CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2922 |
1.2857 |
-0.0065 |
-0.5% |
1.2851 |
| High |
1.2934 |
1.2863 |
-0.0071 |
-0.5% |
1.2934 |
| Low |
1.2835 |
1.2824 |
-0.0011 |
-0.1% |
1.2835 |
| Close |
1.2847 |
1.2839 |
-0.0008 |
-0.1% |
1.2847 |
| Range |
0.0099 |
0.0039 |
-0.0060 |
-60.6% |
0.0099 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
27 |
16 |
-11 |
-40.7% |
240 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2959 |
1.2938 |
1.2860 |
|
| R3 |
1.2920 |
1.2899 |
1.2850 |
|
| R2 |
1.2881 |
1.2881 |
1.2846 |
|
| R1 |
1.2860 |
1.2860 |
1.2843 |
1.2851 |
| PP |
1.2842 |
1.2842 |
1.2842 |
1.2838 |
| S1 |
1.2821 |
1.2821 |
1.2835 |
1.2812 |
| S2 |
1.2803 |
1.2803 |
1.2832 |
|
| S3 |
1.2764 |
1.2782 |
1.2828 |
|
| S4 |
1.2725 |
1.2743 |
1.2818 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3107 |
1.2901 |
|
| R3 |
1.3070 |
1.3008 |
1.2874 |
|
| R2 |
1.2971 |
1.2971 |
1.2865 |
|
| R1 |
1.2909 |
1.2909 |
1.2856 |
1.2891 |
| PP |
1.2872 |
1.2872 |
1.2872 |
1.2863 |
| S1 |
1.2810 |
1.2810 |
1.2838 |
1.2792 |
| S2 |
1.2773 |
1.2773 |
1.2829 |
|
| S3 |
1.2674 |
1.2711 |
1.2820 |
|
| S4 |
1.2575 |
1.2612 |
1.2793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2934 |
1.2824 |
0.0110 |
0.9% |
0.0042 |
0.3% |
14% |
False |
True |
50 |
| 10 |
1.2934 |
1.2646 |
0.0288 |
2.2% |
0.0045 |
0.3% |
67% |
False |
False |
44 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0045 |
0.4% |
63% |
False |
False |
29 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0028 |
0.2% |
68% |
False |
False |
19 |
| 60 |
1.2950 |
1.2601 |
0.0349 |
2.7% |
0.0021 |
0.2% |
68% |
False |
False |
13 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0020 |
0.2% |
77% |
False |
False |
10 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0017 |
0.1% |
77% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3029 |
|
2.618 |
1.2965 |
|
1.618 |
1.2926 |
|
1.000 |
1.2902 |
|
0.618 |
1.2887 |
|
HIGH |
1.2863 |
|
0.618 |
1.2848 |
|
0.500 |
1.2844 |
|
0.382 |
1.2839 |
|
LOW |
1.2824 |
|
0.618 |
1.2800 |
|
1.000 |
1.2785 |
|
1.618 |
1.2761 |
|
2.618 |
1.2722 |
|
4.250 |
1.2658 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2844 |
1.2879 |
| PP |
1.2842 |
1.2866 |
| S1 |
1.2841 |
1.2852 |
|