CME Japanese Yen Future June 2012
Trading Metrics calculated at close of trading on 03-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2011 |
03-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.3144 |
1.3112 |
-0.0032 |
-0.2% |
1.3130 |
High |
1.3144 |
1.3112 |
-0.0032 |
-0.2% |
1.3144 |
Low |
1.3090 |
1.3112 |
0.0022 |
0.2% |
1.3080 |
Close |
1.3031 |
1.3112 |
0.0081 |
0.6% |
1.3031 |
Range |
0.0054 |
0.0000 |
-0.0054 |
-100.0% |
0.0064 |
ATR |
0.0048 |
0.0050 |
0.0002 |
5.0% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
5 |
|
Daily Pivots for day following 03-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3112 |
1.3112 |
1.3112 |
|
R3 |
1.3112 |
1.3112 |
1.3112 |
|
R2 |
1.3112 |
1.3112 |
1.3112 |
|
R1 |
1.3112 |
1.3112 |
1.3112 |
1.3112 |
PP |
1.3112 |
1.3112 |
1.3112 |
1.3112 |
S1 |
1.3112 |
1.3112 |
1.3112 |
1.3112 |
S2 |
1.3112 |
1.3112 |
1.3112 |
|
S3 |
1.3112 |
1.3112 |
1.3112 |
|
S4 |
1.3112 |
1.3112 |
1.3112 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3277 |
1.3218 |
1.3066 |
|
R3 |
1.3213 |
1.3154 |
1.3049 |
|
R2 |
1.3149 |
1.3149 |
1.3043 |
|
R1 |
1.3090 |
1.3090 |
1.3037 |
1.3088 |
PP |
1.3085 |
1.3085 |
1.3085 |
1.3084 |
S1 |
1.3026 |
1.3026 |
1.3025 |
1.3024 |
S2 |
1.3021 |
1.3021 |
1.3019 |
|
S3 |
1.2957 |
1.2962 |
1.3013 |
|
S4 |
1.2893 |
1.2898 |
1.2996 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3112 |
2.618 |
1.3112 |
1.618 |
1.3112 |
1.000 |
1.3112 |
0.618 |
1.3112 |
HIGH |
1.3112 |
0.618 |
1.3112 |
0.500 |
1.3112 |
0.382 |
1.3112 |
LOW |
1.3112 |
0.618 |
1.3112 |
1.000 |
1.3112 |
1.618 |
1.3112 |
2.618 |
1.3112 |
4.250 |
1.3112 |
|
|
Fisher Pivots for day following 03-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3112 |
1.3117 |
PP |
1.3112 |
1.3115 |
S1 |
1.3112 |
1.3114 |
|