CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2686 |
1.2655 |
-0.0031 |
-0.2% |
1.2722 |
| High |
1.2727 |
1.2668 |
-0.0059 |
-0.5% |
1.2836 |
| Low |
1.2656 |
1.2588 |
-0.0068 |
-0.5% |
1.2704 |
| Close |
1.2668 |
1.2623 |
-0.0045 |
-0.4% |
1.2764 |
| Range |
0.0071 |
0.0080 |
0.0009 |
12.7% |
0.0132 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
0.9% |
0.0000 |
| Volume |
86,804 |
134,984 |
48,180 |
55.5% |
326,546 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2866 |
1.2825 |
1.2667 |
|
| R3 |
1.2786 |
1.2745 |
1.2645 |
|
| R2 |
1.2706 |
1.2706 |
1.2638 |
|
| R1 |
1.2665 |
1.2665 |
1.2630 |
1.2646 |
| PP |
1.2626 |
1.2626 |
1.2626 |
1.2617 |
| S1 |
1.2585 |
1.2585 |
1.2616 |
1.2566 |
| S2 |
1.2546 |
1.2546 |
1.2608 |
|
| S3 |
1.2466 |
1.2505 |
1.2601 |
|
| S4 |
1.2386 |
1.2425 |
1.2579 |
|
|
| 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 |
1.2780 |
1.2588 |
0.0192 |
1.5% |
0.0065 |
0.5% |
18% |
False |
True |
87,082 |
| 10 |
1.2836 |
1.2588 |
0.0248 |
2.0% |
0.0073 |
0.6% |
14% |
False |
True |
80,452 |
| 20 |
1.2922 |
1.2588 |
0.0334 |
2.6% |
0.0067 |
0.5% |
10% |
False |
True |
74,886 |
| 40 |
1.2977 |
1.2588 |
0.0389 |
3.1% |
0.0071 |
0.6% |
9% |
False |
True |
58,107 |
| 60 |
1.2977 |
1.2565 |
0.0412 |
3.3% |
0.0070 |
0.6% |
14% |
False |
False |
38,802 |
| 80 |
1.2977 |
1.2516 |
0.0461 |
3.7% |
0.0066 |
0.5% |
23% |
False |
False |
29,120 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0062 |
0.5% |
34% |
False |
False |
23,301 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0055 |
0.4% |
34% |
False |
False |
19,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3008 |
|
2.618 |
1.2877 |
|
1.618 |
1.2797 |
|
1.000 |
1.2748 |
|
0.618 |
1.2717 |
|
HIGH |
1.2668 |
|
0.618 |
1.2637 |
|
0.500 |
1.2628 |
|
0.382 |
1.2619 |
|
LOW |
1.2588 |
|
0.618 |
1.2539 |
|
1.000 |
1.2508 |
|
1.618 |
1.2459 |
|
2.618 |
1.2379 |
|
4.250 |
1.2248 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2628 |
1.2658 |
| PP |
1.2626 |
1.2646 |
| S1 |
1.2625 |
1.2635 |
|