CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2616 |
1.2580 |
-0.0036 |
-0.3% |
1.2725 |
| High |
1.2632 |
1.2580 |
-0.0052 |
-0.4% |
1.2729 |
| Low |
1.2616 |
1.2533 |
-0.0083 |
-0.7% |
1.2608 |
| Close |
1.2630 |
1.2533 |
-0.0097 |
-0.8% |
1.2630 |
| Range |
0.0016 |
0.0047 |
0.0031 |
193.8% |
0.0121 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
6.8% |
0.0000 |
| Volume |
114 |
7 |
-107 |
-93.9% |
284 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2690 |
1.2658 |
1.2559 |
|
| R3 |
1.2643 |
1.2611 |
1.2546 |
|
| R2 |
1.2596 |
1.2596 |
1.2542 |
|
| R1 |
1.2564 |
1.2564 |
1.2537 |
1.2557 |
| PP |
1.2549 |
1.2549 |
1.2549 |
1.2545 |
| S1 |
1.2517 |
1.2517 |
1.2529 |
1.2510 |
| S2 |
1.2502 |
1.2502 |
1.2524 |
|
| S3 |
1.2455 |
1.2470 |
1.2520 |
|
| S4 |
1.2408 |
1.2423 |
1.2507 |
|
|
| 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 |
1.2727 |
1.2533 |
0.0194 |
1.5% |
0.0041 |
0.3% |
0% |
False |
True |
50 |
| 10 |
1.2830 |
1.2533 |
0.0297 |
2.4% |
0.0035 |
0.3% |
0% |
False |
True |
35 |
| 20 |
1.2934 |
1.2533 |
0.0401 |
3.2% |
0.0041 |
0.3% |
0% |
False |
True |
37 |
| 40 |
1.2950 |
1.2533 |
0.0417 |
3.3% |
0.0038 |
0.3% |
0% |
False |
True |
29 |
| 60 |
1.2950 |
1.2533 |
0.0417 |
3.3% |
0.0029 |
0.2% |
0% |
False |
True |
21 |
| 80 |
1.2950 |
1.2533 |
0.0417 |
3.3% |
0.0024 |
0.2% |
0% |
False |
True |
16 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.8% |
0.0022 |
0.2% |
12% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2780 |
|
2.618 |
1.2703 |
|
1.618 |
1.2656 |
|
1.000 |
1.2627 |
|
0.618 |
1.2609 |
|
HIGH |
1.2580 |
|
0.618 |
1.2562 |
|
0.500 |
1.2557 |
|
0.382 |
1.2551 |
|
LOW |
1.2533 |
|
0.618 |
1.2504 |
|
1.000 |
1.2486 |
|
1.618 |
1.2457 |
|
2.618 |
1.2410 |
|
4.250 |
1.2333 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2557 |
1.2603 |
| PP |
1.2549 |
1.2580 |
| S1 |
1.2541 |
1.2556 |
|