CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2534 |
1.2481 |
-0.0053 |
-0.4% |
1.2560 |
| High |
1.2541 |
1.2484 |
-0.0057 |
-0.5% |
1.2640 |
| Low |
1.2472 |
1.2399 |
-0.0073 |
-0.6% |
1.2399 |
| Close |
1.2476 |
1.2441 |
-0.0035 |
-0.3% |
1.2441 |
| Range |
0.0069 |
0.0085 |
0.0016 |
23.2% |
0.0241 |
| ATR |
0.0078 |
0.0079 |
0.0000 |
0.6% |
0.0000 |
| Volume |
75,964 |
106,710 |
30,746 |
40.5% |
398,228 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2696 |
1.2654 |
1.2488 |
|
| R3 |
1.2611 |
1.2569 |
1.2464 |
|
| R2 |
1.2526 |
1.2526 |
1.2457 |
|
| R1 |
1.2484 |
1.2484 |
1.2449 |
1.2463 |
| PP |
1.2441 |
1.2441 |
1.2441 |
1.2431 |
| S1 |
1.2399 |
1.2399 |
1.2433 |
1.2378 |
| S2 |
1.2356 |
1.2356 |
1.2425 |
|
| S3 |
1.2271 |
1.2314 |
1.2418 |
|
| S4 |
1.2186 |
1.2229 |
1.2394 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3216 |
1.3070 |
1.2574 |
|
| R3 |
1.2975 |
1.2829 |
1.2507 |
|
| R2 |
1.2734 |
1.2734 |
1.2485 |
|
| R1 |
1.2588 |
1.2588 |
1.2463 |
1.2541 |
| PP |
1.2493 |
1.2493 |
1.2493 |
1.2470 |
| S1 |
1.2347 |
1.2347 |
1.2419 |
1.2300 |
| S2 |
1.2252 |
1.2252 |
1.2397 |
|
| S3 |
1.2011 |
1.2106 |
1.2375 |
|
| S4 |
1.1770 |
1.1865 |
1.2308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2640 |
1.2399 |
0.0241 |
1.9% |
0.0087 |
0.7% |
17% |
False |
True |
79,645 |
| 10 |
1.2640 |
1.2399 |
0.0241 |
1.9% |
0.0087 |
0.7% |
17% |
False |
True |
93,240 |
| 20 |
1.2836 |
1.2399 |
0.0437 |
3.5% |
0.0077 |
0.6% |
10% |
False |
True |
85,510 |
| 40 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0078 |
0.6% |
7% |
False |
True |
81,890 |
| 60 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0073 |
0.6% |
7% |
False |
True |
55,502 |
| 80 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0069 |
0.6% |
7% |
False |
True |
41,655 |
| 100 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0068 |
0.5% |
7% |
False |
True |
33,334 |
| 120 |
1.2977 |
1.2399 |
0.0578 |
4.6% |
0.0060 |
0.5% |
7% |
False |
True |
27,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2845 |
|
2.618 |
1.2707 |
|
1.618 |
1.2622 |
|
1.000 |
1.2569 |
|
0.618 |
1.2537 |
|
HIGH |
1.2484 |
|
0.618 |
1.2452 |
|
0.500 |
1.2442 |
|
0.382 |
1.2431 |
|
LOW |
1.2399 |
|
0.618 |
1.2346 |
|
1.000 |
1.2314 |
|
1.618 |
1.2261 |
|
2.618 |
1.2176 |
|
4.250 |
1.2038 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2442 |
1.2490 |
| PP |
1.2441 |
1.2474 |
| S1 |
1.2441 |
1.2457 |
|