CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 19-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2011 |
19-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3052 |
1.3058 |
0.0006 |
0.0% |
1.3064 |
| High |
1.3068 |
1.3070 |
0.0002 |
0.0% |
1.3118 |
| Low |
1.3052 |
1.3052 |
0.0000 |
0.0% |
1.2938 |
| Close |
1.3064 |
1.3059 |
-0.0005 |
0.0% |
1.2986 |
| Range |
0.0016 |
0.0018 |
0.0002 |
12.5% |
0.0180 |
| ATR |
0.0067 |
0.0063 |
-0.0003 |
-5.2% |
0.0000 |
| Volume |
66 |
19 |
-47 |
-71.2% |
179 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3114 |
1.3105 |
1.3069 |
|
| R3 |
1.3096 |
1.3087 |
1.3064 |
|
| R2 |
1.3078 |
1.3078 |
1.3062 |
|
| R1 |
1.3069 |
1.3069 |
1.3061 |
1.3074 |
| PP |
1.3060 |
1.3060 |
1.3060 |
1.3063 |
| S1 |
1.3051 |
1.3051 |
1.3057 |
1.3056 |
| S2 |
1.3042 |
1.3042 |
1.3056 |
|
| S3 |
1.3024 |
1.3033 |
1.3054 |
|
| S4 |
1.3006 |
1.3015 |
1.3049 |
|
|
| 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 |
1.3090 |
1.2951 |
0.0139 |
1.1% |
0.0064 |
0.5% |
78% |
False |
False |
50 |
| 10 |
1.3118 |
1.2938 |
0.0180 |
1.4% |
0.0056 |
0.4% |
67% |
False |
False |
36 |
| 20 |
1.3161 |
1.2938 |
0.0223 |
1.7% |
0.0063 |
0.5% |
54% |
False |
False |
54 |
| 40 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0036 |
0.3% |
63% |
False |
False |
34 |
| 60 |
1.3161 |
1.2684 |
0.0477 |
3.7% |
0.0028 |
0.2% |
79% |
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% |
88% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3147 |
|
2.618 |
1.3117 |
|
1.618 |
1.3099 |
|
1.000 |
1.3088 |
|
0.618 |
1.3081 |
|
HIGH |
1.3070 |
|
0.618 |
1.3063 |
|
0.500 |
1.3061 |
|
0.382 |
1.3059 |
|
LOW |
1.3052 |
|
0.618 |
1.3041 |
|
1.000 |
1.3034 |
|
1.618 |
1.3023 |
|
2.618 |
1.3005 |
|
4.250 |
1.2976 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3061 |
1.3046 |
| PP |
1.3060 |
1.3033 |
| S1 |
1.3060 |
1.3021 |
|