CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2763 |
1.2786 |
0.0023 |
0.2% |
1.2857 |
| High |
1.2774 |
1.2786 |
0.0012 |
0.1% |
1.2863 |
| Low |
1.2747 |
1.2711 |
-0.0036 |
-0.3% |
1.2711 |
| Close |
1.2762 |
1.2731 |
-0.0031 |
-0.2% |
1.2731 |
| Range |
0.0027 |
0.0075 |
0.0048 |
177.8% |
0.0152 |
| ATR |
0.0051 |
0.0052 |
0.0002 |
3.4% |
0.0000 |
| Volume |
30 |
5 |
-25 |
-83.3% |
123 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2968 |
1.2924 |
1.2772 |
|
| R3 |
1.2893 |
1.2849 |
1.2752 |
|
| R2 |
1.2818 |
1.2818 |
1.2745 |
|
| R1 |
1.2774 |
1.2774 |
1.2738 |
1.2759 |
| PP |
1.2743 |
1.2743 |
1.2743 |
1.2735 |
| S1 |
1.2699 |
1.2699 |
1.2724 |
1.2684 |
| S2 |
1.2668 |
1.2668 |
1.2717 |
|
| S3 |
1.2593 |
1.2624 |
1.2710 |
|
| S4 |
1.2518 |
1.2549 |
1.2690 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3224 |
1.3130 |
1.2815 |
|
| R3 |
1.3072 |
1.2978 |
1.2773 |
|
| R2 |
1.2920 |
1.2920 |
1.2759 |
|
| R1 |
1.2826 |
1.2826 |
1.2745 |
1.2797 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2754 |
| S1 |
1.2674 |
1.2674 |
1.2717 |
1.2645 |
| S2 |
1.2616 |
1.2616 |
1.2703 |
|
| S3 |
1.2464 |
1.2522 |
1.2689 |
|
| S4 |
1.2312 |
1.2370 |
1.2647 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2863 |
1.2711 |
0.0152 |
1.2% |
0.0046 |
0.4% |
13% |
False |
True |
24 |
| 10 |
1.2934 |
1.2711 |
0.0223 |
1.8% |
0.0042 |
0.3% |
9% |
False |
True |
36 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0048 |
0.4% |
28% |
False |
False |
33 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0032 |
0.3% |
37% |
False |
False |
21 |
| 60 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0023 |
0.2% |
37% |
False |
False |
15 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0022 |
0.2% |
54% |
False |
False |
12 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0018 |
0.1% |
54% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3105 |
|
2.618 |
1.2982 |
|
1.618 |
1.2907 |
|
1.000 |
1.2861 |
|
0.618 |
1.2832 |
|
HIGH |
1.2786 |
|
0.618 |
1.2757 |
|
0.500 |
1.2749 |
|
0.382 |
1.2740 |
|
LOW |
1.2711 |
|
0.618 |
1.2665 |
|
1.000 |
1.2636 |
|
1.618 |
1.2590 |
|
2.618 |
1.2515 |
|
4.250 |
1.2392 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2749 |
1.2763 |
| PP |
1.2743 |
1.2752 |
| S1 |
1.2737 |
1.2742 |
|