CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.2559 |
1.2550 |
-0.0009 |
-0.1% |
1.2547 |
| High |
1.2559 |
1.2650 |
0.0091 |
0.7% |
1.2587 |
| Low |
1.2559 |
1.2534 |
-0.0025 |
-0.2% |
1.2487 |
| Close |
1.2559 |
1.2591 |
0.0032 |
0.3% |
1.2583 |
| Range |
0.0000 |
0.0116 |
0.0116 |
|
0.0100 |
| ATR |
0.0042 |
0.0047 |
0.0005 |
12.7% |
0.0000 |
| Volume |
13 |
13 |
0 |
0.0% |
19 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2940 |
1.2881 |
1.2655 |
|
| R3 |
1.2824 |
1.2765 |
1.2623 |
|
| R2 |
1.2708 |
1.2708 |
1.2612 |
|
| R1 |
1.2649 |
1.2649 |
1.2602 |
1.2679 |
| PP |
1.2592 |
1.2592 |
1.2592 |
1.2606 |
| S1 |
1.2533 |
1.2533 |
1.2580 |
1.2563 |
| S2 |
1.2476 |
1.2476 |
1.2570 |
|
| S3 |
1.2360 |
1.2417 |
1.2559 |
|
| S4 |
1.2244 |
1.2301 |
1.2527 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2818 |
1.2638 |
|
| R3 |
1.2752 |
1.2718 |
1.2611 |
|
| R2 |
1.2652 |
1.2652 |
1.2601 |
|
| R1 |
1.2618 |
1.2618 |
1.2592 |
1.2635 |
| PP |
1.2552 |
1.2552 |
1.2552 |
1.2561 |
| S1 |
1.2518 |
1.2518 |
1.2574 |
1.2535 |
| S2 |
1.2452 |
1.2452 |
1.2565 |
|
| S3 |
1.2352 |
1.2418 |
1.2556 |
|
| S4 |
1.2252 |
1.2318 |
1.2528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2650 |
1.2487 |
0.0163 |
1.3% |
0.0039 |
0.3% |
64% |
True |
False |
8 |
| 10 |
1.2693 |
1.2487 |
0.0206 |
1.6% |
0.0021 |
0.2% |
50% |
False |
False |
5 |
| 20 |
1.2827 |
1.2487 |
0.0340 |
2.7% |
0.0015 |
0.1% |
31% |
False |
False |
3 |
| 40 |
1.2953 |
1.2487 |
0.0466 |
3.7% |
0.0010 |
0.1% |
22% |
False |
False |
3 |
| 60 |
1.2953 |
1.2487 |
0.0466 |
3.7% |
0.0009 |
0.1% |
22% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3143 |
|
2.618 |
1.2954 |
|
1.618 |
1.2838 |
|
1.000 |
1.2766 |
|
0.618 |
1.2722 |
|
HIGH |
1.2650 |
|
0.618 |
1.2606 |
|
0.500 |
1.2592 |
|
0.382 |
1.2578 |
|
LOW |
1.2534 |
|
0.618 |
1.2462 |
|
1.000 |
1.2418 |
|
1.618 |
1.2346 |
|
2.618 |
1.2230 |
|
4.250 |
1.2041 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.2592 |
1.2588 |
| PP |
1.2592 |
1.2586 |
| S1 |
1.2591 |
1.2583 |
|