CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2535 |
1.2452 |
-0.0083 |
-0.7% |
1.2617 |
| High |
1.2537 |
1.2585 |
0.0048 |
0.4% |
1.2628 |
| Low |
1.2450 |
1.2444 |
-0.0006 |
0.0% |
1.2444 |
| Close |
1.2462 |
1.2558 |
0.0096 |
0.8% |
1.2558 |
| Range |
0.0087 |
0.0141 |
0.0054 |
62.1% |
0.0184 |
| ATR |
0.0070 |
0.0076 |
0.0005 |
7.1% |
0.0000 |
| Volume |
115,867 |
127,453 |
11,586 |
10.0% |
534,175 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2952 |
1.2896 |
1.2636 |
|
| R3 |
1.2811 |
1.2755 |
1.2597 |
|
| R2 |
1.2670 |
1.2670 |
1.2584 |
|
| R1 |
1.2614 |
1.2614 |
1.2571 |
1.2642 |
| PP |
1.2529 |
1.2529 |
1.2529 |
1.2543 |
| S1 |
1.2473 |
1.2473 |
1.2545 |
1.2501 |
| S2 |
1.2388 |
1.2388 |
1.2532 |
|
| S3 |
1.2247 |
1.2332 |
1.2519 |
|
| S4 |
1.2106 |
1.2191 |
1.2480 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3095 |
1.3011 |
1.2659 |
|
| R3 |
1.2911 |
1.2827 |
1.2609 |
|
| R2 |
1.2727 |
1.2727 |
1.2592 |
|
| R1 |
1.2643 |
1.2643 |
1.2575 |
1.2593 |
| PP |
1.2543 |
1.2543 |
1.2543 |
1.2519 |
| S1 |
1.2459 |
1.2459 |
1.2541 |
1.2409 |
| S2 |
1.2359 |
1.2359 |
1.2524 |
|
| S3 |
1.2175 |
1.2275 |
1.2507 |
|
| S4 |
1.1991 |
1.2091 |
1.2457 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2628 |
1.2444 |
0.0184 |
1.5% |
0.0086 |
0.7% |
62% |
False |
True |
106,835 |
| 10 |
1.2774 |
1.2444 |
0.0330 |
2.6% |
0.0076 |
0.6% |
35% |
False |
True |
98,543 |
| 20 |
1.2863 |
1.2444 |
0.0419 |
3.3% |
0.0073 |
0.6% |
27% |
False |
True |
84,764 |
| 40 |
1.2977 |
1.2444 |
0.0533 |
4.2% |
0.0077 |
0.6% |
21% |
False |
True |
73,172 |
| 60 |
1.2977 |
1.2444 |
0.0533 |
4.2% |
0.0071 |
0.6% |
21% |
False |
True |
48,877 |
| 80 |
1.2977 |
1.2444 |
0.0533 |
4.2% |
0.0068 |
0.5% |
21% |
False |
True |
36,680 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0064 |
0.5% |
22% |
False |
False |
29,352 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0058 |
0.5% |
22% |
False |
False |
24,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3184 |
|
2.618 |
1.2954 |
|
1.618 |
1.2813 |
|
1.000 |
1.2726 |
|
0.618 |
1.2672 |
|
HIGH |
1.2585 |
|
0.618 |
1.2531 |
|
0.500 |
1.2515 |
|
0.382 |
1.2498 |
|
LOW |
1.2444 |
|
0.618 |
1.2357 |
|
1.000 |
1.2303 |
|
1.618 |
1.2216 |
|
2.618 |
1.2075 |
|
4.250 |
1.1845 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2544 |
1.2544 |
| PP |
1.2529 |
1.2529 |
| S1 |
1.2515 |
1.2515 |
|