CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2857 |
1.2832 |
-0.0025 |
-0.2% |
1.2851 |
| High |
1.2863 |
1.2840 |
-0.0023 |
-0.2% |
1.2934 |
| Low |
1.2824 |
1.2817 |
-0.0007 |
-0.1% |
1.2835 |
| Close |
1.2839 |
1.2823 |
-0.0016 |
-0.1% |
1.2847 |
| Range |
0.0039 |
0.0023 |
-0.0016 |
-41.0% |
0.0099 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
16 |
33 |
17 |
106.3% |
240 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2896 |
1.2882 |
1.2836 |
|
| R3 |
1.2873 |
1.2859 |
1.2829 |
|
| R2 |
1.2850 |
1.2850 |
1.2827 |
|
| R1 |
1.2836 |
1.2836 |
1.2825 |
1.2832 |
| PP |
1.2827 |
1.2827 |
1.2827 |
1.2824 |
| S1 |
1.2813 |
1.2813 |
1.2821 |
1.2809 |
| S2 |
1.2804 |
1.2804 |
1.2819 |
|
| S3 |
1.2781 |
1.2790 |
1.2817 |
|
| S4 |
1.2758 |
1.2767 |
1.2810 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3107 |
1.2901 |
|
| R3 |
1.3070 |
1.3008 |
1.2874 |
|
| R2 |
1.2971 |
1.2971 |
1.2865 |
|
| R1 |
1.2909 |
1.2909 |
1.2856 |
1.2891 |
| PP |
1.2872 |
1.2872 |
1.2872 |
1.2863 |
| S1 |
1.2810 |
1.2810 |
1.2838 |
1.2792 |
| S2 |
1.2773 |
1.2773 |
1.2829 |
|
| S3 |
1.2674 |
1.2711 |
1.2820 |
|
| S4 |
1.2575 |
1.2612 |
1.2793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2934 |
1.2817 |
0.0117 |
0.9% |
0.0044 |
0.3% |
5% |
False |
True |
46 |
| 10 |
1.2934 |
1.2646 |
0.0288 |
2.2% |
0.0042 |
0.3% |
61% |
False |
False |
47 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0046 |
0.4% |
58% |
False |
False |
30 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0029 |
0.2% |
63% |
False |
False |
20 |
| 60 |
1.2950 |
1.2601 |
0.0349 |
2.7% |
0.0021 |
0.2% |
64% |
False |
False |
14 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0020 |
0.2% |
73% |
False |
False |
11 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0017 |
0.1% |
73% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2938 |
|
2.618 |
1.2900 |
|
1.618 |
1.2877 |
|
1.000 |
1.2863 |
|
0.618 |
1.2854 |
|
HIGH |
1.2840 |
|
0.618 |
1.2831 |
|
0.500 |
1.2829 |
|
0.382 |
1.2826 |
|
LOW |
1.2817 |
|
0.618 |
1.2803 |
|
1.000 |
1.2794 |
|
1.618 |
1.2780 |
|
2.618 |
1.2757 |
|
4.250 |
1.2719 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2829 |
1.2876 |
| PP |
1.2827 |
1.2858 |
| S1 |
1.2825 |
1.2841 |
|