CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 1.2720 1.2682 -0.0038 -0.3% 1.2613
High 1.2730 1.2682 -0.0048 -0.4% 1.2675
Low 1.2720 1.2682 -0.0038 -0.3% 1.2601
Close 1.2730 1.2682 -0.0048 -0.4% 1.2658
Range 0.0010 0.0000 -0.0010 -100.0% 0.0074
ATR 0.0049 0.0049 0.0000 -0.2% 0.0000
Volume 4 1 -3 -75.0% 11
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2682 1.2682 1.2682
R3 1.2682 1.2682 1.2682
R2 1.2682 1.2682 1.2682
R1 1.2682 1.2682 1.2682 1.2682
PP 1.2682 1.2682 1.2682 1.2682
S1 1.2682 1.2682 1.2682 1.2682
S2 1.2682 1.2682 1.2682
S3 1.2682 1.2682 1.2682
S4 1.2682 1.2682 1.2682
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2867 1.2836 1.2699
R3 1.2793 1.2762 1.2678
R2 1.2719 1.2719 1.2672
R1 1.2688 1.2688 1.2665 1.2704
PP 1.2645 1.2645 1.2645 1.2652
S1 1.2614 1.2614 1.2651 1.2630
S2 1.2571 1.2571 1.2644
S3 1.2497 1.2540 1.2638
S4 1.2423 1.2466 1.2617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2730 1.2601 0.0129 1.0% 0.0013 0.1% 63% False False 2
10 1.2730 1.2565 0.0165 1.3% 0.0007 0.1% 71% False False 1
20 1.2730 1.2476 0.0254 2.0% 0.0017 0.1% 81% False False 2
40 1.2875 1.2476 0.0399 3.1% 0.0010 0.1% 52% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2682
2.618 1.2682
1.618 1.2682
1.000 1.2682
0.618 1.2682
HIGH 1.2682
0.618 1.2682
0.500 1.2682
0.382 1.2682
LOW 1.2682
0.618 1.2682
1.000 1.2682
1.618 1.2682
2.618 1.2682
4.250 1.2682
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 1.2682 1.2694
PP 1.2682 1.2690
S1 1.2682 1.2686

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

View Archives - Comment on this page... - Back to Index of Symbols