CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2714 |
1.2686 |
-0.0028 |
-0.2% |
1.2722 |
| High |
1.2715 |
1.2727 |
0.0012 |
0.1% |
1.2836 |
| Low |
1.2668 |
1.2656 |
-0.0012 |
-0.1% |
1.2704 |
| Close |
1.2680 |
1.2668 |
-0.0012 |
-0.1% |
1.2764 |
| Range |
0.0047 |
0.0071 |
0.0024 |
51.1% |
0.0132 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.0% |
0.0000 |
| Volume |
76,659 |
86,804 |
10,145 |
13.2% |
326,546 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2897 |
1.2853 |
1.2707 |
|
| R3 |
1.2826 |
1.2782 |
1.2688 |
|
| R2 |
1.2755 |
1.2755 |
1.2681 |
|
| R1 |
1.2711 |
1.2711 |
1.2675 |
1.2698 |
| PP |
1.2684 |
1.2684 |
1.2684 |
1.2677 |
| S1 |
1.2640 |
1.2640 |
1.2661 |
1.2627 |
| S2 |
1.2613 |
1.2613 |
1.2655 |
|
| S3 |
1.2542 |
1.2569 |
1.2648 |
|
| S4 |
1.2471 |
1.2498 |
1.2629 |
|
|
| 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 |
1.2656 |
0.0180 |
1.4% |
0.0070 |
0.6% |
7% |
False |
True |
78,899 |
| 10 |
1.2836 |
1.2656 |
0.0180 |
1.4% |
0.0072 |
0.6% |
7% |
False |
True |
74,666 |
| 20 |
1.2922 |
1.2656 |
0.0266 |
2.1% |
0.0066 |
0.5% |
5% |
False |
True |
72,359 |
| 40 |
1.2977 |
1.2614 |
0.0363 |
2.9% |
0.0073 |
0.6% |
15% |
False |
False |
54,745 |
| 60 |
1.2977 |
1.2565 |
0.0412 |
3.3% |
0.0069 |
0.5% |
25% |
False |
False |
36,554 |
| 80 |
1.2977 |
1.2516 |
0.0461 |
3.6% |
0.0065 |
0.5% |
33% |
False |
False |
27,433 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0061 |
0.5% |
43% |
False |
False |
21,951 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0054 |
0.4% |
43% |
False |
False |
18,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3029 |
|
2.618 |
1.2913 |
|
1.618 |
1.2842 |
|
1.000 |
1.2798 |
|
0.618 |
1.2771 |
|
HIGH |
1.2727 |
|
0.618 |
1.2700 |
|
0.500 |
1.2692 |
|
0.382 |
1.2683 |
|
LOW |
1.2656 |
|
0.618 |
1.2612 |
|
1.000 |
1.2585 |
|
1.618 |
1.2541 |
|
2.618 |
1.2470 |
|
4.250 |
1.2354 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2692 |
1.2715 |
| PP |
1.2684 |
1.2699 |
| S1 |
1.2676 |
1.2684 |
|