CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2722 |
1.2778 |
0.0056 |
0.4% |
1.2837 |
| High |
1.2815 |
1.2804 |
-0.0011 |
-0.1% |
1.2863 |
| Low |
1.2704 |
1.2757 |
0.0053 |
0.4% |
1.2685 |
| Close |
1.2797 |
1.2793 |
-0.0004 |
0.0% |
1.2717 |
| Range |
0.0111 |
0.0047 |
-0.0064 |
-57.7% |
0.0178 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
59,431 |
63,658 |
4,227 |
7.1% |
383,303 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2926 |
1.2906 |
1.2819 |
|
| R3 |
1.2879 |
1.2859 |
1.2806 |
|
| R2 |
1.2832 |
1.2832 |
1.2802 |
|
| R1 |
1.2812 |
1.2812 |
1.2797 |
1.2822 |
| PP |
1.2785 |
1.2785 |
1.2785 |
1.2790 |
| S1 |
1.2765 |
1.2765 |
1.2789 |
1.2775 |
| S2 |
1.2738 |
1.2738 |
1.2784 |
|
| S3 |
1.2691 |
1.2718 |
1.2780 |
|
| S4 |
1.2644 |
1.2671 |
1.2767 |
|
|
| 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 |
1.2815 |
1.2685 |
0.0130 |
1.0% |
0.0081 |
0.6% |
83% |
False |
False |
76,458 |
| 10 |
1.2922 |
1.2685 |
0.0237 |
1.9% |
0.0070 |
0.5% |
46% |
False |
False |
71,922 |
| 20 |
1.2977 |
1.2631 |
0.0346 |
2.7% |
0.0080 |
0.6% |
47% |
False |
False |
80,810 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0072 |
0.6% |
55% |
False |
False |
43,564 |
| 60 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0067 |
0.5% |
55% |
False |
False |
29,087 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0066 |
0.5% |
66% |
False |
False |
21,826 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0058 |
0.5% |
66% |
False |
False |
17,464 |
| 120 |
1.2977 |
1.2298 |
0.0679 |
5.3% |
0.0051 |
0.4% |
73% |
False |
False |
14,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3004 |
|
2.618 |
1.2927 |
|
1.618 |
1.2880 |
|
1.000 |
1.2851 |
|
0.618 |
1.2833 |
|
HIGH |
1.2804 |
|
0.618 |
1.2786 |
|
0.500 |
1.2781 |
|
0.382 |
1.2775 |
|
LOW |
1.2757 |
|
0.618 |
1.2728 |
|
1.000 |
1.2710 |
|
1.618 |
1.2681 |
|
2.618 |
1.2634 |
|
4.250 |
1.2557 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2789 |
1.2779 |
| PP |
1.2785 |
1.2764 |
| S1 |
1.2781 |
1.2750 |
|