CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2669 |
1.2616 |
-0.0053 |
-0.4% |
1.2725 |
| High |
1.2673 |
1.2632 |
-0.0041 |
-0.3% |
1.2729 |
| Low |
1.2608 |
1.2616 |
0.0008 |
0.1% |
1.2608 |
| Close |
1.2636 |
1.2630 |
-0.0006 |
0.0% |
1.2630 |
| Range |
0.0065 |
0.0016 |
-0.0049 |
-75.4% |
0.0121 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
14 |
114 |
100 |
714.3% |
284 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2674 |
1.2668 |
1.2639 |
|
| R3 |
1.2658 |
1.2652 |
1.2634 |
|
| R2 |
1.2642 |
1.2642 |
1.2633 |
|
| R1 |
1.2636 |
1.2636 |
1.2631 |
1.2639 |
| PP |
1.2626 |
1.2626 |
1.2626 |
1.2628 |
| S1 |
1.2620 |
1.2620 |
1.2629 |
1.2623 |
| S2 |
1.2610 |
1.2610 |
1.2627 |
|
| S3 |
1.2594 |
1.2604 |
1.2626 |
|
| S4 |
1.2578 |
1.2588 |
1.2621 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3019 |
1.2945 |
1.2697 |
|
| R3 |
1.2898 |
1.2824 |
1.2663 |
|
| R2 |
1.2777 |
1.2777 |
1.2652 |
|
| R1 |
1.2703 |
1.2703 |
1.2641 |
1.2680 |
| PP |
1.2656 |
1.2656 |
1.2656 |
1.2644 |
| S1 |
1.2582 |
1.2582 |
1.2619 |
1.2559 |
| S2 |
1.2535 |
1.2535 |
1.2608 |
|
| S3 |
1.2414 |
1.2461 |
1.2597 |
|
| S4 |
1.2293 |
1.2340 |
1.2563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2729 |
1.2608 |
0.0121 |
1.0% |
0.0035 |
0.3% |
18% |
False |
False |
56 |
| 10 |
1.2830 |
1.2608 |
0.0222 |
1.8% |
0.0037 |
0.3% |
10% |
False |
False |
38 |
| 20 |
1.2934 |
1.2608 |
0.0326 |
2.6% |
0.0039 |
0.3% |
7% |
False |
False |
37 |
| 40 |
1.2950 |
1.2608 |
0.0342 |
2.7% |
0.0037 |
0.3% |
6% |
False |
False |
29 |
| 60 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0028 |
0.2% |
7% |
False |
False |
21 |
| 80 |
1.2950 |
1.2565 |
0.0385 |
3.0% |
0.0024 |
0.2% |
17% |
False |
False |
16 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.8% |
0.0022 |
0.2% |
32% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2700 |
|
2.618 |
1.2674 |
|
1.618 |
1.2658 |
|
1.000 |
1.2648 |
|
0.618 |
1.2642 |
|
HIGH |
1.2632 |
|
0.618 |
1.2626 |
|
0.500 |
1.2624 |
|
0.382 |
1.2622 |
|
LOW |
1.2616 |
|
0.618 |
1.2606 |
|
1.000 |
1.2600 |
|
1.618 |
1.2590 |
|
2.618 |
1.2574 |
|
4.250 |
1.2548 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2628 |
1.2668 |
| PP |
1.2626 |
1.2655 |
| S1 |
1.2624 |
1.2643 |
|