CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 17-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2011 |
17-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3021 |
1.2981 |
-0.0040 |
-0.3% |
1.3064 |
| High |
1.3021 |
1.3090 |
0.0069 |
0.5% |
1.3118 |
| Low |
1.2961 |
1.2951 |
-0.0010 |
-0.1% |
1.2938 |
| Close |
1.2986 |
1.3053 |
0.0067 |
0.5% |
1.2986 |
| Range |
0.0060 |
0.0139 |
0.0079 |
131.7% |
0.0180 |
| ATR |
0.0065 |
0.0071 |
0.0005 |
8.1% |
0.0000 |
| Volume |
38 |
40 |
2 |
5.3% |
179 |
|
| Daily Pivots for day following 17-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3448 |
1.3390 |
1.3129 |
|
| R3 |
1.3309 |
1.3251 |
1.3091 |
|
| R2 |
1.3170 |
1.3170 |
1.3078 |
|
| R1 |
1.3112 |
1.3112 |
1.3066 |
1.3141 |
| PP |
1.3031 |
1.3031 |
1.3031 |
1.3046 |
| S1 |
1.2973 |
1.2973 |
1.3040 |
1.3002 |
| S2 |
1.2892 |
1.2892 |
1.3028 |
|
| S3 |
1.2753 |
1.2834 |
1.3015 |
|
| S4 |
1.2614 |
1.2695 |
1.2977 |
|
|
| 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% |
0.0097 |
0.7% |
64% |
False |
False |
39 |
| 10 |
1.3118 |
1.2938 |
0.0180 |
1.4% |
0.0054 |
0.4% |
64% |
False |
False |
52 |
| 20 |
1.3161 |
1.2938 |
0.0223 |
1.7% |
0.0067 |
0.5% |
52% |
False |
False |
56 |
| 40 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0035 |
0.3% |
61% |
False |
False |
32 |
| 60 |
1.3161 |
1.2684 |
0.0477 |
3.7% |
0.0027 |
0.2% |
77% |
False |
False |
22 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0021 |
0.2% |
87% |
False |
False |
19 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.4% |
0.0017 |
0.1% |
89% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3681 |
|
2.618 |
1.3454 |
|
1.618 |
1.3315 |
|
1.000 |
1.3229 |
|
0.618 |
1.3176 |
|
HIGH |
1.3090 |
|
0.618 |
1.3037 |
|
0.500 |
1.3021 |
|
0.382 |
1.3004 |
|
LOW |
1.2951 |
|
0.618 |
1.2865 |
|
1.000 |
1.2812 |
|
1.618 |
1.2726 |
|
2.618 |
1.2587 |
|
4.250 |
1.2360 |
|
|
| Fisher Pivots for day following 17-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3042 |
1.3042 |
| PP |
1.3031 |
1.3031 |
| S1 |
1.3021 |
1.3021 |
|