CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3080 |
1.3107 |
0.0027 |
0.2% |
1.2992 |
| High |
1.3084 |
1.3118 |
0.0034 |
0.3% |
1.3109 |
| Low |
1.3067 |
1.2938 |
-0.0129 |
-1.0% |
1.2973 |
| Close |
1.3083 |
1.2971 |
-0.0112 |
-0.9% |
1.3055 |
| Range |
0.0017 |
0.0180 |
0.0163 |
958.8% |
0.0136 |
| ATR |
0.0051 |
0.0061 |
0.0009 |
17.9% |
0.0000 |
| Volume |
18 |
12 |
-6 |
-33.3% |
366 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3549 |
1.3440 |
1.3070 |
|
| R3 |
1.3369 |
1.3260 |
1.3021 |
|
| R2 |
1.3189 |
1.3189 |
1.3004 |
|
| R1 |
1.3080 |
1.3080 |
1.2988 |
1.3045 |
| PP |
1.3009 |
1.3009 |
1.3009 |
1.2991 |
| S1 |
1.2900 |
1.2900 |
1.2955 |
1.2865 |
| S2 |
1.2829 |
1.2829 |
1.2938 |
|
| S3 |
1.2649 |
1.2720 |
1.2922 |
|
| S4 |
1.2469 |
1.2540 |
1.2872 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3454 |
1.3390 |
1.3130 |
|
| R3 |
1.3318 |
1.3254 |
1.3092 |
|
| R2 |
1.3182 |
1.3182 |
1.3080 |
|
| R1 |
1.3118 |
1.3118 |
1.3067 |
1.3150 |
| PP |
1.3046 |
1.3046 |
1.3046 |
1.3062 |
| S1 |
1.2982 |
1.2982 |
1.3043 |
1.3014 |
| S2 |
1.2910 |
1.2910 |
1.3030 |
|
| S3 |
1.2774 |
1.2846 |
1.3018 |
|
| S4 |
1.2638 |
1.2710 |
1.2980 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3118 |
1.2938 |
0.0180 |
1.4% |
0.0048 |
0.4% |
18% |
True |
True |
21 |
| 10 |
1.3118 |
1.2938 |
0.0180 |
1.4% |
0.0052 |
0.4% |
18% |
True |
True |
47 |
| 20 |
1.3161 |
1.2938 |
0.0223 |
1.7% |
0.0053 |
0.4% |
15% |
False |
True |
50 |
| 40 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0028 |
0.2% |
31% |
False |
False |
28 |
| 60 |
1.3161 |
1.2684 |
0.0477 |
3.7% |
0.0023 |
0.2% |
60% |
False |
False |
19 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0017 |
0.1% |
77% |
False |
False |
18 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.4% |
0.0014 |
0.1% |
80% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3883 |
|
2.618 |
1.3589 |
|
1.618 |
1.3409 |
|
1.000 |
1.3298 |
|
0.618 |
1.3229 |
|
HIGH |
1.3118 |
|
0.618 |
1.3049 |
|
0.500 |
1.3028 |
|
0.382 |
1.3007 |
|
LOW |
1.2938 |
|
0.618 |
1.2827 |
|
1.000 |
1.2758 |
|
1.618 |
1.2647 |
|
2.618 |
1.2467 |
|
4.250 |
1.2173 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3028 |
1.3028 |
| PP |
1.3009 |
1.3009 |
| S1 |
1.2990 |
1.2990 |
|