CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2830 |
1.2797 |
-0.0033 |
-0.3% |
1.2807 |
| High |
1.2834 |
1.2809 |
-0.0025 |
-0.2% |
1.2922 |
| Low |
1.2793 |
1.2727 |
-0.0066 |
-0.5% |
1.2802 |
| Close |
1.2809 |
1.2741 |
-0.0068 |
-0.5% |
1.2832 |
| Range |
0.0041 |
0.0082 |
0.0041 |
100.0% |
0.0120 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.1% |
0.0000 |
| Volume |
49,623 |
84,315 |
34,692 |
69.9% |
344,254 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3005 |
1.2955 |
1.2786 |
|
| R3 |
1.2923 |
1.2873 |
1.2764 |
|
| R2 |
1.2841 |
1.2841 |
1.2756 |
|
| R1 |
1.2791 |
1.2791 |
1.2749 |
1.2775 |
| PP |
1.2759 |
1.2759 |
1.2759 |
1.2751 |
| S1 |
1.2709 |
1.2709 |
1.2733 |
1.2693 |
| S2 |
1.2677 |
1.2677 |
1.2726 |
|
| S3 |
1.2595 |
1.2627 |
1.2718 |
|
| S4 |
1.2513 |
1.2545 |
1.2696 |
|
|
| 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 |
1.2727 |
0.0195 |
1.5% |
0.0065 |
0.5% |
7% |
False |
True |
71,328 |
| 10 |
1.2922 |
1.2727 |
0.0195 |
1.5% |
0.0061 |
0.5% |
7% |
False |
True |
70,051 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0083 |
0.7% |
32% |
False |
False |
71,290 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0069 |
0.5% |
43% |
False |
False |
36,132 |
| 60 |
1.2977 |
1.2539 |
0.0438 |
3.4% |
0.0067 |
0.5% |
46% |
False |
False |
24,123 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0064 |
0.5% |
56% |
False |
False |
18,104 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0056 |
0.4% |
56% |
False |
False |
14,485 |
| 120 |
1.2977 |
1.2298 |
0.0679 |
5.3% |
0.0049 |
0.4% |
65% |
False |
False |
12,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3158 |
|
2.618 |
1.3024 |
|
1.618 |
1.2942 |
|
1.000 |
1.2891 |
|
0.618 |
1.2860 |
|
HIGH |
1.2809 |
|
0.618 |
1.2778 |
|
0.500 |
1.2768 |
|
0.382 |
1.2758 |
|
LOW |
1.2727 |
|
0.618 |
1.2676 |
|
1.000 |
1.2645 |
|
1.618 |
1.2594 |
|
2.618 |
1.2512 |
|
4.250 |
1.2379 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2768 |
1.2795 |
| PP |
1.2759 |
1.2777 |
| S1 |
1.2750 |
1.2759 |
|