CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 1.2643 1.2645 0.0002 0.0% 1.2832
High 1.2643 1.2645 0.0002 0.0% 1.2832
Low 1.2643 1.2645 0.0002 0.0% 1.2606
Close 1.2643 1.2645 0.0002 0.0% 1.2643
Range
ATR 0.0054 0.0051 -0.0004 -6.9% 0.0000
Volume 1 1 0 0.0% 29
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2645 1.2645 1.2645
R3 1.2645 1.2645 1.2645
R2 1.2645 1.2645 1.2645
R1 1.2645 1.2645 1.2645 1.2645
PP 1.2645 1.2645 1.2645 1.2645
S1 1.2645 1.2645 1.2645 1.2645
S2 1.2645 1.2645 1.2645
S3 1.2645 1.2645 1.2645
S4 1.2645 1.2645 1.2645
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3372 1.3233 1.2767
R3 1.3146 1.3007 1.2705
R2 1.2920 1.2920 1.2684
R1 1.2781 1.2781 1.2664 1.2738
PP 1.2694 1.2694 1.2694 1.2672
S1 1.2555 1.2555 1.2622 1.2512
S2 1.2468 1.2468 1.2602
S3 1.2242 1.2329 1.2581
S4 1.2016 1.2103 1.2519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2765 1.2606 0.0159 1.3% 0.0001 0.0% 25% False False 4
10 1.2875 1.2606 0.0269 2.1% 0.0001 0.0% 14% False False 3
20 1.2875 1.2522 0.0353 2.8% 0.0003 0.0% 35% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2645
2.618 1.2645
1.618 1.2645
1.000 1.2645
0.618 1.2645
HIGH 1.2645
0.618 1.2645
0.500 1.2645
0.382 1.2645
LOW 1.2645
0.618 1.2645
1.000 1.2645
1.618 1.2645
2.618 1.2645
4.250 1.2645
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 1.2645 1.2639
PP 1.2645 1.2632
S1 1.2645 1.2626

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

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