CME Japanese Yen Future March 2012
| Trading Metrics calculated at close of trading on 27-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2011 |
27-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3180 |
1.3152 |
-0.0028 |
-0.2% |
1.2981 |
| High |
1.3218 |
1.3248 |
0.0030 |
0.2% |
1.3236 |
| Low |
1.3148 |
1.3152 |
0.0004 |
0.0% |
1.2951 |
| Close |
1.3165 |
1.3199 |
0.0034 |
0.3% |
1.3175 |
| Range |
0.0070 |
0.0096 |
0.0026 |
37.1% |
0.0285 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.5% |
0.0000 |
| Volume |
48 |
69 |
21 |
43.8% |
260 |
|
| Daily Pivots for day following 27-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3488 |
1.3439 |
1.3252 |
|
| R3 |
1.3392 |
1.3343 |
1.3225 |
|
| R2 |
1.3296 |
1.3296 |
1.3217 |
|
| R1 |
1.3247 |
1.3247 |
1.3208 |
1.3272 |
| PP |
1.3200 |
1.3200 |
1.3200 |
1.3212 |
| S1 |
1.3151 |
1.3151 |
1.3190 |
1.3176 |
| S2 |
1.3104 |
1.3104 |
1.3181 |
|
| S3 |
1.3008 |
1.3055 |
1.3173 |
|
| S4 |
1.2912 |
1.2959 |
1.3146 |
|
|
| 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 |
1.3248 |
1.3046 |
0.0202 |
1.5% |
0.0098 |
0.7% |
76% |
True |
False |
179 |
| 10 |
1.3248 |
1.2951 |
0.0297 |
2.3% |
0.0079 |
0.6% |
84% |
True |
False |
114 |
| 20 |
1.3248 |
1.2938 |
0.0310 |
2.3% |
0.0067 |
0.5% |
84% |
True |
False |
82 |
| 40 |
1.3248 |
1.2885 |
0.0363 |
2.8% |
0.0049 |
0.4% |
87% |
True |
False |
58 |
| 60 |
1.3248 |
1.2684 |
0.0564 |
4.3% |
0.0035 |
0.3% |
91% |
True |
False |
39 |
| 80 |
1.3248 |
1.2338 |
0.0910 |
6.9% |
0.0028 |
0.2% |
95% |
True |
False |
30 |
| 100 |
1.3248 |
1.2338 |
0.0910 |
6.9% |
0.0023 |
0.2% |
95% |
True |
False |
29 |
| 120 |
1.3248 |
1.2201 |
0.1047 |
7.9% |
0.0019 |
0.1% |
95% |
True |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3656 |
|
2.618 |
1.3499 |
|
1.618 |
1.3403 |
|
1.000 |
1.3344 |
|
0.618 |
1.3307 |
|
HIGH |
1.3248 |
|
0.618 |
1.3211 |
|
0.500 |
1.3200 |
|
0.382 |
1.3189 |
|
LOW |
1.3152 |
|
0.618 |
1.3093 |
|
1.000 |
1.3056 |
|
1.618 |
1.2997 |
|
2.618 |
1.2901 |
|
4.250 |
1.2744 |
|
|
| Fisher Pivots for day following 27-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3200 |
1.3199 |
| PP |
1.3200 |
1.3198 |
| S1 |
1.3199 |
1.3198 |
|