CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2755 |
1.2783 |
0.0028 |
0.2% |
1.2857 |
| High |
1.2821 |
1.2811 |
-0.0010 |
-0.1% |
1.2863 |
| Low |
1.2755 |
1.2783 |
0.0028 |
0.2% |
1.2711 |
| Close |
1.2811 |
1.2807 |
-0.0004 |
0.0% |
1.2731 |
| Range |
0.0066 |
0.0028 |
-0.0038 |
-57.6% |
0.0152 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
35 |
15 |
-20 |
-57.1% |
123 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2884 |
1.2874 |
1.2822 |
|
| R3 |
1.2856 |
1.2846 |
1.2815 |
|
| R2 |
1.2828 |
1.2828 |
1.2812 |
|
| R1 |
1.2818 |
1.2818 |
1.2810 |
1.2823 |
| PP |
1.2800 |
1.2800 |
1.2800 |
1.2803 |
| S1 |
1.2790 |
1.2790 |
1.2804 |
1.2795 |
| S2 |
1.2772 |
1.2772 |
1.2802 |
|
| S3 |
1.2744 |
1.2762 |
1.2799 |
|
| S4 |
1.2716 |
1.2734 |
1.2792 |
|
|
| 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 |
1.2821 |
1.2711 |
0.0110 |
0.9% |
0.0052 |
0.4% |
87% |
False |
False |
24 |
| 10 |
1.2934 |
1.2711 |
0.0223 |
1.7% |
0.0048 |
0.4% |
43% |
False |
False |
35 |
| 20 |
1.2950 |
1.2646 |
0.0304 |
2.4% |
0.0050 |
0.4% |
53% |
False |
False |
34 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0035 |
0.3% |
59% |
False |
False |
22 |
| 60 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0024 |
0.2% |
59% |
False |
False |
16 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0023 |
0.2% |
70% |
False |
False |
12 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0019 |
0.1% |
70% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2930 |
|
2.618 |
1.2884 |
|
1.618 |
1.2856 |
|
1.000 |
1.2839 |
|
0.618 |
1.2828 |
|
HIGH |
1.2811 |
|
0.618 |
1.2800 |
|
0.500 |
1.2797 |
|
0.382 |
1.2794 |
|
LOW |
1.2783 |
|
0.618 |
1.2766 |
|
1.000 |
1.2755 |
|
1.618 |
1.2738 |
|
2.618 |
1.2710 |
|
4.250 |
1.2664 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2804 |
1.2793 |
| PP |
1.2800 |
1.2780 |
| S1 |
1.2797 |
1.2766 |
|