CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 1.2476 1.2639 0.0163 1.3% 1.2700
High 1.2485 1.2639 0.0154 1.2% 1.2711
Low 1.2476 1.2604 0.0128 1.0% 1.2476
Close 1.2485 1.2604 0.0119 1.0% 1.2485
Range 0.0009 0.0035 0.0026 288.9% 0.0235
ATR 0.0052 0.0060 0.0007 13.9% 0.0000
Volume 2 1 -1 -50.0% 14
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2721 1.2697 1.2623
R3 1.2686 1.2662 1.2614
R2 1.2651 1.2651 1.2610
R1 1.2627 1.2627 1.2607 1.2622
PP 1.2616 1.2616 1.2616 1.2613
S1 1.2592 1.2592 1.2601 1.2587
S2 1.2581 1.2581 1.2598
S3 1.2546 1.2557 1.2594
S4 1.2511 1.2522 1.2585
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3262 1.3109 1.2614
R3 1.3027 1.2874 1.2550
R2 1.2792 1.2792 1.2528
R1 1.2639 1.2639 1.2507 1.2598
PP 1.2557 1.2557 1.2557 1.2537
S1 1.2404 1.2404 1.2463 1.2363
S2 1.2322 1.2322 1.2442
S3 1.2087 1.2169 1.2420
S4 1.1852 1.1934 1.2356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2711 1.2476 0.0235 1.9% 0.0028 0.2% 54% False False 2
10 1.2770 1.2476 0.0294 2.3% 0.0021 0.2% 44% False False 1
20 1.2875 1.2476 0.0399 3.2% 0.0011 0.1% 32% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2788
2.618 1.2731
1.618 1.2696
1.000 1.2674
0.618 1.2661
HIGH 1.2639
0.618 1.2626
0.500 1.2622
0.382 1.2617
LOW 1.2604
0.618 1.2582
1.000 1.2569
1.618 1.2547
2.618 1.2512
4.250 1.2455
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 1.2622 1.2589
PP 1.2616 1.2573
S1 1.2610 1.2558

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

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