CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 1.2700 1.2700 0.0000 0.0% 1.2645
High 1.2770 1.2700 -0.0070 -0.5% 1.2770
Low 1.2700 1.2700 0.0000 0.0% 1.2638
Close 1.2770 1.2700 -0.0070 -0.5% 1.2770
Range 0.0070 0.0000 -0.0070 -100.0% 0.0132
ATR 0.0047 0.0049 0.0002 3.4% 0.0000
Volume 1 3 2 200.0% 5
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2700 1.2700 1.2700
R3 1.2700 1.2700 1.2700
R2 1.2700 1.2700 1.2700
R1 1.2700 1.2700 1.2700 1.2700
PP 1.2700 1.2700 1.2700 1.2700
S1 1.2700 1.2700 1.2700 1.2700
S2 1.2700 1.2700 1.2700
S3 1.2700 1.2700 1.2700
S4 1.2700 1.2700 1.2700
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% 47% False False 1
10 1.2770 1.2606 0.0164 1.3% 0.0007 0.1% 57% False False 2
20 1.2875 1.2547 0.0328 2.6% 0.0004 0.0% 47% 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 1.2700
2.618 1.2700
1.618 1.2700
1.000 1.2700
0.618 1.2700
HIGH 1.2700
0.618 1.2700
0.500 1.2700
0.382 1.2700
LOW 1.2700
0.618 1.2700
1.000 1.2700
1.618 1.2700
2.618 1.2700
4.250 1.2700
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 1.2700 1.2724
PP 1.2700 1.2716
S1 1.2700 1.2708

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

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