CME Japanese Yen Future June 2012
Trading Metrics calculated at close of trading on 12-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.3110 |
1.2997 |
-0.0113 |
-0.9% |
1.3112 |
High |
1.3110 |
1.2997 |
-0.0113 |
-0.9% |
1.3117 |
Low |
1.3110 |
1.2997 |
-0.0113 |
-0.9% |
1.3067 |
Close |
1.3110 |
1.2997 |
-0.0113 |
-0.9% |
1.3082 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0046 |
0.0005 |
12.5% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2997 |
1.2997 |
1.2997 |
|
R3 |
1.2997 |
1.2997 |
1.2997 |
|
R2 |
1.2997 |
1.2997 |
1.2997 |
|
R1 |
1.2997 |
1.2997 |
1.2997 |
1.2997 |
PP |
1.2997 |
1.2997 |
1.2997 |
1.2997 |
S1 |
1.2997 |
1.2997 |
1.2997 |
1.2997 |
S2 |
1.2997 |
1.2997 |
1.2997 |
|
S3 |
1.2997 |
1.2997 |
1.2997 |
|
S4 |
1.2997 |
1.2997 |
1.2997 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3239 |
1.3210 |
1.3110 |
|
R3 |
1.3189 |
1.3160 |
1.3096 |
|
R2 |
1.3139 |
1.3139 |
1.3091 |
|
R1 |
1.3110 |
1.3110 |
1.3087 |
1.3100 |
PP |
1.3089 |
1.3089 |
1.3089 |
1.3083 |
S1 |
1.3060 |
1.3060 |
1.3077 |
1.3050 |
S2 |
1.3039 |
1.3039 |
1.3073 |
|
S3 |
1.2989 |
1.3010 |
1.3068 |
|
S4 |
1.2939 |
1.2960 |
1.3055 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2997 |
2.618 |
1.2997 |
1.618 |
1.2997 |
1.000 |
1.2997 |
0.618 |
1.2997 |
HIGH |
1.2997 |
0.618 |
1.2997 |
0.500 |
1.2997 |
0.382 |
1.2997 |
LOW |
1.2997 |
0.618 |
1.2997 |
1.000 |
1.2997 |
1.618 |
1.2997 |
2.618 |
1.2997 |
4.250 |
1.2997 |
|
|
Fisher Pivots for day following 12-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2997 |
1.3054 |
PP |
1.2997 |
1.3035 |
S1 |
1.2997 |
1.3016 |
|