CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 04-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2992 |
1.3081 |
0.0089 |
0.7% |
1.3088 |
| High |
1.3109 |
1.3086 |
-0.0023 |
-0.2% |
1.3140 |
| Low |
1.2973 |
1.3075 |
0.0102 |
0.8% |
1.2999 |
| Close |
1.3085 |
1.3040 |
-0.0045 |
-0.3% |
1.3008 |
| Range |
0.0136 |
0.0011 |
-0.0125 |
-91.9% |
0.0141 |
| ATR |
0.0069 |
0.0065 |
-0.0004 |
-6.0% |
0.0000 |
| Volume |
62 |
55 |
-7 |
-11.3% |
97 |
|
| Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3100 |
1.3081 |
1.3046 |
|
| R3 |
1.3089 |
1.3070 |
1.3043 |
|
| R2 |
1.3078 |
1.3078 |
1.3042 |
|
| R1 |
1.3059 |
1.3059 |
1.3041 |
1.3063 |
| PP |
1.3067 |
1.3067 |
1.3067 |
1.3069 |
| S1 |
1.3048 |
1.3048 |
1.3039 |
1.3052 |
| S2 |
1.3056 |
1.3056 |
1.3038 |
|
| S3 |
1.3045 |
1.3037 |
1.3037 |
|
| S4 |
1.3034 |
1.3026 |
1.3034 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3472 |
1.3381 |
1.3086 |
|
| R3 |
1.3331 |
1.3240 |
1.3047 |
|
| R2 |
1.3190 |
1.3190 |
1.3034 |
|
| R1 |
1.3099 |
1.3099 |
1.3021 |
1.3074 |
| PP |
1.3049 |
1.3049 |
1.3049 |
1.3037 |
| S1 |
1.2958 |
1.2958 |
1.2995 |
1.2933 |
| S2 |
1.2908 |
1.2908 |
1.2982 |
|
| S3 |
1.2767 |
1.2817 |
1.2969 |
|
| S4 |
1.2626 |
1.2676 |
1.2930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3113 |
1.2973 |
0.0140 |
1.1% |
0.0068 |
0.5% |
48% |
False |
False |
38 |
| 10 |
1.3161 |
1.2973 |
0.0188 |
1.4% |
0.0077 |
0.6% |
36% |
False |
False |
66 |
| 20 |
1.3161 |
1.2915 |
0.0246 |
1.9% |
0.0043 |
0.3% |
51% |
False |
False |
40 |
| 40 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0024 |
0.2% |
56% |
False |
False |
21 |
| 60 |
1.3161 |
1.2557 |
0.0604 |
4.6% |
0.0019 |
0.1% |
80% |
False |
False |
14 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0014 |
0.1% |
85% |
False |
False |
17 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.4% |
0.0012 |
0.1% |
87% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3133 |
|
2.618 |
1.3115 |
|
1.618 |
1.3104 |
|
1.000 |
1.3097 |
|
0.618 |
1.3093 |
|
HIGH |
1.3086 |
|
0.618 |
1.3082 |
|
0.500 |
1.3081 |
|
0.382 |
1.3079 |
|
LOW |
1.3075 |
|
0.618 |
1.3068 |
|
1.000 |
1.3064 |
|
1.618 |
1.3057 |
|
2.618 |
1.3046 |
|
4.250 |
1.3028 |
|
|
| Fisher Pivots for day following 04-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3081 |
1.3041 |
| PP |
1.3067 |
1.3041 |
| S1 |
1.3054 |
1.3040 |
|