CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2773 |
1.2725 |
-0.0048 |
-0.4% |
1.2755 |
| High |
1.2777 |
1.2729 |
-0.0048 |
-0.4% |
1.2830 |
| Low |
1.2769 |
1.2711 |
-0.0058 |
-0.5% |
1.2755 |
| Close |
1.2777 |
1.2728 |
-0.0049 |
-0.4% |
1.2777 |
| Range |
0.0008 |
0.0018 |
0.0010 |
125.0% |
0.0075 |
| ATR |
0.0049 |
0.0051 |
0.0001 |
2.4% |
0.0000 |
| Volume |
12 |
40 |
28 |
233.3% |
100 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2777 |
1.2770 |
1.2738 |
|
| R3 |
1.2759 |
1.2752 |
1.2733 |
|
| R2 |
1.2741 |
1.2741 |
1.2731 |
|
| R1 |
1.2734 |
1.2734 |
1.2730 |
1.2738 |
| PP |
1.2723 |
1.2723 |
1.2723 |
1.2724 |
| S1 |
1.2716 |
1.2716 |
1.2726 |
1.2720 |
| S2 |
1.2705 |
1.2705 |
1.2725 |
|
| S3 |
1.2687 |
1.2698 |
1.2723 |
|
| S4 |
1.2669 |
1.2680 |
1.2718 |
|
|
| 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 |
1.2711 |
0.0119 |
0.9% |
0.0029 |
0.2% |
14% |
False |
True |
21 |
| 10 |
1.2840 |
1.2711 |
0.0129 |
1.0% |
0.0040 |
0.3% |
13% |
False |
True |
24 |
| 20 |
1.2934 |
1.2646 |
0.0288 |
2.3% |
0.0042 |
0.3% |
28% |
False |
False |
34 |
| 40 |
1.2950 |
1.2627 |
0.0323 |
2.5% |
0.0037 |
0.3% |
31% |
False |
False |
24 |
| 60 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0026 |
0.2% |
36% |
False |
False |
17 |
| 80 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0023 |
0.2% |
53% |
False |
False |
13 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0020 |
0.2% |
53% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2806 |
|
2.618 |
1.2776 |
|
1.618 |
1.2758 |
|
1.000 |
1.2747 |
|
0.618 |
1.2740 |
|
HIGH |
1.2729 |
|
0.618 |
1.2722 |
|
0.500 |
1.2720 |
|
0.382 |
1.2718 |
|
LOW |
1.2711 |
|
0.618 |
1.2700 |
|
1.000 |
1.2693 |
|
1.618 |
1.2682 |
|
2.618 |
1.2664 |
|
4.250 |
1.2635 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2725 |
1.2771 |
| PP |
1.2723 |
1.2756 |
| S1 |
1.2720 |
1.2742 |
|