CME Japanese Yen Future June 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 |
1.3089 |
1.3084 |
-0.0005 |
0.0% |
1.3104 |
| High |
1.3089 |
1.3084 |
-0.0005 |
0.0% |
1.3110 |
| Low |
1.3089 |
1.3084 |
-0.0005 |
0.0% |
1.2997 |
| Close |
1.3089 |
1.3084 |
-0.0005 |
0.0% |
1.3012 |
| Range |
|
|
|
|
|
| ATR |
0.0046 |
0.0043 |
-0.0003 |
-6.4% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 19-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3084 |
1.3084 |
1.3084 |
|
| R3 |
1.3084 |
1.3084 |
1.3084 |
|
| R2 |
1.3084 |
1.3084 |
1.3084 |
|
| R1 |
1.3084 |
1.3084 |
1.3084 |
1.3084 |
| PP |
1.3084 |
1.3084 |
1.3084 |
1.3084 |
| S1 |
1.3084 |
1.3084 |
1.3084 |
1.3084 |
| S2 |
1.3084 |
1.3084 |
1.3084 |
|
| S3 |
1.3084 |
1.3084 |
1.3084 |
|
| S4 |
1.3084 |
1.3084 |
1.3084 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3379 |
1.3308 |
1.3074 |
|
| R3 |
1.3266 |
1.3195 |
1.3043 |
|
| R2 |
1.3153 |
1.3153 |
1.3033 |
|
| R1 |
1.3082 |
1.3082 |
1.3022 |
1.3061 |
| PP |
1.3040 |
1.3040 |
1.3040 |
1.3029 |
| S1 |
1.2969 |
1.2969 |
1.3002 |
1.2948 |
| S2 |
1.2927 |
1.2927 |
1.2991 |
|
| S3 |
1.2814 |
1.2856 |
1.2981 |
|
| S4 |
1.2701 |
1.2743 |
1.2950 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3084 |
|
2.618 |
1.3084 |
|
1.618 |
1.3084 |
|
1.000 |
1.3084 |
|
0.618 |
1.3084 |
|
HIGH |
1.3084 |
|
0.618 |
1.3084 |
|
0.500 |
1.3084 |
|
0.382 |
1.3084 |
|
LOW |
1.3084 |
|
0.618 |
1.3084 |
|
1.000 |
1.3084 |
|
1.618 |
1.3084 |
|
2.618 |
1.3084 |
|
4.250 |
1.3084 |
|
|
| Fisher Pivots for day following 19-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3084 |
1.3087 |
| PP |
1.3084 |
1.3086 |
| S1 |
1.3084 |
1.3085 |
|