CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2747 |
1.2722 |
-0.0025 |
-0.2% |
1.2837 |
| High |
1.2783 |
1.2815 |
0.0032 |
0.3% |
1.2863 |
| Low |
1.2685 |
1.2704 |
0.0019 |
0.1% |
1.2685 |
| Close |
1.2717 |
1.2797 |
0.0080 |
0.6% |
1.2717 |
| Range |
0.0098 |
0.0111 |
0.0013 |
13.3% |
0.0178 |
| ATR |
0.0074 |
0.0076 |
0.0003 |
3.6% |
0.0000 |
| Volume |
97,762 |
59,431 |
-38,331 |
-39.2% |
383,303 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3105 |
1.3062 |
1.2858 |
|
| R3 |
1.2994 |
1.2951 |
1.2828 |
|
| R2 |
1.2883 |
1.2883 |
1.2817 |
|
| R1 |
1.2840 |
1.2840 |
1.2807 |
1.2862 |
| PP |
1.2772 |
1.2772 |
1.2772 |
1.2783 |
| S1 |
1.2729 |
1.2729 |
1.2787 |
1.2751 |
| S2 |
1.2661 |
1.2661 |
1.2777 |
|
| S3 |
1.2550 |
1.2618 |
1.2766 |
|
| S4 |
1.2439 |
1.2507 |
1.2736 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3289 |
1.3181 |
1.2815 |
|
| R3 |
1.3111 |
1.3003 |
1.2766 |
|
| R2 |
1.2933 |
1.2933 |
1.2750 |
|
| R1 |
1.2825 |
1.2825 |
1.2733 |
1.2790 |
| PP |
1.2755 |
1.2755 |
1.2755 |
1.2738 |
| S1 |
1.2647 |
1.2647 |
1.2701 |
1.2612 |
| S2 |
1.2577 |
1.2577 |
1.2684 |
|
| S3 |
1.2399 |
1.2469 |
1.2668 |
|
| S4 |
1.2221 |
1.2291 |
1.2619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2834 |
1.2685 |
0.0149 |
1.2% |
0.0080 |
0.6% |
75% |
False |
False |
73,651 |
| 10 |
1.2922 |
1.2685 |
0.0237 |
1.9% |
0.0071 |
0.6% |
47% |
False |
False |
72,816 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0082 |
0.6% |
48% |
False |
False |
80,265 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0072 |
0.6% |
56% |
False |
False |
41,979 |
| 60 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0068 |
0.5% |
56% |
False |
False |
28,028 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0066 |
0.5% |
67% |
False |
False |
21,032 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0058 |
0.5% |
67% |
False |
False |
16,828 |
| 120 |
1.2977 |
1.2298 |
0.0679 |
5.3% |
0.0051 |
0.4% |
73% |
False |
False |
14,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3287 |
|
2.618 |
1.3106 |
|
1.618 |
1.2995 |
|
1.000 |
1.2926 |
|
0.618 |
1.2884 |
|
HIGH |
1.2815 |
|
0.618 |
1.2773 |
|
0.500 |
1.2760 |
|
0.382 |
1.2746 |
|
LOW |
1.2704 |
|
0.618 |
1.2635 |
|
1.000 |
1.2593 |
|
1.618 |
1.2524 |
|
2.618 |
1.2413 |
|
4.250 |
1.2232 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2785 |
1.2781 |
| PP |
1.2772 |
1.2766 |
| S1 |
1.2760 |
1.2750 |
|