CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 1.2645 1.2670 0.0025 0.2% 1.2639
High 1.2645 1.2670 0.0025 0.2% 1.2670
Low 1.2645 1.2573 -0.0072 -0.6% 1.2573
Close 1.2645 1.2573 -0.0072 -0.6% 1.2573
Range 0.0000 0.0097 0.0097 0.0097
ATR 0.0057 0.0060 0.0003 5.0% 0.0000
Volume 4 4 0 0.0% 19
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2896 1.2832 1.2626
R3 1.2799 1.2735 1.2600
R2 1.2702 1.2702 1.2591
R1 1.2638 1.2638 1.2582 1.2622
PP 1.2605 1.2605 1.2605 1.2597
S1 1.2541 1.2541 1.2564 1.2525
S2 1.2508 1.2508 1.2555
S3 1.2411 1.2444 1.2546
S4 1.2314 1.2347 1.2520
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2896 1.2832 1.2626
R3 1.2799 1.2735 1.2600
R2 1.2702 1.2702 1.2591
R1 1.2638 1.2638 1.2582 1.2622
PP 1.2605 1.2605 1.2605 1.2597
S1 1.2541 1.2541 1.2564 1.2525
S2 1.2508 1.2508 1.2555
S3 1.2411 1.2444 1.2546
S4 1.2314 1.2347 1.2520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2670 1.2573 0.0097 0.8% 0.0034 0.3% 0% True True 3
10 1.2711 1.2476 0.0235 1.9% 0.0027 0.2% 41% False False 3
20 1.2832 1.2476 0.0356 2.8% 0.0017 0.1% 27% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1.3082
2.618 1.2924
1.618 1.2827
1.000 1.2767
0.618 1.2730
HIGH 1.2670
0.618 1.2633
0.500 1.2622
0.382 1.2610
LOW 1.2573
0.618 1.2513
1.000 1.2476
1.618 1.2416
2.618 1.2319
4.250 1.2161
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 1.2622 1.2622
PP 1.2605 1.2605
S1 1.2589 1.2589

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

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