CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 06-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3056 |
1.3079 |
0.0023 |
0.2% |
1.3088 |
| High |
1.3056 |
1.3090 |
0.0034 |
0.3% |
1.3140 |
| Low |
1.3056 |
1.3072 |
0.0016 |
0.1% |
1.2999 |
| Close |
1.3074 |
1.3091 |
0.0017 |
0.1% |
1.3008 |
| Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0141 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-5.0% |
0.0000 |
| Volume |
192 |
14 |
-178 |
-92.7% |
97 |
|
| Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3138 |
1.3133 |
1.3101 |
|
| R3 |
1.3120 |
1.3115 |
1.3096 |
|
| R2 |
1.3102 |
1.3102 |
1.3094 |
|
| R1 |
1.3097 |
1.3097 |
1.3093 |
1.3100 |
| PP |
1.3084 |
1.3084 |
1.3084 |
1.3086 |
| S1 |
1.3079 |
1.3079 |
1.3089 |
1.3082 |
| S2 |
1.3066 |
1.3066 |
1.3088 |
|
| S3 |
1.3048 |
1.3061 |
1.3086 |
|
| S4 |
1.3030 |
1.3043 |
1.3081 |
|
|
| 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 |
1.3109 |
1.2973 |
0.0136 |
1.0% |
0.0049 |
0.4% |
87% |
False |
False |
66 |
| 10 |
1.3161 |
1.2973 |
0.0188 |
1.4% |
0.0060 |
0.5% |
63% |
False |
False |
60 |
| 20 |
1.3161 |
1.2915 |
0.0246 |
1.9% |
0.0041 |
0.3% |
72% |
False |
False |
49 |
| 40 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0022 |
0.2% |
75% |
False |
False |
26 |
| 60 |
1.3161 |
1.2665 |
0.0496 |
3.8% |
0.0019 |
0.1% |
86% |
False |
False |
18 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0015 |
0.1% |
91% |
False |
False |
19 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.3% |
0.0012 |
0.1% |
93% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3167 |
|
2.618 |
1.3137 |
|
1.618 |
1.3119 |
|
1.000 |
1.3108 |
|
0.618 |
1.3101 |
|
HIGH |
1.3090 |
|
0.618 |
1.3083 |
|
0.500 |
1.3081 |
|
0.382 |
1.3079 |
|
LOW |
1.3072 |
|
0.618 |
1.3061 |
|
1.000 |
1.3054 |
|
1.618 |
1.3043 |
|
2.618 |
1.3025 |
|
4.250 |
1.2996 |
|
|
| Fisher Pivots for day following 06-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3088 |
1.3085 |
| PP |
1.3084 |
1.3079 |
| S1 |
1.3081 |
1.3073 |
|