CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2787 |
1.2802 |
0.0015 |
0.1% |
1.2837 |
| High |
1.2807 |
1.2836 |
0.0029 |
0.2% |
1.2863 |
| Low |
1.2766 |
1.2730 |
-0.0036 |
-0.3% |
1.2685 |
| Close |
1.2797 |
1.2772 |
-0.0025 |
-0.2% |
1.2717 |
| Range |
0.0041 |
0.0106 |
0.0065 |
158.5% |
0.0178 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
3.4% |
0.0000 |
| Volume |
54,194 |
94,067 |
39,873 |
73.6% |
383,303 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3097 |
1.3041 |
1.2830 |
|
| R3 |
1.2991 |
1.2935 |
1.2801 |
|
| R2 |
1.2885 |
1.2885 |
1.2791 |
|
| R1 |
1.2829 |
1.2829 |
1.2782 |
1.2804 |
| PP |
1.2779 |
1.2779 |
1.2779 |
1.2767 |
| S1 |
1.2723 |
1.2723 |
1.2762 |
1.2698 |
| S2 |
1.2673 |
1.2673 |
1.2753 |
|
| S3 |
1.2567 |
1.2617 |
1.2743 |
|
| S4 |
1.2461 |
1.2511 |
1.2714 |
|
|
| 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 |
1.2836 |
1.2685 |
0.0151 |
1.2% |
0.0081 |
0.6% |
58% |
True |
False |
73,822 |
| 10 |
1.2922 |
1.2685 |
0.0237 |
1.9% |
0.0077 |
0.6% |
37% |
False |
False |
73,658 |
| 20 |
1.2924 |
1.2631 |
0.0293 |
2.3% |
0.0079 |
0.6% |
48% |
False |
False |
81,218 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0073 |
0.6% |
50% |
False |
False |
47,261 |
| 60 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0068 |
0.5% |
50% |
False |
False |
31,556 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0067 |
0.5% |
62% |
False |
False |
23,679 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0059 |
0.5% |
62% |
False |
False |
18,947 |
| 120 |
1.2977 |
1.2337 |
0.0640 |
5.0% |
0.0052 |
0.4% |
68% |
False |
False |
15,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3287 |
|
2.618 |
1.3114 |
|
1.618 |
1.3008 |
|
1.000 |
1.2942 |
|
0.618 |
1.2902 |
|
HIGH |
1.2836 |
|
0.618 |
1.2796 |
|
0.500 |
1.2783 |
|
0.382 |
1.2770 |
|
LOW |
1.2730 |
|
0.618 |
1.2664 |
|
1.000 |
1.2624 |
|
1.618 |
1.2558 |
|
2.618 |
1.2452 |
|
4.250 |
1.2280 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2783 |
1.2783 |
| PP |
1.2779 |
1.2779 |
| S1 |
1.2776 |
1.2776 |
|