CME Japanese Yen Future March 2013

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	1.2636	1.2618	-0.0018	-0.1%	1.2700
High	1.2636	1.2618	-0.0018	-0.1%	1.2711
Low	1.2636	1.2580	-0.0056	-0.4%	1.2476
Close	1.2636	1.2592	-0.0044	-0.3%	1.2485
Range	0.0000	0.0038	0.0038		0.0235
ATR	0.0058	0.0057	0.0000	-0.2%	0.0000
Volume	5	5	0	0.0%	14

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2711	1.2689	1.2613
R3	1.2673	1.2651	1.2602
R2	1.2635	1.2635	1.2599
R1	1.2613	1.2613	1.2595	1.2605
PP	1.2597	1.2597	1.2597	1.2593
S1	1.2575	1.2575	1.2589	1.2567
S2	1.2559	1.2559	1.2585
S3	1.2521	1.2537	1.2582
S4	1.2483	1.2499	1.2571

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.3262	1.3109	1.2614
R3	1.3027	1.2874	1.2550
R2	1.2792	1.2792	1.2528
R1	1.2639	1.2639	1.2507	1.2598
PP	1.2557	1.2557	1.2557	1.2537
S1	1.2404	1.2404	1.2463	1.2363
S2	1.2322	1.2322	1.2442
S3	1.2087	1.2169	1.2420
S4	1.1852	1.1934	1.2356

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2639	1.2476	0.0163	1.3%	0.0035	0.3%	71%	False	False	3
10	1.2770	1.2476	0.0294	2.3%	0.0025	0.2%	39%	False	False	2
20	1.2875	1.2476	0.0399	3.2%	0.0013	0.1%	29%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2780
2.618	1.2717
1.618	1.2679
1.000	1.2656
0.618	1.2641
HIGH	1.2618
0.618	1.2603
0.500	1.2599
0.382	1.2595
LOW	1.2580
0.618	1.2557
1.000	1.2542
1.618	1.2519
2.618	1.2481
4.250	1.2419

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	1.2599	1.2610
PP	1.2597	1.2604
S1	1.2594	1.2598

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols