CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2466 |
1.2566 |
0.0100 |
0.8% |
1.2580 |
| High |
1.2595 |
1.2589 |
-0.0006 |
0.0% |
1.2595 |
| Low |
1.2463 |
1.2547 |
0.0084 |
0.7% |
1.2463 |
| Close |
1.2571 |
1.2547 |
-0.0024 |
-0.2% |
1.2571 |
| Range |
0.0132 |
0.0042 |
-0.0090 |
-68.2% |
0.0132 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
87 |
125 |
38 |
43.7% |
318 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2687 |
1.2659 |
1.2570 |
|
| R3 |
1.2645 |
1.2617 |
1.2559 |
|
| R2 |
1.2603 |
1.2603 |
1.2555 |
|
| R1 |
1.2575 |
1.2575 |
1.2551 |
1.2568 |
| PP |
1.2561 |
1.2561 |
1.2561 |
1.2558 |
| S1 |
1.2533 |
1.2533 |
1.2543 |
1.2526 |
| S2 |
1.2519 |
1.2519 |
1.2539 |
|
| S3 |
1.2477 |
1.2491 |
1.2535 |
|
| S4 |
1.2435 |
1.2449 |
1.2524 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2939 |
1.2887 |
1.2644 |
|
| R3 |
1.2807 |
1.2755 |
1.2607 |
|
| R2 |
1.2675 |
1.2675 |
1.2595 |
|
| R1 |
1.2623 |
1.2623 |
1.2583 |
1.2583 |
| PP |
1.2543 |
1.2543 |
1.2543 |
1.2523 |
| S1 |
1.2491 |
1.2491 |
1.2559 |
1.2451 |
| S2 |
1.2411 |
1.2411 |
1.2547 |
|
| S3 |
1.2279 |
1.2359 |
1.2535 |
|
| S4 |
1.2147 |
1.2227 |
1.2498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2595 |
1.2463 |
0.0132 |
1.1% |
0.0059 |
0.5% |
64% |
False |
False |
87 |
| 10 |
1.2727 |
1.2463 |
0.0264 |
2.1% |
0.0050 |
0.4% |
32% |
False |
False |
68 |
| 20 |
1.2840 |
1.2463 |
0.0377 |
3.0% |
0.0045 |
0.4% |
22% |
False |
False |
46 |
| 40 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0045 |
0.4% |
17% |
False |
False |
38 |
| 60 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0034 |
0.3% |
17% |
False |
False |
28 |
| 80 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0027 |
0.2% |
17% |
False |
False |
22 |
| 100 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0025 |
0.2% |
17% |
False |
False |
18 |
| 120 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0021 |
0.2% |
17% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2768 |
|
2.618 |
1.2699 |
|
1.618 |
1.2657 |
|
1.000 |
1.2631 |
|
0.618 |
1.2615 |
|
HIGH |
1.2589 |
|
0.618 |
1.2573 |
|
0.500 |
1.2568 |
|
0.382 |
1.2563 |
|
LOW |
1.2547 |
|
0.618 |
1.2521 |
|
1.000 |
1.2505 |
|
1.618 |
1.2479 |
|
2.618 |
1.2437 |
|
4.250 |
1.2369 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2568 |
1.2541 |
| PP |
1.2561 |
1.2535 |
| S1 |
1.2554 |
1.2529 |
|