CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2566 |
1.2552 |
-0.0014 |
-0.1% |
1.2580 |
| High |
1.2589 |
1.2644 |
0.0055 |
0.4% |
1.2595 |
| Low |
1.2547 |
1.2527 |
-0.0020 |
-0.2% |
1.2463 |
| Close |
1.2547 |
1.2581 |
0.0034 |
0.3% |
1.2571 |
| Range |
0.0042 |
0.0117 |
0.0075 |
178.6% |
0.0132 |
| ATR |
0.0056 |
0.0061 |
0.0004 |
7.7% |
0.0000 |
| Volume |
125 |
58 |
-67 |
-53.6% |
318 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2935 |
1.2875 |
1.2645 |
|
| R3 |
1.2818 |
1.2758 |
1.2613 |
|
| R2 |
1.2701 |
1.2701 |
1.2602 |
|
| R1 |
1.2641 |
1.2641 |
1.2592 |
1.2671 |
| PP |
1.2584 |
1.2584 |
1.2584 |
1.2599 |
| S1 |
1.2524 |
1.2524 |
1.2570 |
1.2554 |
| S2 |
1.2467 |
1.2467 |
1.2560 |
|
| S3 |
1.2350 |
1.2407 |
1.2549 |
|
| S4 |
1.2233 |
1.2290 |
1.2517 |
|
|
| 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 |
1.2644 |
1.2463 |
0.0181 |
1.4% |
0.0076 |
0.6% |
65% |
True |
False |
77 |
| 10 |
1.2727 |
1.2463 |
0.0264 |
2.1% |
0.0060 |
0.5% |
45% |
False |
False |
66 |
| 20 |
1.2830 |
1.2463 |
0.0367 |
2.9% |
0.0050 |
0.4% |
32% |
False |
False |
47 |
| 40 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0048 |
0.4% |
24% |
False |
False |
39 |
| 60 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0036 |
0.3% |
24% |
False |
False |
29 |
| 80 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0028 |
0.2% |
24% |
False |
False |
22 |
| 100 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0026 |
0.2% |
24% |
False |
False |
18 |
| 120 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0022 |
0.2% |
24% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3141 |
|
2.618 |
1.2950 |
|
1.618 |
1.2833 |
|
1.000 |
1.2761 |
|
0.618 |
1.2716 |
|
HIGH |
1.2644 |
|
0.618 |
1.2599 |
|
0.500 |
1.2586 |
|
0.382 |
1.2572 |
|
LOW |
1.2527 |
|
0.618 |
1.2455 |
|
1.000 |
1.2410 |
|
1.618 |
1.2338 |
|
2.618 |
1.2221 |
|
4.250 |
1.2030 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2586 |
1.2572 |
| PP |
1.2584 |
1.2563 |
| S1 |
1.2583 |
1.2554 |
|