CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2832 |
1.2808 |
-0.0024 |
-0.2% |
1.2851 |
| High |
1.2840 |
1.2815 |
-0.0025 |
-0.2% |
1.2934 |
| Low |
1.2817 |
1.2750 |
-0.0067 |
-0.5% |
1.2835 |
| Close |
1.2823 |
1.2755 |
-0.0068 |
-0.5% |
1.2847 |
| Range |
0.0023 |
0.0065 |
0.0042 |
182.6% |
0.0099 |
| ATR |
0.0051 |
0.0052 |
0.0002 |
3.1% |
0.0000 |
| Volume |
33 |
39 |
6 |
18.2% |
240 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2968 |
1.2927 |
1.2791 |
|
| R3 |
1.2903 |
1.2862 |
1.2773 |
|
| R2 |
1.2838 |
1.2838 |
1.2767 |
|
| R1 |
1.2797 |
1.2797 |
1.2761 |
1.2785 |
| PP |
1.2773 |
1.2773 |
1.2773 |
1.2768 |
| S1 |
1.2732 |
1.2732 |
1.2749 |
1.2720 |
| S2 |
1.2708 |
1.2708 |
1.2743 |
|
| S3 |
1.2643 |
1.2667 |
1.2737 |
|
| S4 |
1.2578 |
1.2602 |
1.2719 |
|
|
| 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 |
1.2750 |
0.0184 |
1.4% |
0.0050 |
0.4% |
3% |
False |
True |
44 |
| 10 |
1.2934 |
1.2750 |
0.0184 |
1.4% |
0.0034 |
0.3% |
3% |
False |
True |
41 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0049 |
0.4% |
36% |
False |
False |
31 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0031 |
0.2% |
43% |
False |
False |
20 |
| 60 |
1.2950 |
1.2601 |
0.0349 |
2.7% |
0.0022 |
0.2% |
44% |
False |
False |
14 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0021 |
0.2% |
59% |
False |
False |
11 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0017 |
0.1% |
59% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3091 |
|
2.618 |
1.2985 |
|
1.618 |
1.2920 |
|
1.000 |
1.2880 |
|
0.618 |
1.2855 |
|
HIGH |
1.2815 |
|
0.618 |
1.2790 |
|
0.500 |
1.2783 |
|
0.382 |
1.2775 |
|
LOW |
1.2750 |
|
0.618 |
1.2710 |
|
1.000 |
1.2685 |
|
1.618 |
1.2645 |
|
2.618 |
1.2580 |
|
4.250 |
1.2474 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2783 |
1.2807 |
| PP |
1.2773 |
1.2789 |
| S1 |
1.2764 |
1.2772 |
|