CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2764 |
1.2756 |
-0.0008 |
-0.1% |
1.2722 |
| High |
1.2780 |
1.2774 |
-0.0006 |
0.0% |
1.2836 |
| Low |
1.2740 |
1.2686 |
-0.0054 |
-0.4% |
1.2704 |
| Close |
1.2764 |
1.2715 |
-0.0049 |
-0.4% |
1.2764 |
| Range |
0.0040 |
0.0088 |
0.0048 |
120.0% |
0.0132 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.6% |
0.0000 |
| Volume |
55,196 |
81,771 |
26,575 |
48.1% |
326,546 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2989 |
1.2940 |
1.2763 |
|
| R3 |
1.2901 |
1.2852 |
1.2739 |
|
| R2 |
1.2813 |
1.2813 |
1.2731 |
|
| R1 |
1.2764 |
1.2764 |
1.2723 |
1.2745 |
| PP |
1.2725 |
1.2725 |
1.2725 |
1.2715 |
| S1 |
1.2676 |
1.2676 |
1.2707 |
1.2657 |
| S2 |
1.2637 |
1.2637 |
1.2699 |
|
| S3 |
1.2549 |
1.2588 |
1.2691 |
|
| S4 |
1.2461 |
1.2500 |
1.2667 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3164 |
1.3096 |
1.2837 |
|
| R3 |
1.3032 |
1.2964 |
1.2800 |
|
| R2 |
1.2900 |
1.2900 |
1.2788 |
|
| R1 |
1.2832 |
1.2832 |
1.2776 |
1.2866 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2785 |
| S1 |
1.2700 |
1.2700 |
1.2752 |
1.2734 |
| S2 |
1.2636 |
1.2636 |
1.2740 |
|
| S3 |
1.2504 |
1.2568 |
1.2728 |
|
| S4 |
1.2372 |
1.2436 |
1.2691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2836 |
1.2686 |
0.0150 |
1.2% |
0.0064 |
0.5% |
19% |
False |
True |
69,777 |
| 10 |
1.2836 |
1.2685 |
0.0151 |
1.2% |
0.0072 |
0.6% |
20% |
False |
False |
71,714 |
| 20 |
1.2922 |
1.2631 |
0.0291 |
2.3% |
0.0071 |
0.6% |
29% |
False |
False |
75,473 |
| 40 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0073 |
0.6% |
36% |
False |
False |
50,668 |
| 60 |
1.2977 |
1.2565 |
0.0412 |
3.2% |
0.0069 |
0.5% |
36% |
False |
False |
33,837 |
| 80 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0066 |
0.5% |
51% |
False |
False |
25,390 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.2% |
0.0060 |
0.5% |
51% |
False |
False |
20,316 |
| 120 |
1.2977 |
1.2393 |
0.0584 |
4.6% |
0.0053 |
0.4% |
55% |
False |
False |
16,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3148 |
|
2.618 |
1.3004 |
|
1.618 |
1.2916 |
|
1.000 |
1.2862 |
|
0.618 |
1.2828 |
|
HIGH |
1.2774 |
|
0.618 |
1.2740 |
|
0.500 |
1.2730 |
|
0.382 |
1.2720 |
|
LOW |
1.2686 |
|
0.618 |
1.2632 |
|
1.000 |
1.2598 |
|
1.618 |
1.2544 |
|
2.618 |
1.2456 |
|
4.250 |
1.2312 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2730 |
1.2761 |
| PP |
1.2725 |
1.2746 |
| S1 |
1.2720 |
1.2730 |
|