CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 1.2689 1.2606 -0.0083 -0.7% 1.2641
High 1.2692 1.2606 -0.0086 -0.7% 1.2875
Low 1.2689 1.2606 -0.0083 -0.7% 1.2641
Close 1.2692 1.2606 -0.0086 -0.7% 1.2870
Range 0.0003 0.0000 -0.0003 -100.0% 0.0234
ATR 0.0053 0.0056 0.0002 4.3% 0.0000
Volume 9 1 -8 -88.9% 4
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2606 1.2606 1.2606
R3 1.2606 1.2606 1.2606
R2 1.2606 1.2606 1.2606
R1 1.2606 1.2606 1.2606 1.2606
PP 1.2606 1.2606 1.2606 1.2606
S1 1.2606 1.2606 1.2606 1.2606
S2 1.2606 1.2606 1.2606
S3 1.2606 1.2606 1.2606
S4 1.2606 1.2606 1.2606
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3497 1.3418 1.2999
R3 1.3263 1.3184 1.2934
R2 1.3029 1.3029 1.2913
R1 1.2950 1.2950 1.2891 1.2990
PP 1.2795 1.2795 1.2795 1.2815
S1 1.2716 1.2716 1.2849 1.2756
S2 1.2561 1.2561 1.2827
S3 1.2327 1.2482 1.2806
S4 1.2093 1.2248 1.2741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2875 1.2606 0.0269 2.1% 0.0002 0.0% 0% False True 5
10 1.2875 1.2606 0.0269 2.1% 0.0001 0.0% 0% False True 3
20 1.2875 1.2522 0.0353 2.8% 0.0003 0.0% 24% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2606
2.618 1.2606
1.618 1.2606
1.000 1.2606
0.618 1.2606
HIGH 1.2606
0.618 1.2606
0.500 1.2606
0.382 1.2606
LOW 1.2606
0.618 1.2606
1.000 1.2606
1.618 1.2606
2.618 1.2606
4.250 1.2606
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 1.2606 1.2686
PP 1.2606 1.2659
S1 1.2606 1.2633

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

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