CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2560 |
1.2536 |
-0.0024 |
-0.2% |
1.2617 |
| High |
1.2578 |
1.2640 |
0.0062 |
0.5% |
1.2628 |
| Low |
1.2529 |
1.2481 |
-0.0048 |
-0.4% |
1.2444 |
| Close |
1.2533 |
1.2567 |
0.0034 |
0.3% |
1.2558 |
| Range |
0.0049 |
0.0159 |
0.0110 |
224.5% |
0.0184 |
| ATR |
0.0074 |
0.0080 |
0.0006 |
8.3% |
0.0000 |
| Volume |
62,549 |
65,831 |
3,282 |
5.2% |
534,175 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3040 |
1.2962 |
1.2654 |
|
| R3 |
1.2881 |
1.2803 |
1.2611 |
|
| R2 |
1.2722 |
1.2722 |
1.2596 |
|
| R1 |
1.2644 |
1.2644 |
1.2582 |
1.2683 |
| PP |
1.2563 |
1.2563 |
1.2563 |
1.2582 |
| S1 |
1.2485 |
1.2485 |
1.2552 |
1.2524 |
| S2 |
1.2404 |
1.2404 |
1.2538 |
|
| S3 |
1.2245 |
1.2326 |
1.2523 |
|
| S4 |
1.2086 |
1.2167 |
1.2480 |
|
|
| 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 |
1.2640 |
1.2444 |
0.0196 |
1.6% |
0.0095 |
0.8% |
63% |
True |
False |
90,298 |
| 10 |
1.2727 |
1.2444 |
0.0283 |
2.3% |
0.0084 |
0.7% |
43% |
False |
False |
95,538 |
| 20 |
1.2836 |
1.2444 |
0.0392 |
3.1% |
0.0078 |
0.6% |
31% |
False |
False |
84,977 |
| 40 |
1.2977 |
1.2444 |
0.0533 |
4.2% |
0.0079 |
0.6% |
23% |
False |
False |
76,164 |
| 60 |
1.2977 |
1.2444 |
0.0533 |
4.2% |
0.0072 |
0.6% |
23% |
False |
False |
51,009 |
| 80 |
1.2977 |
1.2444 |
0.0533 |
4.2% |
0.0070 |
0.6% |
23% |
False |
False |
38,283 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0066 |
0.5% |
24% |
False |
False |
30,635 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0059 |
0.5% |
24% |
False |
False |
25,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3316 |
|
2.618 |
1.3056 |
|
1.618 |
1.2897 |
|
1.000 |
1.2799 |
|
0.618 |
1.2738 |
|
HIGH |
1.2640 |
|
0.618 |
1.2579 |
|
0.500 |
1.2561 |
|
0.382 |
1.2542 |
|
LOW |
1.2481 |
|
0.618 |
1.2383 |
|
1.000 |
1.2322 |
|
1.618 |
1.2224 |
|
2.618 |
1.2065 |
|
4.250 |
1.1805 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2565 |
1.2559 |
| PP |
1.2563 |
1.2550 |
| S1 |
1.2561 |
1.2542 |
|