CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 1.2618 1.2645 0.0027 0.2% 1.2700
High 1.2618 1.2645 0.0027 0.2% 1.2711
Low 1.2580 1.2645 0.0065 0.5% 1.2476
Close 1.2592 1.2645 0.0053 0.4% 1.2485
Range 0.0038 0.0000 -0.0038 -100.0% 0.0235
ATR 0.0057 0.0057 0.0000 -0.6% 0.0000
Volume 5 4 -1 -20.0% 14
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2645 1.2645 1.2645
R3 1.2645 1.2645 1.2645
R2 1.2645 1.2645 1.2645
R1 1.2645 1.2645 1.2645 1.2645
PP 1.2645 1.2645 1.2645 1.2645
S1 1.2645 1.2645 1.2645 1.2645
S2 1.2645 1.2645 1.2645
S3 1.2645 1.2645 1.2645
S4 1.2645 1.2645 1.2645
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 1.2645 1.2476 0.0169 1.3% 0.0016 0.1% 100% True False 3
10 1.2770 1.2476 0.0294 2.3% 0.0025 0.2% 57% False False 3
20 1.2875 1.2476 0.0399 3.2% 0.0013 0.1% 42% False False 3
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 1.2645
2.618 1.2645
1.618 1.2645
1.000 1.2645
0.618 1.2645
HIGH 1.2645
0.618 1.2645
0.500 1.2645
0.382 1.2645
LOW 1.2645
0.618 1.2645
1.000 1.2645
1.618 1.2645
2.618 1.2645
4.250 1.2645
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 1.2645 1.2634
PP 1.2645 1.2623
S1 1.2645 1.2613

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

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