CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 14-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2989 |
1.3021 |
0.0032 |
0.2% |
1.3064 |
| High |
1.3076 |
1.3021 |
-0.0055 |
-0.4% |
1.3118 |
| Low |
1.2989 |
1.2961 |
-0.0028 |
-0.2% |
1.2938 |
| Close |
1.3046 |
1.2986 |
-0.0060 |
-0.5% |
1.2986 |
| Range |
0.0087 |
0.0060 |
-0.0027 |
-31.0% |
0.0180 |
| ATR |
0.0064 |
0.0065 |
0.0002 |
2.4% |
0.0000 |
| Volume |
90 |
38 |
-52 |
-57.8% |
179 |
|
| Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3138 |
1.3019 |
|
| R3 |
1.3109 |
1.3078 |
1.3003 |
|
| R2 |
1.3049 |
1.3049 |
1.2997 |
|
| R1 |
1.3018 |
1.3018 |
1.2992 |
1.3004 |
| PP |
1.2989 |
1.2989 |
1.2989 |
1.2982 |
| S1 |
1.2958 |
1.2958 |
1.2981 |
1.2944 |
| S2 |
1.2929 |
1.2929 |
1.2975 |
|
| S3 |
1.2869 |
1.2898 |
1.2970 |
|
| S4 |
1.2809 |
1.2838 |
1.2953 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3554 |
1.3450 |
1.3085 |
|
| R3 |
1.3374 |
1.3270 |
1.3036 |
|
| R2 |
1.3194 |
1.3194 |
1.3019 |
|
| R1 |
1.3090 |
1.3090 |
1.3003 |
1.3052 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.2995 |
| S1 |
1.2910 |
1.2910 |
1.2970 |
1.2872 |
| S2 |
1.2834 |
1.2834 |
1.2953 |
|
| S3 |
1.2654 |
1.2730 |
1.2937 |
|
| S4 |
1.2474 |
1.2550 |
1.2887 |
|
|
| 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% |
0.0069 |
0.5% |
27% |
False |
False |
35 |
| 10 |
1.3118 |
1.2938 |
0.0180 |
1.4% |
0.0054 |
0.4% |
27% |
False |
False |
54 |
| 20 |
1.3161 |
1.2938 |
0.0223 |
1.7% |
0.0060 |
0.5% |
22% |
False |
False |
54 |
| 40 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0031 |
0.2% |
37% |
False |
False |
31 |
| 60 |
1.3161 |
1.2684 |
0.0477 |
3.7% |
0.0025 |
0.2% |
63% |
False |
False |
21 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0019 |
0.1% |
79% |
False |
False |
19 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.4% |
0.0015 |
0.1% |
82% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3276 |
|
2.618 |
1.3178 |
|
1.618 |
1.3118 |
|
1.000 |
1.3081 |
|
0.618 |
1.3058 |
|
HIGH |
1.3021 |
|
0.618 |
1.2998 |
|
0.500 |
1.2991 |
|
0.382 |
1.2984 |
|
LOW |
1.2961 |
|
0.618 |
1.2924 |
|
1.000 |
1.2901 |
|
1.618 |
1.2864 |
|
2.618 |
1.2804 |
|
4.250 |
1.2706 |
|
|
| Fisher Pivots for day following 14-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2991 |
1.3028 |
| PP |
1.2989 |
1.3014 |
| S1 |
1.2988 |
1.3000 |
|