CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2786 |
1.2755 |
-0.0031 |
-0.2% |
1.2857 |
| High |
1.2786 |
1.2821 |
0.0035 |
0.3% |
1.2863 |
| Low |
1.2711 |
1.2755 |
0.0044 |
0.3% |
1.2711 |
| Close |
1.2731 |
1.2811 |
0.0080 |
0.6% |
1.2731 |
| Range |
0.0075 |
0.0066 |
-0.0009 |
-12.0% |
0.0152 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
5.1% |
0.0000 |
| Volume |
5 |
35 |
30 |
600.0% |
123 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2994 |
1.2968 |
1.2847 |
|
| R3 |
1.2928 |
1.2902 |
1.2829 |
|
| R2 |
1.2862 |
1.2862 |
1.2823 |
|
| R1 |
1.2836 |
1.2836 |
1.2817 |
1.2849 |
| PP |
1.2796 |
1.2796 |
1.2796 |
1.2802 |
| S1 |
1.2770 |
1.2770 |
1.2805 |
1.2783 |
| S2 |
1.2730 |
1.2730 |
1.2799 |
|
| S3 |
1.2664 |
1.2704 |
1.2793 |
|
| S4 |
1.2598 |
1.2638 |
1.2775 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3224 |
1.3130 |
1.2815 |
|
| R3 |
1.3072 |
1.2978 |
1.2773 |
|
| R2 |
1.2920 |
1.2920 |
1.2759 |
|
| R1 |
1.2826 |
1.2826 |
1.2745 |
1.2797 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2754 |
| S1 |
1.2674 |
1.2674 |
1.2717 |
1.2645 |
| S2 |
1.2616 |
1.2616 |
1.2703 |
|
| S3 |
1.2464 |
1.2522 |
1.2689 |
|
| S4 |
1.2312 |
1.2370 |
1.2647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2840 |
1.2711 |
0.0129 |
1.0% |
0.0051 |
0.4% |
78% |
False |
False |
28 |
| 10 |
1.2934 |
1.2711 |
0.0223 |
1.7% |
0.0047 |
0.4% |
45% |
False |
False |
39 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0051 |
0.4% |
54% |
False |
False |
33 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0034 |
0.3% |
60% |
False |
False |
21 |
| 60 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0024 |
0.2% |
60% |
False |
False |
16 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0023 |
0.2% |
71% |
False |
False |
12 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0019 |
0.1% |
71% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3102 |
|
2.618 |
1.2994 |
|
1.618 |
1.2928 |
|
1.000 |
1.2887 |
|
0.618 |
1.2862 |
|
HIGH |
1.2821 |
|
0.618 |
1.2796 |
|
0.500 |
1.2788 |
|
0.382 |
1.2780 |
|
LOW |
1.2755 |
|
0.618 |
1.2714 |
|
1.000 |
1.2689 |
|
1.618 |
1.2648 |
|
2.618 |
1.2582 |
|
4.250 |
1.2475 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2803 |
1.2796 |
| PP |
1.2796 |
1.2781 |
| S1 |
1.2788 |
1.2766 |
|