CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2892 |
1.2837 |
-0.0055 |
-0.4% |
1.2807 |
| High |
1.2922 |
1.2863 |
-0.0059 |
-0.5% |
1.2922 |
| Low |
1.2810 |
1.2803 |
-0.0007 |
-0.1% |
1.2802 |
| Close |
1.2832 |
1.2825 |
-0.0007 |
-0.1% |
1.2832 |
| Range |
0.0112 |
0.0060 |
-0.0052 |
-46.4% |
0.0120 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
81,936 |
74,479 |
-7,457 |
-9.1% |
344,254 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3010 |
1.2978 |
1.2858 |
|
| R3 |
1.2950 |
1.2918 |
1.2842 |
|
| R2 |
1.2890 |
1.2890 |
1.2836 |
|
| R1 |
1.2858 |
1.2858 |
1.2831 |
1.2844 |
| PP |
1.2830 |
1.2830 |
1.2830 |
1.2824 |
| S1 |
1.2798 |
1.2798 |
1.2820 |
1.2784 |
| S2 |
1.2770 |
1.2770 |
1.2814 |
|
| S3 |
1.2710 |
1.2738 |
1.2809 |
|
| S4 |
1.2650 |
1.2678 |
1.2792 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3212 |
1.3142 |
1.2898 |
|
| R3 |
1.3092 |
1.3022 |
1.2865 |
|
| R2 |
1.2972 |
1.2972 |
1.2854 |
|
| R1 |
1.2902 |
1.2902 |
1.2843 |
1.2937 |
| PP |
1.2852 |
1.2852 |
1.2852 |
1.2870 |
| S1 |
1.2782 |
1.2782 |
1.2821 |
1.2817 |
| S2 |
1.2732 |
1.2732 |
1.2810 |
|
| S3 |
1.2612 |
1.2662 |
1.2799 |
|
| S4 |
1.2492 |
1.2542 |
1.2766 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2922 |
1.2803 |
0.0119 |
0.9% |
0.0061 |
0.5% |
18% |
False |
True |
71,982 |
| 10 |
1.2922 |
1.2631 |
0.0291 |
2.3% |
0.0070 |
0.5% |
67% |
False |
False |
79,233 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0081 |
0.6% |
56% |
False |
False |
65,234 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0069 |
0.5% |
63% |
False |
False |
32,790 |
| 60 |
1.2977 |
1.2539 |
0.0438 |
3.4% |
0.0066 |
0.5% |
65% |
False |
False |
21,893 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0062 |
0.5% |
72% |
False |
False |
16,430 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0055 |
0.4% |
72% |
False |
False |
13,146 |
| 120 |
1.2977 |
1.2298 |
0.0679 |
5.3% |
0.0049 |
0.4% |
78% |
False |
False |
10,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3118 |
|
2.618 |
1.3020 |
|
1.618 |
1.2960 |
|
1.000 |
1.2923 |
|
0.618 |
1.2900 |
|
HIGH |
1.2863 |
|
0.618 |
1.2840 |
|
0.500 |
1.2833 |
|
0.382 |
1.2826 |
|
LOW |
1.2803 |
|
0.618 |
1.2766 |
|
1.000 |
1.2743 |
|
1.618 |
1.2706 |
|
2.618 |
1.2646 |
|
4.250 |
1.2548 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2833 |
1.2863 |
| PP |
1.2830 |
1.2850 |
| S1 |
1.2828 |
1.2838 |
|