CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 26-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2011 |
26-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3163 |
1.3180 |
0.0017 |
0.1% |
1.2981 |
| High |
1.3230 |
1.3218 |
-0.0012 |
-0.1% |
1.3236 |
| Low |
1.3163 |
1.3148 |
-0.0015 |
-0.1% |
1.2951 |
| Close |
1.3207 |
1.3165 |
-0.0042 |
-0.3% |
1.3175 |
| Range |
0.0067 |
0.0070 |
0.0003 |
4.5% |
0.0285 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
159 |
48 |
-111 |
-69.8% |
260 |
|
| Daily Pivots for day following 26-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3387 |
1.3346 |
1.3204 |
|
| R3 |
1.3317 |
1.3276 |
1.3184 |
|
| R2 |
1.3247 |
1.3247 |
1.3178 |
|
| R1 |
1.3206 |
1.3206 |
1.3171 |
1.3192 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3170 |
| S1 |
1.3136 |
1.3136 |
1.3159 |
1.3122 |
| S2 |
1.3107 |
1.3107 |
1.3152 |
|
| S3 |
1.3037 |
1.3066 |
1.3146 |
|
| S4 |
1.2967 |
1.2996 |
1.3127 |
|
|
| Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3976 |
1.3860 |
1.3332 |
|
| R3 |
1.3691 |
1.3575 |
1.3253 |
|
| R2 |
1.3406 |
1.3406 |
1.3227 |
|
| R1 |
1.3290 |
1.3290 |
1.3201 |
1.3348 |
| PP |
1.3121 |
1.3121 |
1.3121 |
1.3150 |
| S1 |
1.3005 |
1.3005 |
1.3149 |
1.3063 |
| S2 |
1.2836 |
1.2836 |
1.3123 |
|
| S3 |
1.2551 |
1.2720 |
1.3097 |
|
| S4 |
1.2266 |
1.2435 |
1.3018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3236 |
1.3007 |
0.0229 |
1.7% |
0.0091 |
0.7% |
69% |
False |
False |
181 |
| 10 |
1.3236 |
1.2951 |
0.0285 |
2.2% |
0.0078 |
0.6% |
75% |
False |
False |
116 |
| 20 |
1.3236 |
1.2938 |
0.0298 |
2.3% |
0.0065 |
0.5% |
76% |
False |
False |
81 |
| 40 |
1.3236 |
1.2885 |
0.0351 |
2.7% |
0.0047 |
0.4% |
80% |
False |
False |
57 |
| 60 |
1.3236 |
1.2684 |
0.0552 |
4.2% |
0.0035 |
0.3% |
87% |
False |
False |
38 |
| 80 |
1.3236 |
1.2338 |
0.0898 |
6.8% |
0.0027 |
0.2% |
92% |
False |
False |
29 |
| 100 |
1.3236 |
1.2338 |
0.0898 |
6.8% |
0.0022 |
0.2% |
92% |
False |
False |
29 |
| 120 |
1.3236 |
1.2201 |
0.1035 |
7.9% |
0.0018 |
0.1% |
93% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3516 |
|
2.618 |
1.3401 |
|
1.618 |
1.3331 |
|
1.000 |
1.3288 |
|
0.618 |
1.3261 |
|
HIGH |
1.3218 |
|
0.618 |
1.3191 |
|
0.500 |
1.3183 |
|
0.382 |
1.3175 |
|
LOW |
1.3148 |
|
0.618 |
1.3105 |
|
1.000 |
1.3078 |
|
1.618 |
1.3035 |
|
2.618 |
1.2965 |
|
4.250 |
1.2851 |
|
|
| Fisher Pivots for day following 26-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3183 |
1.3179 |
| PP |
1.3177 |
1.3174 |
| S1 |
1.3171 |
1.3170 |
|