CME Japanese Yen Future December 2012
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2565 |
1.2534 |
-0.0031 |
-0.2% |
1.2617 |
| High |
1.2581 |
1.2541 |
-0.0040 |
-0.3% |
1.2628 |
| Low |
1.2509 |
1.2472 |
-0.0037 |
-0.3% |
1.2444 |
| Close |
1.2541 |
1.2476 |
-0.0065 |
-0.5% |
1.2558 |
| Range |
0.0072 |
0.0069 |
-0.0003 |
-4.2% |
0.0184 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
87,174 |
75,964 |
-11,210 |
-12.9% |
534,175 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2703 |
1.2659 |
1.2514 |
|
| R3 |
1.2634 |
1.2590 |
1.2495 |
|
| R2 |
1.2565 |
1.2565 |
1.2489 |
|
| R1 |
1.2521 |
1.2521 |
1.2482 |
1.2509 |
| PP |
1.2496 |
1.2496 |
1.2496 |
1.2490 |
| S1 |
1.2452 |
1.2452 |
1.2470 |
1.2440 |
| S2 |
1.2427 |
1.2427 |
1.2463 |
|
| S3 |
1.2358 |
1.2383 |
1.2457 |
|
| S4 |
1.2289 |
1.2314 |
1.2438 |
|
|
| 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% |
0.0098 |
0.8% |
16% |
False |
False |
83,794 |
| 10 |
1.2641 |
1.2444 |
0.0197 |
1.6% |
0.0083 |
0.7% |
16% |
False |
False |
89,673 |
| 20 |
1.2836 |
1.2444 |
0.0392 |
3.1% |
0.0078 |
0.6% |
8% |
False |
False |
85,062 |
| 40 |
1.2977 |
1.2444 |
0.0533 |
4.3% |
0.0080 |
0.6% |
6% |
False |
False |
79,756 |
| 60 |
1.2977 |
1.2444 |
0.0533 |
4.3% |
0.0073 |
0.6% |
6% |
False |
False |
53,724 |
| 80 |
1.2977 |
1.2444 |
0.0533 |
4.3% |
0.0070 |
0.6% |
6% |
False |
False |
40,322 |
| 100 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0067 |
0.5% |
7% |
False |
False |
32,267 |
| 120 |
1.2977 |
1.2438 |
0.0539 |
4.3% |
0.0060 |
0.5% |
7% |
False |
False |
26,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2834 |
|
2.618 |
1.2722 |
|
1.618 |
1.2653 |
|
1.000 |
1.2610 |
|
0.618 |
1.2584 |
|
HIGH |
1.2541 |
|
0.618 |
1.2515 |
|
0.500 |
1.2507 |
|
0.382 |
1.2498 |
|
LOW |
1.2472 |
|
0.618 |
1.2429 |
|
1.000 |
1.2403 |
|
1.618 |
1.2360 |
|
2.618 |
1.2291 |
|
4.250 |
1.2179 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2507 |
1.2556 |
| PP |
1.2496 |
1.2529 |
| S1 |
1.2486 |
1.2503 |
|