CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 1.2639 1.2636 -0.0003 0.0% 1.2700
High 1.2639 1.2636 -0.0003 0.0% 1.2711
Low 1.2604 1.2636 0.0032 0.3% 1.2476
Close 1.2604 1.2636 0.0032 0.3% 1.2485
Range 0.0035 0.0000 -0.0035 -100.0% 0.0235
ATR 0.0060 0.0058 -0.0002 -3.3% 0.0000
Volume 1 5 4 400.0% 14
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2636 1.2636 1.2636
R3 1.2636 1.2636 1.2636
R2 1.2636 1.2636 1.2636
R1 1.2636 1.2636 1.2636 1.2636
PP 1.2636 1.2636 1.2636 1.2636
S1 1.2636 1.2636 1.2636 1.2636
S2 1.2636 1.2636 1.2636
S3 1.2636 1.2636 1.2636
S4 1.2636 1.2636 1.2636
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 1.2639 1.2476 0.0163 1.3% 0.0028 0.2% 98% False False 2
10 1.2770 1.2476 0.0294 2.3% 0.0021 0.2% 54% False False 2
20 1.2875 1.2476 0.0399 3.2% 0.0011 0.1% 40% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2636
2.618 1.2636
1.618 1.2636
1.000 1.2636
0.618 1.2636
HIGH 1.2636
0.618 1.2636
0.500 1.2636
0.382 1.2636
LOW 1.2636
0.618 1.2636
1.000 1.2636
1.618 1.2636
2.618 1.2636
4.250 1.2636
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 1.2636 1.2610
PP 1.2636 1.2584
S1 1.2636 1.2558

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

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