CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2797 |
1.2750 |
-0.0047 |
-0.4% |
1.2807 |
| High |
1.2809 |
1.2778 |
-0.0031 |
-0.2% |
1.2922 |
| Low |
1.2727 |
1.2710 |
-0.0017 |
-0.1% |
1.2802 |
| Close |
1.2741 |
1.2748 |
0.0007 |
0.1% |
1.2832 |
| Range |
0.0082 |
0.0068 |
-0.0014 |
-17.1% |
0.0120 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
84,315 |
77,124 |
-7,191 |
-8.5% |
344,254 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2949 |
1.2917 |
1.2785 |
|
| R3 |
1.2881 |
1.2849 |
1.2767 |
|
| R2 |
1.2813 |
1.2813 |
1.2760 |
|
| R1 |
1.2781 |
1.2781 |
1.2754 |
1.2763 |
| PP |
1.2745 |
1.2745 |
1.2745 |
1.2737 |
| S1 |
1.2713 |
1.2713 |
1.2742 |
1.2695 |
| S2 |
1.2677 |
1.2677 |
1.2736 |
|
| S3 |
1.2609 |
1.2645 |
1.2729 |
|
| S4 |
1.2541 |
1.2577 |
1.2711 |
|
|
| 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 |
1.2710 |
0.0212 |
1.7% |
0.0073 |
0.6% |
18% |
False |
True |
73,495 |
| 10 |
1.2922 |
1.2710 |
0.0212 |
1.7% |
0.0060 |
0.5% |
18% |
False |
True |
69,320 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0081 |
0.6% |
34% |
False |
False |
74,449 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0070 |
0.5% |
44% |
False |
False |
38,055 |
| 60 |
1.2977 |
1.2539 |
0.0438 |
3.4% |
0.0067 |
0.5% |
48% |
False |
False |
25,408 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0064 |
0.5% |
58% |
False |
False |
19,068 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0056 |
0.4% |
58% |
False |
False |
15,256 |
| 120 |
1.2977 |
1.2298 |
0.0679 |
5.3% |
0.0050 |
0.4% |
66% |
False |
False |
12,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3067 |
|
2.618 |
1.2956 |
|
1.618 |
1.2888 |
|
1.000 |
1.2846 |
|
0.618 |
1.2820 |
|
HIGH |
1.2778 |
|
0.618 |
1.2752 |
|
0.500 |
1.2744 |
|
0.382 |
1.2736 |
|
LOW |
1.2710 |
|
0.618 |
1.2668 |
|
1.000 |
1.2642 |
|
1.618 |
1.2600 |
|
2.618 |
1.2532 |
|
4.250 |
1.2421 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2747 |
1.2772 |
| PP |
1.2745 |
1.2764 |
| S1 |
1.2744 |
1.2756 |
|