CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2539 |
1.2470 |
-0.0069 |
-0.6% |
1.2566 |
| High |
1.2539 |
1.2480 |
-0.0059 |
-0.5% |
1.2644 |
| Low |
1.2489 |
1.2418 |
-0.0071 |
-0.6% |
1.2418 |
| Close |
1.2489 |
1.2453 |
-0.0036 |
-0.3% |
1.2453 |
| Range |
0.0050 |
0.0062 |
0.0012 |
24.0% |
0.0226 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
1.2% |
0.0000 |
| Volume |
13 |
57 |
44 |
338.5% |
336 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2636 |
1.2607 |
1.2487 |
|
| R3 |
1.2574 |
1.2545 |
1.2470 |
|
| R2 |
1.2512 |
1.2512 |
1.2464 |
|
| R1 |
1.2483 |
1.2483 |
1.2459 |
1.2467 |
| PP |
1.2450 |
1.2450 |
1.2450 |
1.2442 |
| S1 |
1.2421 |
1.2421 |
1.2447 |
1.2405 |
| S2 |
1.2388 |
1.2388 |
1.2442 |
|
| S3 |
1.2326 |
1.2359 |
1.2436 |
|
| S4 |
1.2264 |
1.2297 |
1.2419 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3183 |
1.3044 |
1.2577 |
|
| R3 |
1.2957 |
1.2818 |
1.2515 |
|
| R2 |
1.2731 |
1.2731 |
1.2494 |
|
| R1 |
1.2592 |
1.2592 |
1.2474 |
1.2549 |
| PP |
1.2505 |
1.2505 |
1.2505 |
1.2483 |
| S1 |
1.2366 |
1.2366 |
1.2432 |
1.2323 |
| S2 |
1.2279 |
1.2279 |
1.2412 |
|
| S3 |
1.2053 |
1.2140 |
1.2391 |
|
| S4 |
1.1827 |
1.1914 |
1.2329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2644 |
1.2418 |
0.0226 |
1.8% |
0.0060 |
0.5% |
15% |
False |
True |
67 |
| 10 |
1.2644 |
1.2418 |
0.0226 |
1.8% |
0.0060 |
0.5% |
15% |
False |
True |
65 |
| 20 |
1.2830 |
1.2418 |
0.0412 |
3.3% |
0.0048 |
0.4% |
8% |
False |
True |
51 |
| 40 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0048 |
0.4% |
7% |
False |
True |
42 |
| 60 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0038 |
0.3% |
7% |
False |
True |
31 |
| 80 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0030 |
0.2% |
7% |
False |
True |
24 |
| 100 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0027 |
0.2% |
7% |
False |
True |
20 |
| 120 |
1.2950 |
1.2418 |
0.0532 |
4.3% |
0.0023 |
0.2% |
7% |
False |
True |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2744 |
|
2.618 |
1.2642 |
|
1.618 |
1.2580 |
|
1.000 |
1.2542 |
|
0.618 |
1.2518 |
|
HIGH |
1.2480 |
|
0.618 |
1.2456 |
|
0.500 |
1.2449 |
|
0.382 |
1.2442 |
|
LOW |
1.2418 |
|
0.618 |
1.2380 |
|
1.000 |
1.2356 |
|
1.618 |
1.2318 |
|
2.618 |
1.2256 |
|
4.250 |
1.2155 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2452 |
1.2486 |
| PP |
1.2450 |
1.2475 |
| S1 |
1.2449 |
1.2464 |
|