CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 28-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3152 |
1.3191 |
0.0039 |
0.3% |
1.3128 |
| High |
1.3248 |
1.3240 |
-0.0008 |
-0.1% |
1.3248 |
| Low |
1.3152 |
1.3191 |
0.0039 |
0.3% |
1.3128 |
| Close |
1.3199 |
1.3234 |
0.0035 |
0.3% |
1.3234 |
| Range |
0.0096 |
0.0049 |
-0.0047 |
-49.0% |
0.0120 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
69 |
108 |
39 |
56.5% |
950 |
|
| Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3369 |
1.3350 |
1.3261 |
|
| R3 |
1.3320 |
1.3301 |
1.3247 |
|
| R2 |
1.3271 |
1.3271 |
1.3243 |
|
| R1 |
1.3252 |
1.3252 |
1.3238 |
1.3262 |
| PP |
1.3222 |
1.3222 |
1.3222 |
1.3226 |
| S1 |
1.3203 |
1.3203 |
1.3230 |
1.3213 |
| S2 |
1.3173 |
1.3173 |
1.3225 |
|
| S3 |
1.3124 |
1.3154 |
1.3221 |
|
| S4 |
1.3075 |
1.3105 |
1.3207 |
|
|
| Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3563 |
1.3519 |
1.3300 |
|
| R3 |
1.3443 |
1.3399 |
1.3267 |
|
| R2 |
1.3323 |
1.3323 |
1.3256 |
|
| R1 |
1.3279 |
1.3279 |
1.3245 |
1.3301 |
| PP |
1.3203 |
1.3203 |
1.3203 |
1.3215 |
| S1 |
1.3159 |
1.3159 |
1.3223 |
1.3181 |
| S2 |
1.3083 |
1.3083 |
1.3212 |
|
| S3 |
1.2963 |
1.3039 |
1.3201 |
|
| S4 |
1.2843 |
1.2919 |
1.3168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3248 |
1.3128 |
0.0120 |
0.9% |
0.0069 |
0.5% |
88% |
False |
False |
190 |
| 10 |
1.3248 |
1.2951 |
0.0297 |
2.2% |
0.0077 |
0.6% |
95% |
False |
False |
121 |
| 20 |
1.3248 |
1.2938 |
0.0310 |
2.3% |
0.0066 |
0.5% |
95% |
False |
False |
87 |
| 40 |
1.3248 |
1.2885 |
0.0363 |
2.7% |
0.0051 |
0.4% |
96% |
False |
False |
61 |
| 60 |
1.3248 |
1.2783 |
0.0465 |
3.5% |
0.0036 |
0.3% |
97% |
False |
False |
41 |
| 80 |
1.3248 |
1.2391 |
0.0857 |
6.5% |
0.0029 |
0.2% |
98% |
False |
False |
31 |
| 100 |
1.3248 |
1.2338 |
0.0910 |
6.9% |
0.0023 |
0.2% |
98% |
False |
False |
30 |
| 120 |
1.3248 |
1.2201 |
0.1047 |
7.9% |
0.0019 |
0.1% |
99% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3448 |
|
2.618 |
1.3368 |
|
1.618 |
1.3319 |
|
1.000 |
1.3289 |
|
0.618 |
1.3270 |
|
HIGH |
1.3240 |
|
0.618 |
1.3221 |
|
0.500 |
1.3216 |
|
0.382 |
1.3210 |
|
LOW |
1.3191 |
|
0.618 |
1.3161 |
|
1.000 |
1.3142 |
|
1.618 |
1.3112 |
|
2.618 |
1.3063 |
|
4.250 |
1.2983 |
|
|
| Fisher Pivots for day following 28-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3228 |
1.3222 |
| PP |
1.3222 |
1.3210 |
| S1 |
1.3216 |
1.3198 |
|