CME Japanese Yen Future June 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 |
1.3208 |
1.3231 |
0.0023 |
0.2% |
1.3087 |
| High |
1.3208 |
1.3231 |
0.0023 |
0.2% |
1.3200 |
| Low |
1.3208 |
1.3231 |
0.0023 |
0.2% |
1.3072 |
| Close |
1.3208 |
1.3231 |
0.0023 |
0.2% |
1.3200 |
| Range |
|
|
|
|
|
| ATR |
0.0044 |
0.0043 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3231 |
1.3231 |
|
| R3 |
1.3231 |
1.3231 |
1.3231 |
|
| R2 |
1.3231 |
1.3231 |
1.3231 |
|
| R1 |
1.3231 |
1.3231 |
1.3231 |
1.3231 |
| PP |
1.3231 |
1.3231 |
1.3231 |
1.3231 |
| S1 |
1.3231 |
1.3231 |
1.3231 |
1.3231 |
| S2 |
1.3231 |
1.3231 |
1.3231 |
|
| S3 |
1.3231 |
1.3231 |
1.3231 |
|
| S4 |
1.3231 |
1.3231 |
1.3231 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3541 |
1.3499 |
1.3270 |
|
| R3 |
1.3413 |
1.3371 |
1.3235 |
|
| R2 |
1.3285 |
1.3285 |
1.3223 |
|
| R1 |
1.3243 |
1.3243 |
1.3212 |
1.3264 |
| PP |
1.3157 |
1.3157 |
1.3157 |
1.3168 |
| S1 |
1.3115 |
1.3115 |
1.3188 |
1.3136 |
| S2 |
1.3029 |
1.3029 |
1.3177 |
|
| S3 |
1.2901 |
1.2987 |
1.3165 |
|
| S4 |
1.2773 |
1.2859 |
1.3130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3231 |
1.3072 |
0.0159 |
1.2% |
0.0000 |
0.0% |
100% |
True |
False |
3 |
| 10 |
1.3231 |
1.2997 |
0.0234 |
1.8% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
| 20 |
1.3231 |
1.2997 |
0.0234 |
1.8% |
0.0003 |
0.0% |
100% |
True |
False |
2 |
| 40 |
1.3231 |
1.2947 |
0.0284 |
2.1% |
0.0003 |
0.0% |
100% |
True |
False |
2 |
| 60 |
1.3231 |
1.2704 |
0.0527 |
4.0% |
0.0002 |
0.0% |
100% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3231 |
|
2.618 |
1.3231 |
|
1.618 |
1.3231 |
|
1.000 |
1.3231 |
|
0.618 |
1.3231 |
|
HIGH |
1.3231 |
|
0.618 |
1.3231 |
|
0.500 |
1.3231 |
|
0.382 |
1.3231 |
|
LOW |
1.3231 |
|
0.618 |
1.3231 |
|
1.000 |
1.3231 |
|
1.618 |
1.3231 |
|
2.618 |
1.3231 |
|
4.250 |
1.3231 |
|
|
| Fisher Pivots for day following 25-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3231 |
1.3226 |
| PP |
1.3231 |
1.3221 |
| S1 |
1.3231 |
1.3216 |
|