CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2725 |
1.2700 |
-0.0025 |
-0.2% |
1.2755 |
| High |
1.2729 |
1.2709 |
-0.0020 |
-0.2% |
1.2830 |
| Low |
1.2711 |
1.2689 |
-0.0022 |
-0.2% |
1.2755 |
| Close |
1.2728 |
1.2693 |
-0.0035 |
-0.3% |
1.2777 |
| Range |
0.0018 |
0.0020 |
0.0002 |
11.1% |
0.0075 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
40 |
81 |
41 |
102.5% |
100 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2757 |
1.2745 |
1.2704 |
|
| R3 |
1.2737 |
1.2725 |
1.2699 |
|
| R2 |
1.2717 |
1.2717 |
1.2697 |
|
| R1 |
1.2705 |
1.2705 |
1.2695 |
1.2701 |
| PP |
1.2697 |
1.2697 |
1.2697 |
1.2695 |
| S1 |
1.2685 |
1.2685 |
1.2691 |
1.2681 |
| S2 |
1.2677 |
1.2677 |
1.2689 |
|
| S3 |
1.2657 |
1.2665 |
1.2688 |
|
| S4 |
1.2637 |
1.2645 |
1.2682 |
|
|
| 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 |
1.2689 |
0.0141 |
1.1% |
0.0027 |
0.2% |
3% |
False |
True |
34 |
| 10 |
1.2830 |
1.2689 |
0.0141 |
1.1% |
0.0040 |
0.3% |
3% |
False |
True |
29 |
| 20 |
1.2934 |
1.2646 |
0.0288 |
2.3% |
0.0041 |
0.3% |
16% |
False |
False |
38 |
| 40 |
1.2950 |
1.2632 |
0.0318 |
2.5% |
0.0037 |
0.3% |
19% |
False |
False |
26 |
| 60 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0026 |
0.2% |
26% |
False |
False |
18 |
| 80 |
1.2950 |
1.2565 |
0.0385 |
3.0% |
0.0023 |
0.2% |
33% |
False |
False |
14 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.7% |
0.0020 |
0.2% |
46% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2794 |
|
2.618 |
1.2761 |
|
1.618 |
1.2741 |
|
1.000 |
1.2729 |
|
0.618 |
1.2721 |
|
HIGH |
1.2709 |
|
0.618 |
1.2701 |
|
0.500 |
1.2699 |
|
0.382 |
1.2697 |
|
LOW |
1.2689 |
|
0.618 |
1.2677 |
|
1.000 |
1.2669 |
|
1.618 |
1.2657 |
|
2.618 |
1.2637 |
|
4.250 |
1.2604 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2699 |
1.2733 |
| PP |
1.2697 |
1.2720 |
| S1 |
1.2695 |
1.2706 |
|