CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 1.2639 1.2633 -0.0006 0.0% 1.2634
High 1.2639 1.2633 -0.0006 0.0% 1.2634
Low 1.2638 1.2601 -0.0037 -0.3% 1.2565
Close 1.2638 1.2601 -0.0037 -0.3% 1.2604
Range 0.0001 0.0032 0.0031 3,100.0% 0.0069
ATR 0.0050 0.0049 -0.0001 -1.9% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2708 1.2686 1.2619
R3 1.2676 1.2654 1.2610
R2 1.2644 1.2644 1.2607
R1 1.2622 1.2622 1.2604 1.2617
PP 1.2612 1.2612 1.2612 1.2609
S1 1.2590 1.2590 1.2598 1.2585
S2 1.2580 1.2580 1.2595
S3 1.2548 1.2558 1.2592
S4 1.2516 1.2526 1.2583
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 1.2639 1.2565 0.0074 0.6% 0.0007 0.1% 49% False False 1
10 1.2670 1.2565 0.0105 0.8% 0.0017 0.1% 34% False False 2
20 1.2770 1.2476 0.0294 2.3% 0.0019 0.1% 43% False False 2
40 1.2875 1.2476 0.0399 3.2% 0.0011 0.1% 31% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2769
2.618 1.2717
1.618 1.2685
1.000 1.2665
0.618 1.2653
HIGH 1.2633
0.618 1.2621
0.500 1.2617
0.382 1.2613
LOW 1.2601
0.618 1.2581
1.000 1.2569
1.618 1.2549
2.618 1.2517
4.250 1.2465
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 1.2617 1.2620
PP 1.2612 1.2614
S1 1.2606 1.2607

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

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