CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 20-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2011 |
20-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3058 |
1.3048 |
-0.0010 |
-0.1% |
1.3064 |
| High |
1.3070 |
1.3071 |
0.0001 |
0.0% |
1.3118 |
| Low |
1.3052 |
1.3007 |
-0.0045 |
-0.3% |
1.2938 |
| Close |
1.3059 |
1.3048 |
-0.0011 |
-0.1% |
1.2986 |
| Range |
0.0018 |
0.0064 |
0.0046 |
255.6% |
0.0180 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.1% |
0.0000 |
| Volume |
19 |
79 |
60 |
315.8% |
179 |
|
| Daily Pivots for day following 20-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3234 |
1.3205 |
1.3083 |
|
| R3 |
1.3170 |
1.3141 |
1.3066 |
|
| R2 |
1.3106 |
1.3106 |
1.3060 |
|
| R1 |
1.3077 |
1.3077 |
1.3054 |
1.3080 |
| PP |
1.3042 |
1.3042 |
1.3042 |
1.3044 |
| S1 |
1.3013 |
1.3013 |
1.3042 |
1.3016 |
| S2 |
1.2978 |
1.2978 |
1.3036 |
|
| S3 |
1.2914 |
1.2949 |
1.3030 |
|
| S4 |
1.2850 |
1.2885 |
1.3013 |
|
|
| Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3554 |
1.3450 |
1.3085 |
|
| R3 |
1.3374 |
1.3270 |
1.3036 |
|
| R2 |
1.3194 |
1.3194 |
1.3019 |
|
| R1 |
1.3090 |
1.3090 |
1.3003 |
1.3052 |
| PP |
1.3014 |
1.3014 |
1.3014 |
1.2995 |
| S1 |
1.2910 |
1.2910 |
1.2970 |
1.2872 |
| S2 |
1.2834 |
1.2834 |
1.2953 |
|
| S3 |
1.2654 |
1.2730 |
1.2937 |
|
| S4 |
1.2474 |
1.2550 |
1.2887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3090 |
1.2951 |
0.0139 |
1.1% |
0.0059 |
0.5% |
70% |
False |
False |
48 |
| 10 |
1.3118 |
1.2938 |
0.0180 |
1.4% |
0.0061 |
0.5% |
61% |
False |
False |
42 |
| 20 |
1.3161 |
1.2938 |
0.0223 |
1.7% |
0.0060 |
0.5% |
49% |
False |
False |
51 |
| 40 |
1.3161 |
1.2885 |
0.0276 |
2.1% |
0.0037 |
0.3% |
59% |
False |
False |
36 |
| 60 |
1.3161 |
1.2684 |
0.0477 |
3.7% |
0.0029 |
0.2% |
76% |
False |
False |
25 |
| 80 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0022 |
0.2% |
86% |
False |
False |
20 |
| 100 |
1.3161 |
1.2338 |
0.0823 |
6.3% |
0.0018 |
0.1% |
86% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3343 |
|
2.618 |
1.3239 |
|
1.618 |
1.3175 |
|
1.000 |
1.3135 |
|
0.618 |
1.3111 |
|
HIGH |
1.3071 |
|
0.618 |
1.3047 |
|
0.500 |
1.3039 |
|
0.382 |
1.3031 |
|
LOW |
1.3007 |
|
0.618 |
1.2967 |
|
1.000 |
1.2943 |
|
1.618 |
1.2903 |
|
2.618 |
1.2839 |
|
4.250 |
1.2735 |
|
|
| Fisher Pivots for day following 20-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3045 |
1.3045 |
| PP |
1.3042 |
1.3042 |
| S1 |
1.3039 |
1.3039 |
|