CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2823 |
1.2773 |
-0.0050 |
-0.4% |
1.2755 |
| High |
1.2830 |
1.2777 |
-0.0053 |
-0.4% |
1.2830 |
| Low |
1.2768 |
1.2769 |
0.0001 |
0.0% |
1.2755 |
| Close |
1.2785 |
1.2777 |
-0.0008 |
-0.1% |
1.2777 |
| Range |
0.0062 |
0.0008 |
-0.0054 |
-87.1% |
0.0075 |
| ATR |
0.0052 |
0.0049 |
-0.0003 |
-4.9% |
0.0000 |
| Volume |
25 |
12 |
-13 |
-52.0% |
100 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2798 |
1.2796 |
1.2781 |
|
| R3 |
1.2790 |
1.2788 |
1.2779 |
|
| R2 |
1.2782 |
1.2782 |
1.2778 |
|
| R1 |
1.2780 |
1.2780 |
1.2778 |
1.2781 |
| PP |
1.2774 |
1.2774 |
1.2774 |
1.2775 |
| S1 |
1.2772 |
1.2772 |
1.2776 |
1.2773 |
| S2 |
1.2766 |
1.2766 |
1.2776 |
|
| S3 |
1.2758 |
1.2764 |
1.2775 |
|
| S4 |
1.2750 |
1.2756 |
1.2773 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3012 |
1.2970 |
1.2818 |
|
| R3 |
1.2937 |
1.2895 |
1.2798 |
|
| R2 |
1.2862 |
1.2862 |
1.2791 |
|
| R1 |
1.2820 |
1.2820 |
1.2784 |
1.2841 |
| PP |
1.2787 |
1.2787 |
1.2787 |
1.2798 |
| S1 |
1.2745 |
1.2745 |
1.2770 |
1.2766 |
| S2 |
1.2712 |
1.2712 |
1.2763 |
|
| S3 |
1.2637 |
1.2670 |
1.2756 |
|
| S4 |
1.2562 |
1.2595 |
1.2736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2830 |
1.2755 |
0.0075 |
0.6% |
0.0038 |
0.3% |
29% |
False |
False |
20 |
| 10 |
1.2863 |
1.2711 |
0.0152 |
1.2% |
0.0042 |
0.3% |
43% |
False |
False |
22 |
| 20 |
1.2934 |
1.2646 |
0.0288 |
2.3% |
0.0045 |
0.4% |
45% |
False |
False |
32 |
| 40 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0036 |
0.3% |
50% |
False |
False |
23 |
| 60 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0026 |
0.2% |
50% |
False |
False |
16 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0024 |
0.2% |
64% |
False |
False |
13 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0020 |
0.2% |
64% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2811 |
|
2.618 |
1.2798 |
|
1.618 |
1.2790 |
|
1.000 |
1.2785 |
|
0.618 |
1.2782 |
|
HIGH |
1.2777 |
|
0.618 |
1.2774 |
|
0.500 |
1.2773 |
|
0.382 |
1.2772 |
|
LOW |
1.2769 |
|
0.618 |
1.2764 |
|
1.000 |
1.2761 |
|
1.618 |
1.2756 |
|
2.618 |
1.2748 |
|
4.250 |
1.2735 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2776 |
1.2799 |
| PP |
1.2774 |
1.2792 |
| S1 |
1.2773 |
1.2784 |
|