CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2513 |
1.2525 |
0.0012 |
0.1% |
1.2756 |
| High |
1.2550 |
1.2553 |
0.0003 |
0.0% |
1.2774 |
| Low |
1.2503 |
1.2515 |
0.0012 |
0.1% |
1.2588 |
| Close |
1.2516 |
1.2535 |
0.0019 |
0.2% |
1.2617 |
| Range |
0.0047 |
0.0038 |
-0.0009 |
-19.1% |
0.0186 |
| ATR |
0.0072 |
0.0069 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
108,046 |
79,794 |
-28,252 |
-26.1% |
451,256 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2648 |
1.2630 |
1.2556 |
|
| R3 |
1.2610 |
1.2592 |
1.2545 |
|
| R2 |
1.2572 |
1.2572 |
1.2542 |
|
| R1 |
1.2554 |
1.2554 |
1.2538 |
1.2563 |
| PP |
1.2534 |
1.2534 |
1.2534 |
1.2539 |
| S1 |
1.2516 |
1.2516 |
1.2532 |
1.2525 |
| S2 |
1.2496 |
1.2496 |
1.2528 |
|
| S3 |
1.2458 |
1.2478 |
1.2525 |
|
| S4 |
1.2420 |
1.2440 |
1.2514 |
|
|
| 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 |
1.2668 |
1.2503 |
0.0165 |
1.3% |
0.0066 |
0.5% |
19% |
False |
False |
99,375 |
| 10 |
1.2836 |
1.2503 |
0.0333 |
2.7% |
0.0068 |
0.5% |
10% |
False |
False |
89,137 |
| 20 |
1.2922 |
1.2503 |
0.0419 |
3.3% |
0.0069 |
0.5% |
8% |
False |
False |
80,009 |
| 40 |
1.2977 |
1.2503 |
0.0474 |
3.8% |
0.0074 |
0.6% |
7% |
False |
False |
67,116 |
| 60 |
1.2977 |
1.2503 |
0.0474 |
3.8% |
0.0070 |
0.6% |
7% |
False |
False |
44,826 |
| 80 |
1.2977 |
1.2503 |
0.0474 |
3.8% |
0.0066 |
0.5% |
7% |
False |
False |
33,640 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0062 |
0.5% |
18% |
False |
False |
26,919 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0056 |
0.4% |
18% |
False |
False |
22,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2715 |
|
2.618 |
1.2652 |
|
1.618 |
1.2614 |
|
1.000 |
1.2591 |
|
0.618 |
1.2576 |
|
HIGH |
1.2553 |
|
0.618 |
1.2538 |
|
0.500 |
1.2534 |
|
0.382 |
1.2530 |
|
LOW |
1.2515 |
|
0.618 |
1.2492 |
|
1.000 |
1.2477 |
|
1.618 |
1.2454 |
|
2.618 |
1.2416 |
|
4.250 |
1.2354 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2535 |
1.2566 |
| PP |
1.2534 |
1.2555 |
| S1 |
1.2534 |
1.2545 |
|