CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2705 |
1.2669 |
-0.0036 |
-0.3% |
1.2755 |
| High |
1.2727 |
1.2673 |
-0.0054 |
-0.4% |
1.2830 |
| Low |
1.2672 |
1.2608 |
-0.0064 |
-0.5% |
1.2755 |
| Close |
1.2681 |
1.2636 |
-0.0045 |
-0.4% |
1.2777 |
| Range |
0.0055 |
0.0065 |
0.0010 |
18.2% |
0.0075 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
3.2% |
0.0000 |
| Volume |
35 |
14 |
-21 |
-60.0% |
100 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2834 |
1.2800 |
1.2672 |
|
| R3 |
1.2769 |
1.2735 |
1.2654 |
|
| R2 |
1.2704 |
1.2704 |
1.2648 |
|
| R1 |
1.2670 |
1.2670 |
1.2642 |
1.2655 |
| PP |
1.2639 |
1.2639 |
1.2639 |
1.2631 |
| S1 |
1.2605 |
1.2605 |
1.2630 |
1.2590 |
| S2 |
1.2574 |
1.2574 |
1.2624 |
|
| S3 |
1.2509 |
1.2540 |
1.2618 |
|
| S4 |
1.2444 |
1.2475 |
1.2600 |
|
|
| 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 |
1.2777 |
1.2608 |
0.0169 |
1.3% |
0.0033 |
0.3% |
17% |
False |
True |
36 |
| 10 |
1.2830 |
1.2608 |
0.0222 |
1.8% |
0.0043 |
0.3% |
13% |
False |
True |
27 |
| 20 |
1.2934 |
1.2608 |
0.0326 |
2.6% |
0.0039 |
0.3% |
9% |
False |
True |
31 |
| 40 |
1.2950 |
1.2608 |
0.0342 |
2.7% |
0.0036 |
0.3% |
8% |
False |
True |
27 |
| 60 |
1.2950 |
1.2605 |
0.0345 |
2.7% |
0.0028 |
0.2% |
9% |
False |
False |
19 |
| 80 |
1.2950 |
1.2565 |
0.0385 |
3.0% |
0.0024 |
0.2% |
18% |
False |
False |
15 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.8% |
0.0021 |
0.2% |
34% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2949 |
|
2.618 |
1.2843 |
|
1.618 |
1.2778 |
|
1.000 |
1.2738 |
|
0.618 |
1.2713 |
|
HIGH |
1.2673 |
|
0.618 |
1.2648 |
|
0.500 |
1.2641 |
|
0.382 |
1.2633 |
|
LOW |
1.2608 |
|
0.618 |
1.2568 |
|
1.000 |
1.2543 |
|
1.618 |
1.2503 |
|
2.618 |
1.2438 |
|
4.250 |
1.2332 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2641 |
1.2668 |
| PP |
1.2639 |
1.2657 |
| S1 |
1.2638 |
1.2647 |
|