CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 1.2604 1.2613 0.0009 0.1% 1.2634
High 1.2604 1.2613 0.0009 0.1% 1.2634
Low 1.2604 1.2613 0.0009 0.1% 1.2565
Close 1.2604 1.2613 0.0009 0.1% 1.2604
Range
ATR 0.0055 0.0052 -0.0003 -6.0% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2613 1.2613 1.2613
R3 1.2613 1.2613 1.2613
R2 1.2613 1.2613 1.2613
R1 1.2613 1.2613 1.2613 1.2613
PP 1.2613 1.2613 1.2613 1.2613
S1 1.2613 1.2613 1.2613 1.2613
S2 1.2613 1.2613 1.2613
S3 1.2613 1.2613 1.2613
S4 1.2613 1.2613 1.2613
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 1.2634 1.2565 0.0069 0.5% 0.0000 0.0% 70% False False 1
10 1.2670 1.2565 0.0105 0.8% 0.0017 0.1% 46% False False 2
20 1.2770 1.2476 0.0294 2.3% 0.0017 0.1% 47% False False 2
40 1.2875 1.2476 0.0399 3.2% 0.0010 0.1% 34% 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 1.2613
2.618 1.2613
1.618 1.2613
1.000 1.2613
0.618 1.2613
HIGH 1.2613
0.618 1.2613
0.500 1.2613
0.382 1.2613
LOW 1.2613
0.618 1.2613
1.000 1.2613
1.618 1.2613
2.618 1.2613
4.250 1.2613
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 1.2613 1.2605
PP 1.2613 1.2597
S1 1.2613 1.2589

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

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