CME Japanese Yen Future June 2012
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3082 |
1.3104 |
0.0022 |
0.2% |
1.3112 |
| High |
1.3082 |
1.3104 |
0.0022 |
0.2% |
1.3117 |
| Low |
1.3082 |
1.3104 |
0.0022 |
0.2% |
1.3067 |
| Close |
1.3082 |
1.3104 |
0.0022 |
0.2% |
1.3082 |
| Range |
|
|
|
|
|
| ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3104 |
1.3104 |
1.3104 |
|
| R3 |
1.3104 |
1.3104 |
1.3104 |
|
| R2 |
1.3104 |
1.3104 |
1.3104 |
|
| R1 |
1.3104 |
1.3104 |
1.3104 |
1.3104 |
| PP |
1.3104 |
1.3104 |
1.3104 |
1.3104 |
| S1 |
1.3104 |
1.3104 |
1.3104 |
1.3104 |
| S2 |
1.3104 |
1.3104 |
1.3104 |
|
| S3 |
1.3104 |
1.3104 |
1.3104 |
|
| S4 |
1.3104 |
1.3104 |
1.3104 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3239 |
1.3210 |
1.3110 |
|
| R3 |
1.3189 |
1.3160 |
1.3096 |
|
| R2 |
1.3139 |
1.3139 |
1.3091 |
|
| R1 |
1.3110 |
1.3110 |
1.3087 |
1.3100 |
| PP |
1.3089 |
1.3089 |
1.3089 |
1.3083 |
| S1 |
1.3060 |
1.3060 |
1.3077 |
1.3050 |
| S2 |
1.3039 |
1.3039 |
1.3073 |
|
| S3 |
1.2989 |
1.3010 |
1.3068 |
|
| S4 |
1.2939 |
1.2960 |
1.3055 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3104 |
|
2.618 |
1.3104 |
|
1.618 |
1.3104 |
|
1.000 |
1.3104 |
|
0.618 |
1.3104 |
|
HIGH |
1.3104 |
|
0.618 |
1.3104 |
|
0.500 |
1.3104 |
|
0.382 |
1.3104 |
|
LOW |
1.3104 |
|
0.618 |
1.3104 |
|
1.000 |
1.3104 |
|
1.618 |
1.3104 |
|
2.618 |
1.3104 |
|
4.250 |
1.3104 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3104 |
1.3103 |
| PP |
1.3104 |
1.3101 |
| S1 |
1.3104 |
1.3100 |
|