CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 07-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3079 |
1.3060 |
-0.0019 |
-0.1% |
1.2992 |
| High |
1.3090 |
1.3067 |
-0.0023 |
-0.2% |
1.3109 |
| Low |
1.3072 |
1.3041 |
-0.0031 |
-0.2% |
1.2973 |
| Close |
1.3091 |
1.3055 |
-0.0036 |
-0.3% |
1.3055 |
| Range |
0.0018 |
0.0026 |
0.0008 |
44.4% |
0.0136 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
14 |
43 |
29 |
207.1% |
366 |
|
| Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3132 |
1.3120 |
1.3069 |
|
| R3 |
1.3106 |
1.3094 |
1.3062 |
|
| R2 |
1.3080 |
1.3080 |
1.3060 |
|
| R1 |
1.3068 |
1.3068 |
1.3057 |
1.3061 |
| PP |
1.3054 |
1.3054 |
1.3054 |
1.3051 |
| S1 |
1.3042 |
1.3042 |
1.3053 |
1.3035 |
| S2 |
1.3028 |
1.3028 |
1.3050 |
|
| S3 |
1.3002 |
1.3016 |
1.3048 |
|
| S4 |
1.2976 |
1.2990 |
1.3041 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3454 |
1.3390 |
1.3130 |
|
| R3 |
1.3318 |
1.3254 |
1.3092 |
|
| R2 |
1.3182 |
1.3182 |
1.3080 |
|
| R1 |
1.3118 |
1.3118 |
1.3067 |
1.3150 |
| PP |
1.3046 |
1.3046 |
1.3046 |
1.3062 |
| S1 |
1.2982 |
1.2982 |
1.3043 |
1.3014 |
| S2 |
1.2910 |
1.2910 |
1.3030 |
|
| S3 |
1.2774 |
1.2846 |
1.3018 |
|
| S4 |
1.2638 |
1.2710 |
1.2980 |
|
|
| 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% |
0.0038 |
0.3% |
60% |
False |
False |
73 |
| 10 |
1.3140 |
1.2973 |
0.0167 |
1.3% |
0.0054 |
0.4% |
49% |
False |
False |
46 |
| 20 |
1.3161 |
1.2965 |
0.0196 |
1.5% |
0.0043 |
0.3% |
46% |
False |
False |
50 |
| 40 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0023 |
0.2% |
62% |
False |
False |
27 |
| 60 |
1.3161 |
1.2665 |
0.0496 |
3.8% |
0.0019 |
0.1% |
79% |
False |
False |
18 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0015 |
0.1% |
87% |
False |
False |
19 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.4% |
0.0012 |
0.1% |
89% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3178 |
|
2.618 |
1.3135 |
|
1.618 |
1.3109 |
|
1.000 |
1.3093 |
|
0.618 |
1.3083 |
|
HIGH |
1.3067 |
|
0.618 |
1.3057 |
|
0.500 |
1.3054 |
|
0.382 |
1.3051 |
|
LOW |
1.3041 |
|
0.618 |
1.3025 |
|
1.000 |
1.3015 |
|
1.618 |
1.2999 |
|
2.618 |
1.2973 |
|
4.250 |
1.2931 |
|
|
| Fisher Pivots for day following 07-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3055 |
1.3066 |
| PP |
1.3054 |
1.3062 |
| S1 |
1.3054 |
1.3059 |
|