CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 13-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2011 |
13-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3107 |
1.2989 |
-0.0118 |
-0.9% |
1.2992 |
| High |
1.3118 |
1.3076 |
-0.0042 |
-0.3% |
1.3109 |
| Low |
1.2938 |
1.2989 |
0.0051 |
0.4% |
1.2973 |
| Close |
1.2971 |
1.3046 |
0.0075 |
0.6% |
1.3055 |
| Range |
0.0180 |
0.0087 |
-0.0093 |
-51.7% |
0.0136 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
5.2% |
0.0000 |
| Volume |
12 |
90 |
78 |
650.0% |
366 |
|
| Daily Pivots for day following 13-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3298 |
1.3259 |
1.3094 |
|
| R3 |
1.3211 |
1.3172 |
1.3070 |
|
| R2 |
1.3124 |
1.3124 |
1.3062 |
|
| R1 |
1.3085 |
1.3085 |
1.3054 |
1.3105 |
| PP |
1.3037 |
1.3037 |
1.3037 |
1.3047 |
| S1 |
1.2998 |
1.2998 |
1.3038 |
1.3018 |
| S2 |
1.2950 |
1.2950 |
1.3030 |
|
| S3 |
1.2863 |
1.2911 |
1.3022 |
|
| S4 |
1.2776 |
1.2824 |
1.2998 |
|
|
| 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 |
1.3118 |
1.2938 |
0.0180 |
1.4% |
0.0062 |
0.5% |
60% |
False |
False |
36 |
| 10 |
1.3118 |
1.2938 |
0.0180 |
1.4% |
0.0056 |
0.4% |
60% |
False |
False |
51 |
| 20 |
1.3161 |
1.2938 |
0.0223 |
1.7% |
0.0057 |
0.4% |
48% |
False |
False |
53 |
| 40 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0030 |
0.2% |
58% |
False |
False |
30 |
| 60 |
1.3161 |
1.2684 |
0.0477 |
3.7% |
0.0024 |
0.2% |
76% |
False |
False |
21 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0019 |
0.1% |
86% |
False |
False |
19 |
| 100 |
1.3161 |
1.2201 |
0.0960 |
7.4% |
0.0015 |
0.1% |
88% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3446 |
|
2.618 |
1.3304 |
|
1.618 |
1.3217 |
|
1.000 |
1.3163 |
|
0.618 |
1.3130 |
|
HIGH |
1.3076 |
|
0.618 |
1.3043 |
|
0.500 |
1.3033 |
|
0.382 |
1.3022 |
|
LOW |
1.2989 |
|
0.618 |
1.2935 |
|
1.000 |
1.2902 |
|
1.618 |
1.2848 |
|
2.618 |
1.2761 |
|
4.250 |
1.2619 |
|
|
| Fisher Pivots for day following 13-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3042 |
1.3040 |
| PP |
1.3037 |
1.3034 |
| S1 |
1.3033 |
1.3028 |
|