CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 21-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2011 |
21-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3048 |
1.3046 |
-0.0002 |
0.0% |
1.2981 |
| High |
1.3071 |
1.3236 |
0.0165 |
1.3% |
1.3236 |
| Low |
1.3007 |
1.3046 |
0.0039 |
0.3% |
1.2951 |
| Close |
1.3048 |
1.3175 |
0.0127 |
1.0% |
1.3175 |
| Range |
0.0064 |
0.0190 |
0.0126 |
196.9% |
0.0285 |
| ATR |
0.0063 |
0.0072 |
0.0009 |
14.3% |
0.0000 |
| Volume |
79 |
56 |
-23 |
-29.1% |
260 |
|
| Daily Pivots for day following 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3722 |
1.3639 |
1.3280 |
|
| R3 |
1.3532 |
1.3449 |
1.3227 |
|
| R2 |
1.3342 |
1.3342 |
1.3210 |
|
| R1 |
1.3259 |
1.3259 |
1.3192 |
1.3301 |
| PP |
1.3152 |
1.3152 |
1.3152 |
1.3173 |
| S1 |
1.3069 |
1.3069 |
1.3158 |
1.3111 |
| S2 |
1.2962 |
1.2962 |
1.3140 |
|
| S3 |
1.2772 |
1.2879 |
1.3123 |
|
| S4 |
1.2582 |
1.2689 |
1.3071 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3976 |
1.3860 |
1.3332 |
|
| R3 |
1.3691 |
1.3575 |
1.3253 |
|
| R2 |
1.3406 |
1.3406 |
1.3227 |
|
| R1 |
1.3290 |
1.3290 |
1.3201 |
1.3348 |
| PP |
1.3121 |
1.3121 |
1.3121 |
1.3150 |
| S1 |
1.3005 |
1.3005 |
1.3149 |
1.3063 |
| S2 |
1.2836 |
1.2836 |
1.3123 |
|
| S3 |
1.2551 |
1.2720 |
1.3097 |
|
| S4 |
1.2266 |
1.2435 |
1.3018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3236 |
1.2951 |
0.0285 |
2.2% |
0.0085 |
0.6% |
79% |
True |
False |
52 |
| 10 |
1.3236 |
1.2938 |
0.0298 |
2.3% |
0.0077 |
0.6% |
80% |
True |
False |
43 |
| 20 |
1.3236 |
1.2938 |
0.0298 |
2.3% |
0.0066 |
0.5% |
80% |
True |
False |
45 |
| 40 |
1.3236 |
1.2885 |
0.0351 |
2.7% |
0.0042 |
0.3% |
83% |
True |
False |
37 |
| 60 |
1.3236 |
1.2684 |
0.0552 |
4.2% |
0.0032 |
0.2% |
89% |
True |
False |
25 |
| 80 |
1.3236 |
1.2338 |
0.0898 |
6.8% |
0.0025 |
0.2% |
93% |
True |
False |
20 |
| 100 |
1.3236 |
1.2338 |
0.0898 |
6.8% |
0.0020 |
0.1% |
93% |
True |
False |
21 |
| 120 |
1.3236 |
1.2201 |
0.1035 |
7.9% |
0.0016 |
0.1% |
94% |
True |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4044 |
|
2.618 |
1.3733 |
|
1.618 |
1.3543 |
|
1.000 |
1.3426 |
|
0.618 |
1.3353 |
|
HIGH |
1.3236 |
|
0.618 |
1.3163 |
|
0.500 |
1.3141 |
|
0.382 |
1.3119 |
|
LOW |
1.3046 |
|
0.618 |
1.2929 |
|
1.000 |
1.2856 |
|
1.618 |
1.2739 |
|
2.618 |
1.2549 |
|
4.250 |
1.2239 |
|
|
| Fisher Pivots for day following 21-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3164 |
1.3157 |
| PP |
1.3152 |
1.3139 |
| S1 |
1.3141 |
1.3122 |
|