CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2802 |
1.2764 |
-0.0038 |
-0.3% |
1.2722 |
| High |
1.2836 |
1.2780 |
-0.0056 |
-0.4% |
1.2836 |
| Low |
1.2730 |
1.2740 |
0.0010 |
0.1% |
1.2704 |
| Close |
1.2772 |
1.2764 |
-0.0008 |
-0.1% |
1.2764 |
| Range |
0.0106 |
0.0040 |
-0.0066 |
-62.3% |
0.0132 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
94,067 |
55,196 |
-38,871 |
-41.3% |
326,546 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2881 |
1.2863 |
1.2786 |
|
| R3 |
1.2841 |
1.2823 |
1.2775 |
|
| R2 |
1.2801 |
1.2801 |
1.2771 |
|
| R1 |
1.2783 |
1.2783 |
1.2768 |
1.2784 |
| PP |
1.2761 |
1.2761 |
1.2761 |
1.2762 |
| S1 |
1.2743 |
1.2743 |
1.2760 |
1.2744 |
| S2 |
1.2721 |
1.2721 |
1.2757 |
|
| S3 |
1.2681 |
1.2703 |
1.2753 |
|
| S4 |
1.2641 |
1.2663 |
1.2742 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3164 |
1.3096 |
1.2837 |
|
| R3 |
1.3032 |
1.2964 |
1.2800 |
|
| R2 |
1.2900 |
1.2900 |
1.2788 |
|
| R1 |
1.2832 |
1.2832 |
1.2776 |
1.2866 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2785 |
| S1 |
1.2700 |
1.2700 |
1.2752 |
1.2734 |
| S2 |
1.2636 |
1.2636 |
1.2740 |
|
| S3 |
1.2504 |
1.2568 |
1.2728 |
|
| S4 |
1.2372 |
1.2436 |
1.2691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2836 |
1.2704 |
0.0132 |
1.0% |
0.0069 |
0.5% |
45% |
False |
False |
65,309 |
| 10 |
1.2863 |
1.2685 |
0.0178 |
1.4% |
0.0069 |
0.5% |
44% |
False |
False |
70,984 |
| 20 |
1.2922 |
1.2631 |
0.0291 |
2.3% |
0.0073 |
0.6% |
46% |
False |
False |
76,773 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0072 |
0.6% |
48% |
False |
False |
48,632 |
| 60 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0068 |
0.5% |
48% |
False |
False |
32,475 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0066 |
0.5% |
60% |
False |
False |
24,369 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0059 |
0.5% |
60% |
False |
False |
19,499 |
| 120 |
1.2977 |
1.2337 |
0.0640 |
5.0% |
0.0052 |
0.4% |
67% |
False |
False |
16,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2950 |
|
2.618 |
1.2885 |
|
1.618 |
1.2845 |
|
1.000 |
1.2820 |
|
0.618 |
1.2805 |
|
HIGH |
1.2780 |
|
0.618 |
1.2765 |
|
0.500 |
1.2760 |
|
0.382 |
1.2755 |
|
LOW |
1.2740 |
|
0.618 |
1.2715 |
|
1.000 |
1.2700 |
|
1.618 |
1.2675 |
|
2.618 |
1.2635 |
|
4.250 |
1.2570 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2763 |
1.2783 |
| PP |
1.2761 |
1.2777 |
| S1 |
1.2760 |
1.2770 |
|