CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 1.2836 1.2879 0.0043 0.3% 1.2735
High 1.2836 1.2887 0.0051 0.4% 1.2836
Low 1.2836 1.2875 0.0039 0.3% 1.2718
Close 1.2836 1.2887 0.0051 0.4% 1.2836
Range 0.0000 0.0012 0.0012 0.0118
ATR 0.0047 0.0047 0.0000 0.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2919 1.2915 1.2894
R3 1.2907 1.2903 1.2890
R2 1.2895 1.2895 1.2889
R1 1.2891 1.2891 1.2888 1.2893
PP 1.2883 1.2883 1.2883 1.2884
S1 1.2879 1.2879 1.2886 1.2881
S2 1.2871 1.2871 1.2885
S3 1.2859 1.2867 1.2884
S4 1.2847 1.2855 1.2880
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3151 1.3111 1.2901
R3 1.3033 1.2993 1.2868
R2 1.2915 1.2915 1.2858
R1 1.2875 1.2875 1.2847 1.2895
PP 1.2797 1.2797 1.2797 1.2807
S1 1.2757 1.2757 1.2825 1.2777
S2 1.2679 1.2679 1.2814
S3 1.2561 1.2639 1.2804
S4 1.2443 1.2521 1.2771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2887 1.2718 0.0169 1.3% 0.0002 0.0% 100% True False 1
10 1.2953 1.2718 0.0235 1.8% 0.0006 0.0% 72% False False 2
20 1.2953 1.2718 0.0235 1.8% 0.0003 0.0% 72% False False 2
40 1.2953 1.2625 0.0328 2.5% 0.0004 0.0% 80% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2938
2.618 1.2918
1.618 1.2906
1.000 1.2899
0.618 1.2894
HIGH 1.2887
0.618 1.2882
0.500 1.2881
0.382 1.2880
LOW 1.2875
0.618 1.2868
1.000 1.2863
1.618 1.2856
2.618 1.2844
4.250 1.2824
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 1.2885 1.2875
PP 1.2883 1.2864
S1 1.2881 1.2852

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

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