CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2552 |
1.2548 |
-0.0004 |
0.0% |
1.2580 |
| High |
1.2644 |
1.2554 |
-0.0090 |
-0.7% |
1.2595 |
| Low |
1.2527 |
1.2524 |
-0.0003 |
0.0% |
1.2463 |
| Close |
1.2581 |
1.2554 |
-0.0027 |
-0.2% |
1.2571 |
| Range |
0.0117 |
0.0030 |
-0.0087 |
-74.4% |
0.0132 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
58 |
83 |
25 |
43.1% |
318 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2634 |
1.2624 |
1.2571 |
|
| R3 |
1.2604 |
1.2594 |
1.2562 |
|
| R2 |
1.2574 |
1.2574 |
1.2560 |
|
| R1 |
1.2564 |
1.2564 |
1.2557 |
1.2569 |
| PP |
1.2544 |
1.2544 |
1.2544 |
1.2547 |
| S1 |
1.2534 |
1.2534 |
1.2551 |
1.2539 |
| S2 |
1.2514 |
1.2514 |
1.2549 |
|
| S3 |
1.2484 |
1.2504 |
1.2546 |
|
| S4 |
1.2454 |
1.2474 |
1.2538 |
|
|
| 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% |
0.0079 |
0.6% |
50% |
False |
False |
80 |
| 10 |
1.2673 |
1.2463 |
0.0210 |
1.7% |
0.0057 |
0.5% |
43% |
False |
False |
71 |
| 20 |
1.2830 |
1.2463 |
0.0367 |
2.9% |
0.0048 |
0.4% |
25% |
False |
False |
50 |
| 40 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0048 |
0.4% |
19% |
False |
False |
41 |
| 60 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0036 |
0.3% |
19% |
False |
False |
30 |
| 80 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0029 |
0.2% |
19% |
False |
False |
23 |
| 100 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0026 |
0.2% |
19% |
False |
False |
19 |
| 120 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0023 |
0.2% |
19% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2682 |
|
2.618 |
1.2633 |
|
1.618 |
1.2603 |
|
1.000 |
1.2584 |
|
0.618 |
1.2573 |
|
HIGH |
1.2554 |
|
0.618 |
1.2543 |
|
0.500 |
1.2539 |
|
0.382 |
1.2535 |
|
LOW |
1.2524 |
|
0.618 |
1.2505 |
|
1.000 |
1.2494 |
|
1.618 |
1.2475 |
|
2.618 |
1.2445 |
|
4.250 |
1.2397 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2549 |
1.2584 |
| PP |
1.2544 |
1.2574 |
| S1 |
1.2539 |
1.2564 |
|