CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 03-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3057 |
1.2992 |
-0.0065 |
-0.5% |
1.3088 |
| High |
1.3080 |
1.3109 |
0.0029 |
0.2% |
1.3140 |
| Low |
1.2999 |
1.2973 |
-0.0026 |
-0.2% |
1.2999 |
| Close |
1.3008 |
1.3085 |
0.0077 |
0.6% |
1.3008 |
| Range |
0.0081 |
0.0136 |
0.0055 |
67.9% |
0.0141 |
| ATR |
0.0064 |
0.0069 |
0.0005 |
8.1% |
0.0000 |
| Volume |
8 |
62 |
54 |
675.0% |
97 |
|
| Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3464 |
1.3410 |
1.3160 |
|
| R3 |
1.3328 |
1.3274 |
1.3122 |
|
| R2 |
1.3192 |
1.3192 |
1.3110 |
|
| R1 |
1.3138 |
1.3138 |
1.3097 |
1.3165 |
| PP |
1.3056 |
1.3056 |
1.3056 |
1.3069 |
| S1 |
1.3002 |
1.3002 |
1.3073 |
1.3029 |
| S2 |
1.2920 |
1.2920 |
1.3060 |
|
| S3 |
1.2784 |
1.2866 |
1.3048 |
|
| S4 |
1.2648 |
1.2730 |
1.3010 |
|
|
| Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3472 |
1.3381 |
1.3086 |
|
| R3 |
1.3331 |
1.3240 |
1.3047 |
|
| R2 |
1.3190 |
1.3190 |
1.3034 |
|
| R1 |
1.3099 |
1.3099 |
1.3021 |
1.3074 |
| PP |
1.3049 |
1.3049 |
1.3049 |
1.3037 |
| S1 |
1.2958 |
1.2958 |
1.2995 |
1.2933 |
| S2 |
1.2908 |
1.2908 |
1.2982 |
|
| S3 |
1.2767 |
1.2817 |
1.2969 |
|
| S4 |
1.2626 |
1.2676 |
1.2930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3140 |
1.2973 |
0.0167 |
1.3% |
0.0087 |
0.7% |
67% |
False |
True |
31 |
| 10 |
1.3161 |
1.2973 |
0.0188 |
1.4% |
0.0080 |
0.6% |
60% |
False |
True |
61 |
| 20 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0042 |
0.3% |
72% |
False |
False |
37 |
| 40 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0025 |
0.2% |
72% |
False |
False |
20 |
| 60 |
1.3161 |
1.2514 |
0.0647 |
4.9% |
0.0019 |
0.1% |
88% |
False |
False |
13 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0014 |
0.1% |
91% |
False |
False |
17 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.3% |
0.0011 |
0.1% |
92% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3687 |
|
2.618 |
1.3465 |
|
1.618 |
1.3329 |
|
1.000 |
1.3245 |
|
0.618 |
1.3193 |
|
HIGH |
1.3109 |
|
0.618 |
1.3057 |
|
0.500 |
1.3041 |
|
0.382 |
1.3025 |
|
LOW |
1.2973 |
|
0.618 |
1.2889 |
|
1.000 |
1.2837 |
|
1.618 |
1.2753 |
|
2.618 |
1.2617 |
|
4.250 |
1.2395 |
|
|
| Fisher Pivots for day following 03-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3070 |
1.3070 |
| PP |
1.3056 |
1.3056 |
| S1 |
1.3041 |
1.3041 |
|