CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2523 |
1.2547 |
0.0024 |
0.2% |
1.2725 |
| High |
1.2557 |
1.2548 |
-0.0009 |
-0.1% |
1.2729 |
| Low |
1.2523 |
1.2533 |
0.0010 |
0.1% |
1.2608 |
| Close |
1.2529 |
1.2548 |
0.0019 |
0.2% |
1.2630 |
| Range |
0.0034 |
0.0015 |
-0.0019 |
-55.9% |
0.0121 |
| ATR |
0.0052 |
0.0049 |
-0.0002 |
-4.5% |
0.0000 |
| Volume |
107 |
66 |
-41 |
-38.3% |
284 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2588 |
1.2583 |
1.2556 |
|
| R3 |
1.2573 |
1.2568 |
1.2552 |
|
| R2 |
1.2558 |
1.2558 |
1.2551 |
|
| R1 |
1.2553 |
1.2553 |
1.2549 |
1.2556 |
| PP |
1.2543 |
1.2543 |
1.2543 |
1.2544 |
| S1 |
1.2538 |
1.2538 |
1.2547 |
1.2541 |
| S2 |
1.2528 |
1.2528 |
1.2545 |
|
| S3 |
1.2513 |
1.2523 |
1.2544 |
|
| S4 |
1.2498 |
1.2508 |
1.2540 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3019 |
1.2945 |
1.2697 |
|
| R3 |
1.2898 |
1.2824 |
1.2663 |
|
| R2 |
1.2777 |
1.2777 |
1.2652 |
|
| R1 |
1.2703 |
1.2703 |
1.2641 |
1.2680 |
| PP |
1.2656 |
1.2656 |
1.2656 |
1.2644 |
| S1 |
1.2582 |
1.2582 |
1.2619 |
1.2559 |
| S2 |
1.2535 |
1.2535 |
1.2608 |
|
| S3 |
1.2414 |
1.2461 |
1.2597 |
|
| S4 |
1.2293 |
1.2340 |
1.2563 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2673 |
1.2523 |
0.0150 |
1.2% |
0.0035 |
0.3% |
17% |
False |
False |
61 |
| 10 |
1.2830 |
1.2523 |
0.0307 |
2.4% |
0.0034 |
0.3% |
8% |
False |
False |
50 |
| 20 |
1.2934 |
1.2523 |
0.0411 |
3.3% |
0.0041 |
0.3% |
6% |
False |
False |
41 |
| 40 |
1.2950 |
1.2523 |
0.0427 |
3.4% |
0.0039 |
0.3% |
6% |
False |
False |
32 |
| 60 |
1.2950 |
1.2523 |
0.0427 |
3.4% |
0.0030 |
0.2% |
6% |
False |
False |
24 |
| 80 |
1.2950 |
1.2523 |
0.0427 |
3.4% |
0.0024 |
0.2% |
6% |
False |
False |
18 |
| 100 |
1.2950 |
1.2476 |
0.0474 |
3.8% |
0.0022 |
0.2% |
15% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2612 |
|
2.618 |
1.2587 |
|
1.618 |
1.2572 |
|
1.000 |
1.2563 |
|
0.618 |
1.2557 |
|
HIGH |
1.2548 |
|
0.618 |
1.2542 |
|
0.500 |
1.2541 |
|
0.382 |
1.2539 |
|
LOW |
1.2533 |
|
0.618 |
1.2524 |
|
1.000 |
1.2518 |
|
1.618 |
1.2509 |
|
2.618 |
1.2494 |
|
4.250 |
1.2469 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2546 |
1.2552 |
| PP |
1.2543 |
1.2550 |
| S1 |
1.2541 |
1.2549 |
|