CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 1.2636 1.2600 -0.0036 -0.3% 1.2645
High 1.2636 1.2600 -0.0036 -0.3% 1.2770
Low 1.2636 1.2506 -0.0130 -1.0% 1.2638
Close 1.2636 1.2506 -0.0130 -1.0% 1.2770
Range 0.0000 0.0094 0.0094 0.0132
ATR 0.0048 0.0054 0.0006 12.1% 0.0000
Volume 3 3 0 0.0% 5
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2819 1.2757 1.2558
R3 1.2725 1.2663 1.2532
R2 1.2631 1.2631 1.2523
R1 1.2569 1.2569 1.2515 1.2553
PP 1.2537 1.2537 1.2537 1.2530
S1 1.2475 1.2475 1.2497 1.2459
S2 1.2443 1.2443 1.2489
S3 1.2349 1.2381 1.2480
S4 1.2255 1.2287 1.2454
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 1.2506 0.0264 2.1% 0.0033 0.3% 0% False True 2
10 1.2770 1.2506 0.0264 2.1% 0.0016 0.1% 0% False True 1
20 1.2875 1.2506 0.0369 3.0% 0.0009 0.1% 0% False True 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 31 trading days
Fibonacci Retracements and Extensions
4.250 1.3000
2.618 1.2846
1.618 1.2752
1.000 1.2694
0.618 1.2658
HIGH 1.2600
0.618 1.2564
0.500 1.2553
0.382 1.2542
LOW 1.2506
0.618 1.2448
1.000 1.2412
1.618 1.2354
2.618 1.2260
4.250 1.2107
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 1.2553 1.2609
PP 1.2537 1.2574
S1 1.2522 1.2540

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

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