CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 1.2565 1.2604 0.0039 0.3% 1.2634
High 1.2565 1.2604 0.0039 0.3% 1.2634
Low 1.2565 1.2604 0.0039 0.3% 1.2565
Close 1.2565 1.2604 0.0039 0.3% 1.2604
Range
ATR 0.0056 0.0055 -0.0001 -2.2% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2604 1.2604 1.2604
R3 1.2604 1.2604 1.2604
R2 1.2604 1.2604 1.2604
R1 1.2604 1.2604 1.2604 1.2604
PP 1.2604 1.2604 1.2604 1.2604
S1 1.2604 1.2604 1.2604 1.2604
S2 1.2604 1.2604 1.2604
S3 1.2604 1.2604 1.2604
S4 1.2604 1.2604 1.2604
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2808 1.2775 1.2642
R3 1.2739 1.2706 1.2623
R2 1.2670 1.2670 1.2617
R1 1.2637 1.2637 1.2610 1.2619
PP 1.2601 1.2601 1.2601 1.2592
S1 1.2568 1.2568 1.2598 1.2550
S2 1.2532 1.2532 1.2591
S3 1.2463 1.2499 1.2585
S4 1.2394 1.2430 1.2566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2670 1.2565 0.0105 0.8% 0.0019 0.2% 37% False False 1
10 1.2670 1.2476 0.0194 1.5% 0.0018 0.1% 66% False False 2
20 1.2770 1.2476 0.0294 2.3% 0.0017 0.1% 44% False False 2
40 1.2875 1.2476 0.0399 3.2% 0.0010 0.1% 32% False False 2
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2604
2.618 1.2604
1.618 1.2604
1.000 1.2604
0.618 1.2604
HIGH 1.2604
0.618 1.2604
0.500 1.2604
0.382 1.2604
LOW 1.2604
0.618 1.2604
1.000 1.2604
1.618 1.2604
2.618 1.2604
4.250 1.2604
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 1.2604 1.2598
PP 1.2604 1.2591
S1 1.2604 1.2585

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

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