CME Japanese Yen Future June 2012
Trading Metrics calculated at close of trading on 28-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2011 |
28-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1.3224 |
1.3257 |
0.0033 |
0.2% |
1.3208 |
High |
1.3224 |
1.3257 |
0.0033 |
0.2% |
1.3257 |
Low |
1.3224 |
1.3257 |
0.0033 |
0.2% |
1.3200 |
Close |
1.3224 |
1.3257 |
0.0033 |
0.2% |
1.3257 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0041 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3257 |
1.3257 |
1.3257 |
|
R3 |
1.3257 |
1.3257 |
1.3257 |
|
R2 |
1.3257 |
1.3257 |
1.3257 |
|
R1 |
1.3257 |
1.3257 |
1.3257 |
1.3257 |
PP |
1.3257 |
1.3257 |
1.3257 |
1.3257 |
S1 |
1.3257 |
1.3257 |
1.3257 |
1.3257 |
S2 |
1.3257 |
1.3257 |
1.3257 |
|
S3 |
1.3257 |
1.3257 |
1.3257 |
|
S4 |
1.3257 |
1.3257 |
1.3257 |
|
|
Weekly Pivots for week ending 28-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3409 |
1.3390 |
1.3288 |
|
R3 |
1.3352 |
1.3333 |
1.3273 |
|
R2 |
1.3295 |
1.3295 |
1.3267 |
|
R1 |
1.3276 |
1.3276 |
1.3262 |
1.3286 |
PP |
1.3238 |
1.3238 |
1.3238 |
1.3243 |
S1 |
1.3219 |
1.3219 |
1.3252 |
1.3229 |
S2 |
1.3181 |
1.3181 |
1.3247 |
|
S3 |
1.3124 |
1.3162 |
1.3241 |
|
S4 |
1.3067 |
1.3105 |
1.3226 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3257 |
1.3200 |
0.0057 |
0.4% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
10 |
1.3257 |
1.3072 |
0.0185 |
1.4% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
20 |
1.3257 |
1.2997 |
0.0260 |
2.0% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
40 |
1.3257 |
1.2947 |
0.0310 |
2.3% |
0.0003 |
0.0% |
100% |
True |
False |
2 |
60 |
1.3257 |
1.2806 |
0.0451 |
3.4% |
0.0002 |
0.0% |
100% |
True |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3257 |
2.618 |
1.3257 |
1.618 |
1.3257 |
1.000 |
1.3257 |
0.618 |
1.3257 |
HIGH |
1.3257 |
0.618 |
1.3257 |
0.500 |
1.3257 |
0.382 |
1.3257 |
LOW |
1.3257 |
0.618 |
1.3257 |
1.000 |
1.3257 |
1.618 |
1.3257 |
2.618 |
1.3257 |
4.250 |
1.3257 |
|
|
Fisher Pivots for day following 28-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3257 |
1.3248 |
PP |
1.3257 |
1.3238 |
S1 |
1.3257 |
1.3229 |
|