CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2756 |
1.2714 |
-0.0042 |
-0.3% |
1.2722 |
| High |
1.2774 |
1.2715 |
-0.0059 |
-0.5% |
1.2836 |
| Low |
1.2686 |
1.2668 |
-0.0018 |
-0.1% |
1.2704 |
| Close |
1.2715 |
1.2680 |
-0.0035 |
-0.3% |
1.2764 |
| Range |
0.0088 |
0.0047 |
-0.0041 |
-46.6% |
0.0132 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
81,771 |
76,659 |
-5,112 |
-6.3% |
326,546 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2829 |
1.2801 |
1.2706 |
|
| R3 |
1.2782 |
1.2754 |
1.2693 |
|
| R2 |
1.2735 |
1.2735 |
1.2689 |
|
| R1 |
1.2707 |
1.2707 |
1.2684 |
1.2698 |
| PP |
1.2688 |
1.2688 |
1.2688 |
1.2683 |
| S1 |
1.2660 |
1.2660 |
1.2676 |
1.2651 |
| S2 |
1.2641 |
1.2641 |
1.2671 |
|
| S3 |
1.2594 |
1.2613 |
1.2667 |
|
| S4 |
1.2547 |
1.2566 |
1.2654 |
|
|
| 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 |
1.2668 |
0.0168 |
1.3% |
0.0064 |
0.5% |
7% |
False |
True |
72,377 |
| 10 |
1.2836 |
1.2668 |
0.0168 |
1.3% |
0.0073 |
0.6% |
7% |
False |
True |
74,417 |
| 20 |
1.2922 |
1.2631 |
0.0291 |
2.3% |
0.0070 |
0.6% |
17% |
False |
False |
75,113 |
| 40 |
1.2977 |
1.2595 |
0.0382 |
3.0% |
0.0073 |
0.6% |
22% |
False |
False |
52,579 |
| 60 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0068 |
0.5% |
28% |
False |
False |
35,110 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0067 |
0.5% |
45% |
False |
False |
26,348 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0060 |
0.5% |
45% |
False |
False |
21,083 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0054 |
0.4% |
45% |
False |
False |
17,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2915 |
|
2.618 |
1.2838 |
|
1.618 |
1.2791 |
|
1.000 |
1.2762 |
|
0.618 |
1.2744 |
|
HIGH |
1.2715 |
|
0.618 |
1.2697 |
|
0.500 |
1.2692 |
|
0.382 |
1.2686 |
|
LOW |
1.2668 |
|
0.618 |
1.2639 |
|
1.000 |
1.2621 |
|
1.618 |
1.2592 |
|
2.618 |
1.2545 |
|
4.250 |
1.2468 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2692 |
1.2724 |
| PP |
1.2688 |
1.2709 |
| S1 |
1.2684 |
1.2695 |
|