CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2808 |
1.2763 |
-0.0045 |
-0.4% |
1.2851 |
| High |
1.2815 |
1.2774 |
-0.0041 |
-0.3% |
1.2934 |
| Low |
1.2750 |
1.2747 |
-0.0003 |
0.0% |
1.2835 |
| Close |
1.2755 |
1.2762 |
0.0007 |
0.1% |
1.2847 |
| Range |
0.0065 |
0.0027 |
-0.0038 |
-58.5% |
0.0099 |
| ATR |
0.0052 |
0.0051 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
39 |
30 |
-9 |
-23.1% |
240 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2842 |
1.2829 |
1.2777 |
|
| R3 |
1.2815 |
1.2802 |
1.2769 |
|
| R2 |
1.2788 |
1.2788 |
1.2767 |
|
| R1 |
1.2775 |
1.2775 |
1.2764 |
1.2768 |
| PP |
1.2761 |
1.2761 |
1.2761 |
1.2758 |
| S1 |
1.2748 |
1.2748 |
1.2760 |
1.2741 |
| S2 |
1.2734 |
1.2734 |
1.2757 |
|
| S3 |
1.2707 |
1.2721 |
1.2755 |
|
| S4 |
1.2680 |
1.2694 |
1.2747 |
|
|
| 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 |
1.2747 |
0.0187 |
1.5% |
0.0051 |
0.4% |
8% |
False |
True |
29 |
| 10 |
1.2934 |
1.2747 |
0.0187 |
1.5% |
0.0035 |
0.3% |
8% |
False |
True |
36 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0050 |
0.4% |
38% |
False |
False |
33 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0031 |
0.2% |
46% |
False |
False |
21 |
| 60 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0022 |
0.2% |
46% |
False |
False |
15 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0021 |
0.2% |
60% |
False |
False |
12 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0018 |
0.1% |
60% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2889 |
|
2.618 |
1.2845 |
|
1.618 |
1.2818 |
|
1.000 |
1.2801 |
|
0.618 |
1.2791 |
|
HIGH |
1.2774 |
|
0.618 |
1.2764 |
|
0.500 |
1.2761 |
|
0.382 |
1.2757 |
|
LOW |
1.2747 |
|
0.618 |
1.2730 |
|
1.000 |
1.2720 |
|
1.618 |
1.2703 |
|
2.618 |
1.2676 |
|
4.250 |
1.2632 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2762 |
1.2794 |
| PP |
1.2761 |
1.2783 |
| S1 |
1.2761 |
1.2773 |
|