CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 18-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2011 |
18-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2981 |
1.3052 |
0.0071 |
0.5% |
1.3064 |
| High |
1.3090 |
1.3068 |
-0.0022 |
-0.2% |
1.3118 |
| Low |
1.2951 |
1.3052 |
0.0101 |
0.8% |
1.2938 |
| Close |
1.3053 |
1.3064 |
0.0011 |
0.1% |
1.2986 |
| Range |
0.0139 |
0.0016 |
-0.0123 |
-88.5% |
0.0180 |
| ATR |
0.0071 |
0.0067 |
-0.0004 |
-5.5% |
0.0000 |
| Volume |
40 |
66 |
26 |
65.0% |
179 |
|
| Daily Pivots for day following 18-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3109 |
1.3103 |
1.3073 |
|
| R3 |
1.3093 |
1.3087 |
1.3068 |
|
| R2 |
1.3077 |
1.3077 |
1.3067 |
|
| R1 |
1.3071 |
1.3071 |
1.3065 |
1.3074 |
| PP |
1.3061 |
1.3061 |
1.3061 |
1.3063 |
| S1 |
1.3055 |
1.3055 |
1.3063 |
1.3058 |
| S2 |
1.3045 |
1.3045 |
1.3061 |
|
| S3 |
1.3029 |
1.3039 |
1.3060 |
|
| S4 |
1.3013 |
1.3023 |
1.3055 |
|
|
| 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% |
0.0096 |
0.7% |
70% |
False |
False |
49 |
| 10 |
1.3118 |
1.2938 |
0.0180 |
1.4% |
0.0054 |
0.4% |
70% |
False |
False |
53 |
| 20 |
1.3161 |
1.2938 |
0.0223 |
1.7% |
0.0066 |
0.5% |
57% |
False |
False |
60 |
| 40 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0035 |
0.3% |
65% |
False |
False |
34 |
| 60 |
1.3161 |
1.2684 |
0.0477 |
3.7% |
0.0028 |
0.2% |
80% |
False |
False |
23 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0021 |
0.2% |
88% |
False |
False |
19 |
| 100 |
1.3161 |
1.2304 |
0.0857 |
6.6% |
0.0017 |
0.1% |
89% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3136 |
|
2.618 |
1.3110 |
|
1.618 |
1.3094 |
|
1.000 |
1.3084 |
|
0.618 |
1.3078 |
|
HIGH |
1.3068 |
|
0.618 |
1.3062 |
|
0.500 |
1.3060 |
|
0.382 |
1.3058 |
|
LOW |
1.3052 |
|
0.618 |
1.3042 |
|
1.000 |
1.3036 |
|
1.618 |
1.3026 |
|
2.618 |
1.3010 |
|
4.250 |
1.2984 |
|
|
| Fisher Pivots for day following 18-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3063 |
1.3050 |
| PP |
1.3061 |
1.3035 |
| S1 |
1.3060 |
1.3021 |
|