CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2837 |
1.2830 |
-0.0007 |
-0.1% |
1.2807 |
| High |
1.2863 |
1.2834 |
-0.0029 |
-0.2% |
1.2922 |
| Low |
1.2803 |
1.2793 |
-0.0010 |
-0.1% |
1.2802 |
| Close |
1.2825 |
1.2809 |
-0.0016 |
-0.1% |
1.2832 |
| Range |
0.0060 |
0.0041 |
-0.0019 |
-31.7% |
0.0120 |
| ATR |
0.0074 |
0.0071 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
74,479 |
49,623 |
-24,856 |
-33.4% |
344,254 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2935 |
1.2913 |
1.2832 |
|
| R3 |
1.2894 |
1.2872 |
1.2820 |
|
| R2 |
1.2853 |
1.2853 |
1.2817 |
|
| R1 |
1.2831 |
1.2831 |
1.2813 |
1.2822 |
| PP |
1.2812 |
1.2812 |
1.2812 |
1.2807 |
| S1 |
1.2790 |
1.2790 |
1.2805 |
1.2781 |
| S2 |
1.2771 |
1.2771 |
1.2801 |
|
| S3 |
1.2730 |
1.2749 |
1.2798 |
|
| S4 |
1.2689 |
1.2708 |
1.2786 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3212 |
1.3142 |
1.2898 |
|
| R3 |
1.3092 |
1.3022 |
1.2865 |
|
| R2 |
1.2972 |
1.2972 |
1.2854 |
|
| R1 |
1.2902 |
1.2902 |
1.2843 |
1.2937 |
| PP |
1.2852 |
1.2852 |
1.2852 |
1.2870 |
| S1 |
1.2782 |
1.2782 |
1.2821 |
1.2817 |
| S2 |
1.2732 |
1.2732 |
1.2810 |
|
| S3 |
1.2612 |
1.2662 |
1.2799 |
|
| S4 |
1.2492 |
1.2542 |
1.2766 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2922 |
1.2793 |
0.0129 |
1.0% |
0.0059 |
0.5% |
12% |
False |
True |
67,387 |
| 10 |
1.2922 |
1.2631 |
0.0291 |
2.3% |
0.0068 |
0.5% |
61% |
False |
False |
75,809 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0081 |
0.6% |
51% |
False |
False |
67,351 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0069 |
0.5% |
59% |
False |
False |
34,025 |
| 60 |
1.2977 |
1.2539 |
0.0438 |
3.4% |
0.0067 |
0.5% |
62% |
False |
False |
22,718 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0063 |
0.5% |
69% |
False |
False |
17,050 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0056 |
0.4% |
69% |
False |
False |
13,642 |
| 120 |
1.2977 |
1.2298 |
0.0679 |
5.3% |
0.0049 |
0.4% |
75% |
False |
False |
11,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3008 |
|
2.618 |
1.2941 |
|
1.618 |
1.2900 |
|
1.000 |
1.2875 |
|
0.618 |
1.2859 |
|
HIGH |
1.2834 |
|
0.618 |
1.2818 |
|
0.500 |
1.2814 |
|
0.382 |
1.2809 |
|
LOW |
1.2793 |
|
0.618 |
1.2768 |
|
1.000 |
1.2752 |
|
1.618 |
1.2727 |
|
2.618 |
1.2686 |
|
4.250 |
1.2619 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2814 |
1.2858 |
| PP |
1.2812 |
1.2841 |
| S1 |
1.2811 |
1.2825 |
|