CME Japanese Yen Future June 2012
Trading Metrics calculated at close of trading on 25-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2011 |
25-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.3208 |
1.3231 |
0.0023 |
0.2% |
1.3087 |
High |
1.3208 |
1.3231 |
0.0023 |
0.2% |
1.3200 |
Low |
1.3208 |
1.3231 |
0.0023 |
0.2% |
1.3072 |
Close |
1.3208 |
1.3231 |
0.0023 |
0.2% |
1.3200 |
Range |
|
|
|
|
|
ATR |
0.0044 |
0.0043 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
13 |
|
Daily Pivots for day following 25-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3231 |
1.3231 |
1.3231 |
|
R3 |
1.3231 |
1.3231 |
1.3231 |
|
R2 |
1.3231 |
1.3231 |
1.3231 |
|
R1 |
1.3231 |
1.3231 |
1.3231 |
1.3231 |
PP |
1.3231 |
1.3231 |
1.3231 |
1.3231 |
S1 |
1.3231 |
1.3231 |
1.3231 |
1.3231 |
S2 |
1.3231 |
1.3231 |
1.3231 |
|
S3 |
1.3231 |
1.3231 |
1.3231 |
|
S4 |
1.3231 |
1.3231 |
1.3231 |
|
|
Weekly Pivots for week ending 21-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3541 |
1.3499 |
1.3270 |
|
R3 |
1.3413 |
1.3371 |
1.3235 |
|
R2 |
1.3285 |
1.3285 |
1.3223 |
|
R1 |
1.3243 |
1.3243 |
1.3212 |
1.3264 |
PP |
1.3157 |
1.3157 |
1.3157 |
1.3168 |
S1 |
1.3115 |
1.3115 |
1.3188 |
1.3136 |
S2 |
1.3029 |
1.3029 |
1.3177 |
|
S3 |
1.2901 |
1.2987 |
1.3165 |
|
S4 |
1.2773 |
1.2859 |
1.3130 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3231 |
1.3072 |
0.0159 |
1.2% |
0.0000 |
0.0% |
100% |
True |
False |
3 |
10 |
1.3231 |
1.2997 |
0.0234 |
1.8% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
20 |
1.3231 |
1.2997 |
0.0234 |
1.8% |
0.0003 |
0.0% |
100% |
True |
False |
2 |
40 |
1.3231 |
1.2947 |
0.0284 |
2.1% |
0.0003 |
0.0% |
100% |
True |
False |
2 |
60 |
1.3231 |
1.2704 |
0.0527 |
4.0% |
0.0002 |
0.0% |
100% |
True |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3231 |
2.618 |
1.3231 |
1.618 |
1.3231 |
1.000 |
1.3231 |
0.618 |
1.3231 |
HIGH |
1.3231 |
0.618 |
1.3231 |
0.500 |
1.3231 |
0.382 |
1.3231 |
LOW |
1.3231 |
0.618 |
1.3231 |
1.000 |
1.3231 |
1.618 |
1.3231 |
2.618 |
1.3231 |
4.250 |
1.3231 |
|
|
Fisher Pivots for day following 25-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3231 |
1.3226 |
PP |
1.3231 |
1.3221 |
S1 |
1.3231 |
1.3216 |
|