CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 1.2638 1.2666 0.0028 0.2% 1.2832
High 1.2638 1.2666 0.0028 0.2% 1.2832
Low 1.2638 1.2666 0.0028 0.2% 1.2606
Close 1.2638 1.2666 0.0028 0.2% 1.2643
Range
ATR 0.0048 0.0046 -0.0001 -2.9% 0.0000
Volume 1 1 0 0.0% 29
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2666 1.2666 1.2666
R3 1.2666 1.2666 1.2666
R2 1.2666 1.2666 1.2666
R1 1.2666 1.2666 1.2666 1.2666
PP 1.2666 1.2666 1.2666 1.2666
S1 1.2666 1.2666 1.2666 1.2666
S2 1.2666 1.2666 1.2666
S3 1.2666 1.2666 1.2666
S4 1.2666 1.2666 1.2666
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 1.2666 1.2606 0.0060 0.5% 0.0000 0.0% 100% True False 1
10 1.2875 1.2606 0.0269 2.1% 0.0001 0.0% 22% False False 3
20 1.2875 1.2522 0.0353 2.8% 0.0000 0.0% 41% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2666
2.618 1.2666
1.618 1.2666
1.000 1.2666
0.618 1.2666
HIGH 1.2666
0.618 1.2666
0.500 1.2666
0.382 1.2666
LOW 1.2666
0.618 1.2666
1.000 1.2666
1.618 1.2666
2.618 1.2666
4.250 1.2666
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 1.2666 1.2661
PP 1.2666 1.2657
S1 1.2666 1.2652

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

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