CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2783 |
1.2795 |
0.0012 |
0.1% |
1.2857 |
| High |
1.2811 |
1.2811 |
0.0000 |
0.0% |
1.2863 |
| Low |
1.2783 |
1.2783 |
0.0000 |
0.0% |
1.2711 |
| Close |
1.2807 |
1.2811 |
0.0004 |
0.0% |
1.2731 |
| Range |
0.0028 |
0.0028 |
0.0000 |
0.0% |
0.0152 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
15 |
13 |
-2 |
-13.3% |
123 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2886 |
1.2876 |
1.2826 |
|
| R3 |
1.2858 |
1.2848 |
1.2819 |
|
| R2 |
1.2830 |
1.2830 |
1.2816 |
|
| R1 |
1.2820 |
1.2820 |
1.2814 |
1.2825 |
| PP |
1.2802 |
1.2802 |
1.2802 |
1.2804 |
| S1 |
1.2792 |
1.2792 |
1.2808 |
1.2797 |
| S2 |
1.2774 |
1.2774 |
1.2806 |
|
| S3 |
1.2746 |
1.2764 |
1.2803 |
|
| S4 |
1.2718 |
1.2736 |
1.2796 |
|
|
| 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 |
1.2821 |
1.2711 |
0.0110 |
0.9% |
0.0045 |
0.3% |
91% |
False |
False |
19 |
| 10 |
1.2934 |
1.2711 |
0.0223 |
1.7% |
0.0047 |
0.4% |
45% |
False |
False |
32 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0051 |
0.4% |
54% |
False |
False |
34 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0035 |
0.3% |
60% |
False |
False |
22 |
| 60 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0025 |
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 |
1.2930 |
|
2.618 |
1.2884 |
|
1.618 |
1.2856 |
|
1.000 |
1.2839 |
|
0.618 |
1.2828 |
|
HIGH |
1.2811 |
|
0.618 |
1.2800 |
|
0.500 |
1.2797 |
|
0.382 |
1.2794 |
|
LOW |
1.2783 |
|
0.618 |
1.2766 |
|
1.000 |
1.2755 |
|
1.618 |
1.2738 |
|
2.618 |
1.2710 |
|
4.250 |
1.2664 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2806 |
1.2803 |
| PP |
1.2802 |
1.2796 |
| S1 |
1.2797 |
1.2788 |
|