CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2452 |
1.2560 |
0.0108 |
0.9% |
1.2617 |
| High |
1.2585 |
1.2578 |
-0.0007 |
-0.1% |
1.2628 |
| Low |
1.2444 |
1.2529 |
0.0085 |
0.7% |
1.2444 |
| Close |
1.2558 |
1.2533 |
-0.0025 |
-0.2% |
1.2558 |
| Range |
0.0141 |
0.0049 |
-0.0092 |
-65.2% |
0.0184 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
127,453 |
62,549 |
-64,904 |
-50.9% |
534,175 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2694 |
1.2662 |
1.2560 |
|
| R3 |
1.2645 |
1.2613 |
1.2546 |
|
| R2 |
1.2596 |
1.2596 |
1.2542 |
|
| R1 |
1.2564 |
1.2564 |
1.2537 |
1.2556 |
| PP |
1.2547 |
1.2547 |
1.2547 |
1.2542 |
| S1 |
1.2515 |
1.2515 |
1.2529 |
1.2507 |
| S2 |
1.2498 |
1.2498 |
1.2524 |
|
| S3 |
1.2449 |
1.2466 |
1.2520 |
|
| S4 |
1.2400 |
1.2417 |
1.2506 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3095 |
1.3011 |
1.2659 |
|
| R3 |
1.2911 |
1.2827 |
1.2609 |
|
| R2 |
1.2727 |
1.2727 |
1.2592 |
|
| R1 |
1.2643 |
1.2643 |
1.2575 |
1.2593 |
| PP |
1.2543 |
1.2543 |
1.2543 |
1.2519 |
| S1 |
1.2459 |
1.2459 |
1.2541 |
1.2409 |
| S2 |
1.2359 |
1.2359 |
1.2524 |
|
| S3 |
1.2175 |
1.2275 |
1.2507 |
|
| S4 |
1.1991 |
1.2091 |
1.2457 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2585 |
1.2444 |
0.0141 |
1.1% |
0.0072 |
0.6% |
63% |
False |
False |
98,741 |
| 10 |
1.2727 |
1.2444 |
0.0283 |
2.3% |
0.0073 |
0.6% |
31% |
False |
False |
96,620 |
| 20 |
1.2836 |
1.2444 |
0.0392 |
3.1% |
0.0072 |
0.6% |
23% |
False |
False |
84,167 |
| 40 |
1.2977 |
1.2444 |
0.0533 |
4.3% |
0.0077 |
0.6% |
17% |
False |
False |
74,700 |
| 60 |
1.2977 |
1.2444 |
0.0533 |
4.3% |
0.0070 |
0.6% |
17% |
False |
False |
49,916 |
| 80 |
1.2977 |
1.2444 |
0.0533 |
4.3% |
0.0068 |
0.5% |
17% |
False |
False |
37,461 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0064 |
0.5% |
18% |
False |
False |
29,977 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0058 |
0.5% |
18% |
False |
False |
24,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2786 |
|
2.618 |
1.2706 |
|
1.618 |
1.2657 |
|
1.000 |
1.2627 |
|
0.618 |
1.2608 |
|
HIGH |
1.2578 |
|
0.618 |
1.2559 |
|
0.500 |
1.2554 |
|
0.382 |
1.2548 |
|
LOW |
1.2529 |
|
0.618 |
1.2499 |
|
1.000 |
1.2480 |
|
1.618 |
1.2450 |
|
2.618 |
1.2401 |
|
4.250 |
1.2321 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2554 |
1.2527 |
| PP |
1.2547 |
1.2521 |
| S1 |
1.2540 |
1.2515 |
|