CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2547 |
1.2538 |
-0.0009 |
-0.1% |
1.2725 |
| High |
1.2548 |
1.2538 |
-0.0010 |
-0.1% |
1.2729 |
| Low |
1.2533 |
1.2466 |
-0.0067 |
-0.5% |
1.2608 |
| Close |
1.2548 |
1.2475 |
-0.0073 |
-0.6% |
1.2630 |
| Range |
0.0015 |
0.0072 |
0.0057 |
380.0% |
0.0121 |
| ATR |
0.0049 |
0.0052 |
0.0002 |
4.7% |
0.0000 |
| Volume |
66 |
51 |
-15 |
-22.7% |
284 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2709 |
1.2664 |
1.2515 |
|
| R3 |
1.2637 |
1.2592 |
1.2495 |
|
| R2 |
1.2565 |
1.2565 |
1.2488 |
|
| R1 |
1.2520 |
1.2520 |
1.2482 |
1.2507 |
| PP |
1.2493 |
1.2493 |
1.2493 |
1.2486 |
| S1 |
1.2448 |
1.2448 |
1.2468 |
1.2435 |
| S2 |
1.2421 |
1.2421 |
1.2462 |
|
| S3 |
1.2349 |
1.2376 |
1.2455 |
|
| S4 |
1.2277 |
1.2304 |
1.2435 |
|
|
| 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 |
1.2632 |
1.2466 |
0.0166 |
1.3% |
0.0037 |
0.3% |
5% |
False |
True |
69 |
| 10 |
1.2777 |
1.2466 |
0.0311 |
2.5% |
0.0035 |
0.3% |
3% |
False |
True |
52 |
| 20 |
1.2934 |
1.2466 |
0.0468 |
3.8% |
0.0043 |
0.3% |
2% |
False |
True |
38 |
| 40 |
1.2950 |
1.2466 |
0.0484 |
3.9% |
0.0041 |
0.3% |
2% |
False |
True |
33 |
| 60 |
1.2950 |
1.2466 |
0.0484 |
3.9% |
0.0031 |
0.2% |
2% |
False |
True |
25 |
| 80 |
1.2950 |
1.2466 |
0.0484 |
3.9% |
0.0025 |
0.2% |
2% |
False |
True |
19 |
| 100 |
1.2950 |
1.2466 |
0.0484 |
3.9% |
0.0023 |
0.2% |
2% |
False |
True |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2844 |
|
2.618 |
1.2726 |
|
1.618 |
1.2654 |
|
1.000 |
1.2610 |
|
0.618 |
1.2582 |
|
HIGH |
1.2538 |
|
0.618 |
1.2510 |
|
0.500 |
1.2502 |
|
0.382 |
1.2494 |
|
LOW |
1.2466 |
|
0.618 |
1.2422 |
|
1.000 |
1.2394 |
|
1.618 |
1.2350 |
|
2.618 |
1.2278 |
|
4.250 |
1.2160 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2502 |
1.2512 |
| PP |
1.2493 |
1.2499 |
| S1 |
1.2484 |
1.2487 |
|