CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2617 |
1.2513 |
-0.0104 |
-0.8% |
1.2756 |
| High |
1.2628 |
1.2550 |
-0.0078 |
-0.6% |
1.2774 |
| Low |
1.2510 |
1.2503 |
-0.0007 |
-0.1% |
1.2588 |
| Close |
1.2520 |
1.2516 |
-0.0004 |
0.0% |
1.2617 |
| Range |
0.0118 |
0.0047 |
-0.0071 |
-60.2% |
0.0186 |
| ATR |
0.0073 |
0.0072 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
103,015 |
108,046 |
5,031 |
4.9% |
451,256 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2664 |
1.2637 |
1.2542 |
|
| R3 |
1.2617 |
1.2590 |
1.2529 |
|
| R2 |
1.2570 |
1.2570 |
1.2525 |
|
| R1 |
1.2543 |
1.2543 |
1.2520 |
1.2557 |
| PP |
1.2523 |
1.2523 |
1.2523 |
1.2530 |
| S1 |
1.2496 |
1.2496 |
1.2512 |
1.2510 |
| S2 |
1.2476 |
1.2476 |
1.2507 |
|
| S3 |
1.2429 |
1.2449 |
1.2503 |
|
| S4 |
1.2382 |
1.2402 |
1.2490 |
|
|
| 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 |
1.2727 |
1.2503 |
0.0224 |
1.8% |
0.0073 |
0.6% |
6% |
False |
True |
100,777 |
| 10 |
1.2836 |
1.2503 |
0.0333 |
2.7% |
0.0069 |
0.5% |
4% |
False |
True |
86,577 |
| 20 |
1.2922 |
1.2503 |
0.0419 |
3.3% |
0.0069 |
0.6% |
3% |
False |
True |
79,250 |
| 40 |
1.2977 |
1.2503 |
0.0474 |
3.8% |
0.0074 |
0.6% |
3% |
False |
True |
65,125 |
| 60 |
1.2977 |
1.2503 |
0.0474 |
3.8% |
0.0070 |
0.6% |
3% |
False |
True |
43,497 |
| 80 |
1.2977 |
1.2503 |
0.0474 |
3.8% |
0.0067 |
0.5% |
3% |
False |
True |
32,645 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0062 |
0.5% |
14% |
False |
False |
26,121 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0056 |
0.4% |
14% |
False |
False |
21,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2750 |
|
2.618 |
1.2673 |
|
1.618 |
1.2626 |
|
1.000 |
1.2597 |
|
0.618 |
1.2579 |
|
HIGH |
1.2550 |
|
0.618 |
1.2532 |
|
0.500 |
1.2527 |
|
0.382 |
1.2521 |
|
LOW |
1.2503 |
|
0.618 |
1.2474 |
|
1.000 |
1.2456 |
|
1.618 |
1.2427 |
|
2.618 |
1.2380 |
|
4.250 |
1.2303 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2527 |
1.2572 |
| PP |
1.2523 |
1.2553 |
| S1 |
1.2520 |
1.2535 |
|