CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2525 |
1.2535 |
0.0010 |
0.1% |
1.2756 |
| High |
1.2553 |
1.2537 |
-0.0016 |
-0.1% |
1.2774 |
| Low |
1.2515 |
1.2450 |
-0.0065 |
-0.5% |
1.2588 |
| Close |
1.2535 |
1.2462 |
-0.0073 |
-0.6% |
1.2617 |
| Range |
0.0038 |
0.0087 |
0.0049 |
128.9% |
0.0186 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.8% |
0.0000 |
| Volume |
79,794 |
115,867 |
36,073 |
45.2% |
451,256 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2744 |
1.2690 |
1.2510 |
|
| R3 |
1.2657 |
1.2603 |
1.2486 |
|
| R2 |
1.2570 |
1.2570 |
1.2478 |
|
| R1 |
1.2516 |
1.2516 |
1.2470 |
1.2500 |
| PP |
1.2483 |
1.2483 |
1.2483 |
1.2475 |
| S1 |
1.2429 |
1.2429 |
1.2454 |
1.2413 |
| S2 |
1.2396 |
1.2396 |
1.2446 |
|
| S3 |
1.2309 |
1.2342 |
1.2438 |
|
| S4 |
1.2222 |
1.2255 |
1.2414 |
|
|
| 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 |
1.2641 |
1.2450 |
0.0191 |
1.5% |
0.0067 |
0.5% |
6% |
False |
True |
95,552 |
| 10 |
1.2780 |
1.2450 |
0.0330 |
2.6% |
0.0066 |
0.5% |
4% |
False |
True |
91,317 |
| 20 |
1.2922 |
1.2450 |
0.0472 |
3.8% |
0.0071 |
0.6% |
3% |
False |
True |
82,488 |
| 40 |
1.2977 |
1.2450 |
0.0527 |
4.2% |
0.0075 |
0.6% |
2% |
False |
True |
69,991 |
| 60 |
1.2977 |
1.2450 |
0.0527 |
4.2% |
0.0070 |
0.6% |
2% |
False |
True |
46,756 |
| 80 |
1.2977 |
1.2450 |
0.0527 |
4.2% |
0.0067 |
0.5% |
2% |
False |
True |
35,088 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0063 |
0.5% |
4% |
False |
False |
28,078 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0057 |
0.5% |
4% |
False |
False |
23,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2907 |
|
2.618 |
1.2765 |
|
1.618 |
1.2678 |
|
1.000 |
1.2624 |
|
0.618 |
1.2591 |
|
HIGH |
1.2537 |
|
0.618 |
1.2504 |
|
0.500 |
1.2494 |
|
0.382 |
1.2483 |
|
LOW |
1.2450 |
|
0.618 |
1.2396 |
|
1.000 |
1.2363 |
|
1.618 |
1.2309 |
|
2.618 |
1.2222 |
|
4.250 |
1.2080 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2494 |
1.2502 |
| PP |
1.2483 |
1.2488 |
| S1 |
1.2473 |
1.2475 |
|