CME Japanese Yen Future June 2012
Trading Metrics calculated at close of trading on 14-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2011 |
14-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.3070 |
1.3040 |
-0.0030 |
-0.2% |
1.3104 |
High |
1.3070 |
1.3040 |
-0.0030 |
-0.2% |
1.3110 |
Low |
1.3070 |
1.3040 |
-0.0030 |
-0.2% |
1.2997 |
Close |
1.3070 |
1.3012 |
-0.0058 |
-0.4% |
1.3012 |
Range |
|
|
|
|
|
ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3031 |
1.3021 |
1.3012 |
|
R3 |
1.3031 |
1.3021 |
1.3012 |
|
R2 |
1.3031 |
1.3031 |
1.3012 |
|
R1 |
1.3021 |
1.3021 |
1.3012 |
1.3026 |
PP |
1.3031 |
1.3031 |
1.3031 |
1.3033 |
S1 |
1.3021 |
1.3021 |
1.3012 |
1.3026 |
S2 |
1.3031 |
1.3031 |
1.3012 |
|
S3 |
1.3031 |
1.3021 |
1.3012 |
|
S4 |
1.3031 |
1.3021 |
1.3012 |
|
|
Weekly Pivots for week ending 14-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3379 |
1.3308 |
1.3074 |
|
R3 |
1.3266 |
1.3195 |
1.3043 |
|
R2 |
1.3153 |
1.3153 |
1.3033 |
|
R1 |
1.3082 |
1.3082 |
1.3022 |
1.3061 |
PP |
1.3040 |
1.3040 |
1.3040 |
1.3029 |
S1 |
1.2969 |
1.2969 |
1.3002 |
1.2948 |
S2 |
1.2927 |
1.2927 |
1.2991 |
|
S3 |
1.2814 |
1.2856 |
1.2981 |
|
S4 |
1.2701 |
1.2743 |
1.2950 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3040 |
2.618 |
1.3040 |
1.618 |
1.3040 |
1.000 |
1.3040 |
0.618 |
1.3040 |
HIGH |
1.3040 |
0.618 |
1.3040 |
0.500 |
1.3040 |
0.382 |
1.3040 |
LOW |
1.3040 |
0.618 |
1.3040 |
1.000 |
1.3040 |
1.618 |
1.3040 |
2.618 |
1.3040 |
4.250 |
1.3040 |
|
|
Fisher Pivots for day following 14-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3040 |
1.3034 |
PP |
1.3031 |
1.3026 |
S1 |
1.3021 |
1.3019 |
|