CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2536 |
1.2565 |
0.0029 |
0.2% |
1.2617 |
| High |
1.2640 |
1.2581 |
-0.0059 |
-0.5% |
1.2628 |
| Low |
1.2481 |
1.2509 |
0.0028 |
0.2% |
1.2444 |
| Close |
1.2567 |
1.2541 |
-0.0026 |
-0.2% |
1.2558 |
| Range |
0.0159 |
0.0072 |
-0.0087 |
-54.7% |
0.0184 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
65,831 |
87,174 |
21,343 |
32.4% |
534,175 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2760 |
1.2722 |
1.2581 |
|
| R3 |
1.2688 |
1.2650 |
1.2561 |
|
| R2 |
1.2616 |
1.2616 |
1.2554 |
|
| R1 |
1.2578 |
1.2578 |
1.2548 |
1.2561 |
| PP |
1.2544 |
1.2544 |
1.2544 |
1.2535 |
| S1 |
1.2506 |
1.2506 |
1.2534 |
1.2489 |
| S2 |
1.2472 |
1.2472 |
1.2528 |
|
| S3 |
1.2400 |
1.2434 |
1.2521 |
|
| S4 |
1.2328 |
1.2362 |
1.2501 |
|
|
| 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 |
1.2640 |
1.2444 |
0.0196 |
1.6% |
0.0102 |
0.8% |
49% |
False |
False |
91,774 |
| 10 |
1.2668 |
1.2444 |
0.0224 |
1.8% |
0.0084 |
0.7% |
43% |
False |
False |
95,575 |
| 20 |
1.2836 |
1.2444 |
0.0392 |
3.1% |
0.0078 |
0.6% |
25% |
False |
False |
85,120 |
| 40 |
1.2977 |
1.2444 |
0.0533 |
4.3% |
0.0080 |
0.6% |
18% |
False |
False |
78,205 |
| 60 |
1.2977 |
1.2444 |
0.0533 |
4.3% |
0.0072 |
0.6% |
18% |
False |
False |
52,461 |
| 80 |
1.2977 |
1.2444 |
0.0533 |
4.3% |
0.0070 |
0.6% |
18% |
False |
False |
39,373 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0066 |
0.5% |
19% |
False |
False |
31,507 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0060 |
0.5% |
19% |
False |
False |
26,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2887 |
|
2.618 |
1.2769 |
|
1.618 |
1.2697 |
|
1.000 |
1.2653 |
|
0.618 |
1.2625 |
|
HIGH |
1.2581 |
|
0.618 |
1.2553 |
|
0.500 |
1.2545 |
|
0.382 |
1.2537 |
|
LOW |
1.2509 |
|
0.618 |
1.2465 |
|
1.000 |
1.2437 |
|
1.618 |
1.2393 |
|
2.618 |
1.2321 |
|
4.250 |
1.2203 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2545 |
1.2561 |
| PP |
1.2544 |
1.2554 |
| S1 |
1.2542 |
1.2548 |
|