CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2619 |
1.2617 |
-0.0002 |
0.0% |
1.2756 |
| High |
1.2641 |
1.2628 |
-0.0013 |
-0.1% |
1.2774 |
| Low |
1.2594 |
1.2510 |
-0.0084 |
-0.7% |
1.2588 |
| Close |
1.2617 |
1.2520 |
-0.0097 |
-0.8% |
1.2617 |
| Range |
0.0047 |
0.0118 |
0.0071 |
151.1% |
0.0186 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.9% |
0.0000 |
| Volume |
71,038 |
103,015 |
31,977 |
45.0% |
451,256 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2907 |
1.2831 |
1.2585 |
|
| R3 |
1.2789 |
1.2713 |
1.2552 |
|
| R2 |
1.2671 |
1.2671 |
1.2542 |
|
| R1 |
1.2595 |
1.2595 |
1.2531 |
1.2574 |
| PP |
1.2553 |
1.2553 |
1.2553 |
1.2542 |
| S1 |
1.2477 |
1.2477 |
1.2509 |
1.2456 |
| S2 |
1.2435 |
1.2435 |
1.2498 |
|
| S3 |
1.2317 |
1.2359 |
1.2488 |
|
| S4 |
1.2199 |
1.2241 |
1.2455 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3218 |
1.3103 |
1.2719 |
|
| R3 |
1.3032 |
1.2917 |
1.2668 |
|
| R2 |
1.2846 |
1.2846 |
1.2651 |
|
| R1 |
1.2731 |
1.2731 |
1.2634 |
1.2696 |
| PP |
1.2660 |
1.2660 |
1.2660 |
1.2642 |
| S1 |
1.2545 |
1.2545 |
1.2600 |
1.2510 |
| S2 |
1.2474 |
1.2474 |
1.2583 |
|
| S3 |
1.2288 |
1.2359 |
1.2566 |
|
| S4 |
1.2102 |
1.2173 |
1.2515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2727 |
1.2510 |
0.0217 |
1.7% |
0.0073 |
0.6% |
5% |
False |
True |
94,500 |
| 10 |
1.2836 |
1.2510 |
0.0326 |
2.6% |
0.0069 |
0.5% |
3% |
False |
True |
82,138 |
| 20 |
1.2922 |
1.2510 |
0.0412 |
3.3% |
0.0070 |
0.6% |
2% |
False |
True |
77,477 |
| 40 |
1.2977 |
1.2510 |
0.0467 |
3.7% |
0.0073 |
0.6% |
2% |
False |
True |
62,432 |
| 60 |
1.2977 |
1.2510 |
0.0467 |
3.7% |
0.0070 |
0.6% |
2% |
False |
True |
41,699 |
| 80 |
1.2977 |
1.2510 |
0.0467 |
3.7% |
0.0068 |
0.5% |
2% |
False |
True |
31,295 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0063 |
0.5% |
15% |
False |
False |
25,041 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0056 |
0.4% |
15% |
False |
False |
20,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3130 |
|
2.618 |
1.2937 |
|
1.618 |
1.2819 |
|
1.000 |
1.2746 |
|
0.618 |
1.2701 |
|
HIGH |
1.2628 |
|
0.618 |
1.2583 |
|
0.500 |
1.2569 |
|
0.382 |
1.2555 |
|
LOW |
1.2510 |
|
0.618 |
1.2437 |
|
1.000 |
1.2392 |
|
1.618 |
1.2319 |
|
2.618 |
1.2201 |
|
4.250 |
1.2009 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2569 |
1.2589 |
| PP |
1.2553 |
1.2566 |
| S1 |
1.2536 |
1.2543 |
|