CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 10-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2011 |
10-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3060 |
1.3064 |
0.0004 |
0.0% |
1.2992 |
| High |
1.3067 |
1.3064 |
-0.0003 |
0.0% |
1.3109 |
| Low |
1.3041 |
1.3063 |
0.0022 |
0.2% |
1.2973 |
| Close |
1.3055 |
1.3077 |
0.0022 |
0.2% |
1.3055 |
| Range |
0.0026 |
0.0001 |
-0.0025 |
-96.2% |
0.0136 |
| ATR |
0.0057 |
0.0054 |
-0.0003 |
-6.0% |
0.0000 |
| Volume |
43 |
21 |
-22 |
-51.2% |
366 |
|
| Daily Pivots for day following 10-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3071 |
1.3075 |
1.3078 |
|
| R3 |
1.3070 |
1.3074 |
1.3077 |
|
| R2 |
1.3069 |
1.3069 |
1.3077 |
|
| R1 |
1.3073 |
1.3073 |
1.3077 |
1.3071 |
| PP |
1.3068 |
1.3068 |
1.3068 |
1.3067 |
| S1 |
1.3072 |
1.3072 |
1.3077 |
1.3070 |
| S2 |
1.3067 |
1.3067 |
1.3077 |
|
| S3 |
1.3066 |
1.3071 |
1.3077 |
|
| S4 |
1.3065 |
1.3070 |
1.3076 |
|
|
| 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 |
1.3090 |
1.3041 |
0.0049 |
0.4% |
0.0011 |
0.1% |
73% |
False |
False |
65 |
| 10 |
1.3140 |
1.2973 |
0.0167 |
1.3% |
0.0049 |
0.4% |
62% |
False |
False |
48 |
| 20 |
1.3161 |
1.2973 |
0.0188 |
1.4% |
0.0043 |
0.3% |
55% |
False |
False |
49 |
| 40 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0023 |
0.2% |
70% |
False |
False |
27 |
| 60 |
1.3161 |
1.2665 |
0.0496 |
3.8% |
0.0019 |
0.1% |
83% |
False |
False |
19 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0015 |
0.1% |
90% |
False |
False |
19 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.3% |
0.0012 |
0.1% |
91% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3068 |
|
2.618 |
1.3067 |
|
1.618 |
1.3066 |
|
1.000 |
1.3065 |
|
0.618 |
1.3065 |
|
HIGH |
1.3064 |
|
0.618 |
1.3064 |
|
0.500 |
1.3064 |
|
0.382 |
1.3063 |
|
LOW |
1.3063 |
|
0.618 |
1.3062 |
|
1.000 |
1.3062 |
|
1.618 |
1.3061 |
|
2.618 |
1.3060 |
|
4.250 |
1.3059 |
|
|
| Fisher Pivots for day following 10-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3073 |
1.3073 |
| PP |
1.3068 |
1.3069 |
| S1 |
1.3064 |
1.3066 |
|