CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 1.2678 1.2700 0.0022 0.2% 1.2645
High 1.2678 1.2770 0.0092 0.7% 1.2770
Low 1.2678 1.2700 0.0022 0.2% 1.2638
Close 1.2678 1.2770 0.0092 0.7% 1.2770
Range 0.0000 0.0070 0.0070 0.0132
ATR 0.0044 0.0047 0.0003 7.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2957 1.2933 1.2809
R3 1.2887 1.2863 1.2789
R2 1.2817 1.2817 1.2783
R1 1.2793 1.2793 1.2776 1.2805
PP 1.2747 1.2747 1.2747 1.2753
S1 1.2723 1.2723 1.2764 1.2735
S2 1.2677 1.2677 1.2757
S3 1.2607 1.2653 1.2751
S4 1.2537 1.2583 1.2732
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3122 1.3078 1.2843
R3 1.2990 1.2946 1.2806
R2 1.2858 1.2858 1.2794
R1 1.2814 1.2814 1.2782 1.2836
PP 1.2726 1.2726 1.2726 1.2737
S1 1.2682 1.2682 1.2758 1.2704
S2 1.2594 1.2594 1.2746
S3 1.2462 1.2550 1.2734
S4 1.2330 1.2418 1.2697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2770 1.2638 0.0132 1.0% 0.0014 0.1% 100% True False 1
10 1.2832 1.2606 0.0226 1.8% 0.0007 0.1% 73% False False 3
20 1.2875 1.2547 0.0328 2.6% 0.0004 0.0% 68% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 27 trading days
Fibonacci Retracements and Extensions
4.250 1.3068
2.618 1.2953
1.618 1.2883
1.000 1.2840
0.618 1.2813
HIGH 1.2770
0.618 1.2743
0.500 1.2735
0.382 1.2727
LOW 1.2700
0.618 1.2657
1.000 1.2630
1.618 1.2587
2.618 1.2517
4.250 1.2403
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 1.2758 1.2753
PP 1.2747 1.2735
S1 1.2735 1.2718

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

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