CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2548 |
1.2539 |
-0.0009 |
-0.1% |
1.2580 |
| High |
1.2554 |
1.2539 |
-0.0015 |
-0.1% |
1.2595 |
| Low |
1.2524 |
1.2489 |
-0.0035 |
-0.3% |
1.2463 |
| Close |
1.2554 |
1.2489 |
-0.0065 |
-0.5% |
1.2571 |
| Range |
0.0030 |
0.0050 |
0.0020 |
66.7% |
0.0132 |
| ATR |
0.0060 |
0.0061 |
0.0000 |
0.6% |
0.0000 |
| Volume |
83 |
13 |
-70 |
-84.3% |
318 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2656 |
1.2622 |
1.2517 |
|
| R3 |
1.2606 |
1.2572 |
1.2503 |
|
| R2 |
1.2556 |
1.2556 |
1.2498 |
|
| R1 |
1.2522 |
1.2522 |
1.2494 |
1.2514 |
| PP |
1.2506 |
1.2506 |
1.2506 |
1.2502 |
| S1 |
1.2472 |
1.2472 |
1.2484 |
1.2464 |
| S2 |
1.2456 |
1.2456 |
1.2480 |
|
| S3 |
1.2406 |
1.2422 |
1.2475 |
|
| S4 |
1.2356 |
1.2372 |
1.2462 |
|
|
| 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% |
0.0074 |
0.6% |
14% |
False |
False |
73 |
| 10 |
1.2644 |
1.2463 |
0.0181 |
1.4% |
0.0056 |
0.4% |
14% |
False |
False |
71 |
| 20 |
1.2830 |
1.2463 |
0.0367 |
2.9% |
0.0049 |
0.4% |
7% |
False |
False |
49 |
| 40 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0050 |
0.4% |
5% |
False |
False |
41 |
| 60 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0037 |
0.3% |
5% |
False |
False |
30 |
| 80 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0029 |
0.2% |
5% |
False |
False |
23 |
| 100 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0027 |
0.2% |
5% |
False |
False |
19 |
| 120 |
1.2950 |
1.2463 |
0.0487 |
3.9% |
0.0023 |
0.2% |
5% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2752 |
|
2.618 |
1.2670 |
|
1.618 |
1.2620 |
|
1.000 |
1.2589 |
|
0.618 |
1.2570 |
|
HIGH |
1.2539 |
|
0.618 |
1.2520 |
|
0.500 |
1.2514 |
|
0.382 |
1.2508 |
|
LOW |
1.2489 |
|
0.618 |
1.2458 |
|
1.000 |
1.2439 |
|
1.618 |
1.2408 |
|
2.618 |
1.2358 |
|
4.250 |
1.2277 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2514 |
1.2567 |
| PP |
1.2506 |
1.2541 |
| S1 |
1.2497 |
1.2515 |
|