CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2655 |
1.2619 |
-0.0036 |
-0.3% |
1.2756 |
| High |
1.2668 |
1.2641 |
-0.0027 |
-0.2% |
1.2774 |
| Low |
1.2588 |
1.2594 |
0.0006 |
0.0% |
1.2588 |
| Close |
1.2623 |
1.2617 |
-0.0006 |
0.0% |
1.2617 |
| Range |
0.0080 |
0.0047 |
-0.0033 |
-41.3% |
0.0186 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
134,984 |
71,038 |
-63,946 |
-47.4% |
451,256 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2758 |
1.2735 |
1.2643 |
|
| R3 |
1.2711 |
1.2688 |
1.2630 |
|
| R2 |
1.2664 |
1.2664 |
1.2626 |
|
| R1 |
1.2641 |
1.2641 |
1.2621 |
1.2629 |
| PP |
1.2617 |
1.2617 |
1.2617 |
1.2612 |
| S1 |
1.2594 |
1.2594 |
1.2613 |
1.2582 |
| S2 |
1.2570 |
1.2570 |
1.2608 |
|
| S3 |
1.2523 |
1.2547 |
1.2604 |
|
| S4 |
1.2476 |
1.2500 |
1.2591 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3218 |
1.3103 |
1.2719 |
|
| R3 |
1.3032 |
1.2917 |
1.2668 |
|
| R2 |
1.2846 |
1.2846 |
1.2651 |
|
| R1 |
1.2731 |
1.2731 |
1.2634 |
1.2696 |
| PP |
1.2660 |
1.2660 |
1.2660 |
1.2642 |
| S1 |
1.2545 |
1.2545 |
1.2600 |
1.2510 |
| S2 |
1.2474 |
1.2474 |
1.2583 |
|
| S3 |
1.2288 |
1.2359 |
1.2566 |
|
| S4 |
1.2102 |
1.2173 |
1.2515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2774 |
1.2588 |
0.0186 |
1.5% |
0.0067 |
0.5% |
16% |
False |
False |
90,251 |
| 10 |
1.2836 |
1.2588 |
0.0248 |
2.0% |
0.0068 |
0.5% |
12% |
False |
False |
77,780 |
| 20 |
1.2922 |
1.2588 |
0.0334 |
2.6% |
0.0067 |
0.5% |
9% |
False |
False |
75,267 |
| 40 |
1.2977 |
1.2588 |
0.0389 |
3.1% |
0.0071 |
0.6% |
7% |
False |
False |
59,864 |
| 60 |
1.2977 |
1.2565 |
0.0412 |
3.3% |
0.0069 |
0.6% |
13% |
False |
False |
39,983 |
| 80 |
1.2977 |
1.2516 |
0.0461 |
3.7% |
0.0066 |
0.5% |
22% |
False |
False |
30,007 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0062 |
0.5% |
33% |
False |
False |
24,011 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0055 |
0.4% |
33% |
False |
False |
20,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2841 |
|
2.618 |
1.2764 |
|
1.618 |
1.2717 |
|
1.000 |
1.2688 |
|
0.618 |
1.2670 |
|
HIGH |
1.2641 |
|
0.618 |
1.2623 |
|
0.500 |
1.2618 |
|
0.382 |
1.2612 |
|
LOW |
1.2594 |
|
0.618 |
1.2565 |
|
1.000 |
1.2547 |
|
1.618 |
1.2518 |
|
2.618 |
1.2471 |
|
4.250 |
1.2394 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2618 |
1.2658 |
| PP |
1.2617 |
1.2644 |
| S1 |
1.2617 |
1.2631 |
|