CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2750 |
1.2747 |
-0.0003 |
0.0% |
1.2837 |
| High |
1.2778 |
1.2783 |
0.0005 |
0.0% |
1.2863 |
| Low |
1.2710 |
1.2685 |
-0.0025 |
-0.2% |
1.2685 |
| Close |
1.2748 |
1.2717 |
-0.0031 |
-0.2% |
1.2717 |
| Range |
0.0068 |
0.0098 |
0.0030 |
44.1% |
0.0178 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.6% |
0.0000 |
| Volume |
77,124 |
97,762 |
20,638 |
26.8% |
383,303 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3022 |
1.2968 |
1.2771 |
|
| R3 |
1.2924 |
1.2870 |
1.2744 |
|
| R2 |
1.2826 |
1.2826 |
1.2735 |
|
| R1 |
1.2772 |
1.2772 |
1.2726 |
1.2750 |
| PP |
1.2728 |
1.2728 |
1.2728 |
1.2718 |
| S1 |
1.2674 |
1.2674 |
1.2708 |
1.2652 |
| S2 |
1.2630 |
1.2630 |
1.2699 |
|
| S3 |
1.2532 |
1.2576 |
1.2690 |
|
| S4 |
1.2434 |
1.2478 |
1.2663 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3289 |
1.3181 |
1.2815 |
|
| R3 |
1.3111 |
1.3003 |
1.2766 |
|
| R2 |
1.2933 |
1.2933 |
1.2750 |
|
| R1 |
1.2825 |
1.2825 |
1.2733 |
1.2790 |
| PP |
1.2755 |
1.2755 |
1.2755 |
1.2738 |
| S1 |
1.2647 |
1.2647 |
1.2701 |
1.2612 |
| S2 |
1.2577 |
1.2577 |
1.2684 |
|
| S3 |
1.2399 |
1.2469 |
1.2668 |
|
| S4 |
1.2221 |
1.2291 |
1.2619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2863 |
1.2685 |
0.0178 |
1.4% |
0.0070 |
0.5% |
18% |
False |
True |
76,660 |
| 10 |
1.2922 |
1.2685 |
0.0237 |
1.9% |
0.0066 |
0.5% |
14% |
False |
True |
72,755 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0078 |
0.6% |
25% |
False |
False |
78,271 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0071 |
0.6% |
37% |
False |
False |
40,498 |
| 60 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0067 |
0.5% |
37% |
False |
False |
27,037 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0065 |
0.5% |
52% |
False |
False |
20,290 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0057 |
0.4% |
52% |
False |
False |
16,234 |
| 120 |
1.2977 |
1.2298 |
0.0679 |
5.3% |
0.0050 |
0.4% |
62% |
False |
False |
13,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3200 |
|
2.618 |
1.3040 |
|
1.618 |
1.2942 |
|
1.000 |
1.2881 |
|
0.618 |
1.2844 |
|
HIGH |
1.2783 |
|
0.618 |
1.2746 |
|
0.500 |
1.2734 |
|
0.382 |
1.2722 |
|
LOW |
1.2685 |
|
0.618 |
1.2624 |
|
1.000 |
1.2587 |
|
1.618 |
1.2526 |
|
2.618 |
1.2428 |
|
4.250 |
1.2269 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2734 |
1.2747 |
| PP |
1.2728 |
1.2737 |
| S1 |
1.2723 |
1.2727 |
|