Nov-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2011 |
03-Nov-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2825 |
1.2840 |
0.0015 |
0.1% |
1.3128 |
| High |
1.2855 |
1.2863 |
0.0008 |
0.1% |
1.3248 |
| Low |
1.2825 |
1.2840 |
0.0015 |
0.1% |
1.3128 |
| Close |
1.2846 |
1.2844 |
-0.0002 |
0.0% |
1.3234 |
| Range |
0.0030 |
0.0023 |
-0.0007 |
-23.3% |
0.0120 |
| ATR |
0.0112 |
0.0106 |
-0.0006 |
-5.7% |
0.0000 |
| Volume |
404 |
15 |
-389 |
-96.3% |
950 |
|
| Daily Pivots for day following 03-Nov-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2918 |
1.2904 |
1.2857 |
|
| R3 |
1.2895 |
1.2881 |
1.2850 |
|
| R2 |
1.2872 |
1.2872 |
1.2848 |
|
| R1 |
1.2858 |
1.2858 |
1.2846 |
1.2865 |
| PP |
1.2849 |
1.2849 |
1.2849 |
1.2853 |
| S1 |
1.2835 |
1.2835 |
1.2842 |
1.2842 |
| S2 |
1.2826 |
1.2826 |
1.2840 |
|
| S3 |
1.2803 |
1.2812 |
1.2838 |
|
| S4 |
1.2780 |
1.2789 |
1.2831 |
|
|
| 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% |
0.0186 |
1.5% |
35% |
False |
False |
363 |
| 10 |
1.3279 |
1.2609 |
0.0670 |
5.2% |
0.0142 |
1.1% |
35% |
False |
False |
271 |
| 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% |
0.0048 |
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 |
46 |
| 120 |
1.3279 |
1.2201 |
0.1078 |
8.4% |
0.0027 |
0.2% |
60% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2961 |
|
2.618 |
1.2923 |
|
1.618 |
1.2900 |
|
1.000 |
1.2886 |
|
0.618 |
1.2877 |
|
HIGH |
1.2863 |
|
0.618 |
1.2854 |
|
0.500 |
1.2852 |
|
0.382 |
1.2849 |
|
LOW |
1.2840 |
|
0.618 |
1.2826 |
|
1.000 |
1.2817 |
|
1.618 |
1.2803 |
|
2.618 |
1.2780 |
|
4.250 |
1.2742 |
|
|
| Fisher Pivots for day following 03-Nov-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2852 |
1.2822 |
| PP |
1.2849 |
1.2800 |
| S1 |
1.2847 |
1.2779 |
|