CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 25-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3128 |
1.3163 |
0.0035 |
0.3% |
1.2981 |
| High |
1.3193 |
1.3230 |
0.0037 |
0.3% |
1.3236 |
| Low |
1.3128 |
1.3163 |
0.0035 |
0.3% |
1.2951 |
| Close |
1.3183 |
1.3207 |
0.0024 |
0.2% |
1.3175 |
| Range |
0.0065 |
0.0067 |
0.0002 |
3.1% |
0.0285 |
| ATR |
0.0072 |
0.0071 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
566 |
159 |
-407 |
-71.9% |
260 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3401 |
1.3371 |
1.3244 |
|
| R3 |
1.3334 |
1.3304 |
1.3225 |
|
| R2 |
1.3267 |
1.3267 |
1.3219 |
|
| R1 |
1.3237 |
1.3237 |
1.3213 |
1.3252 |
| PP |
1.3200 |
1.3200 |
1.3200 |
1.3208 |
| S1 |
1.3170 |
1.3170 |
1.3201 |
1.3185 |
| S2 |
1.3133 |
1.3133 |
1.3195 |
|
| S3 |
1.3066 |
1.3103 |
1.3189 |
|
| S4 |
1.2999 |
1.3036 |
1.3170 |
|
|
| 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 |
1.3007 |
0.0229 |
1.7% |
0.0081 |
0.6% |
87% |
False |
False |
175 |
| 10 |
1.3236 |
1.2938 |
0.0298 |
2.3% |
0.0089 |
0.7% |
90% |
False |
False |
112 |
| 20 |
1.3236 |
1.2938 |
0.0298 |
2.3% |
0.0065 |
0.5% |
90% |
False |
False |
80 |
| 40 |
1.3236 |
1.2885 |
0.0351 |
2.7% |
0.0045 |
0.3% |
92% |
False |
False |
55 |
| 60 |
1.3236 |
1.2684 |
0.0552 |
4.2% |
0.0034 |
0.3% |
95% |
False |
False |
37 |
| 80 |
1.3236 |
1.2338 |
0.0898 |
6.8% |
0.0026 |
0.2% |
97% |
False |
False |
28 |
| 100 |
1.3236 |
1.2338 |
0.0898 |
6.8% |
0.0021 |
0.2% |
97% |
False |
False |
28 |
| 120 |
1.3236 |
1.2201 |
0.1035 |
7.8% |
0.0018 |
0.1% |
97% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3515 |
|
2.618 |
1.3405 |
|
1.618 |
1.3338 |
|
1.000 |
1.3297 |
|
0.618 |
1.3271 |
|
HIGH |
1.3230 |
|
0.618 |
1.3204 |
|
0.500 |
1.3197 |
|
0.382 |
1.3189 |
|
LOW |
1.3163 |
|
0.618 |
1.3122 |
|
1.000 |
1.3096 |
|
1.618 |
1.3055 |
|
2.618 |
1.2988 |
|
4.250 |
1.2878 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3204 |
1.3185 |
| PP |
1.3200 |
1.3163 |
| S1 |
1.3197 |
1.3141 |
|