CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 1.2731 1.2780 0.0049 0.4% 1.2613
High 1.2731 1.2780 0.0049 0.4% 1.2675
Low 1.2731 1.2764 0.0033 0.3% 1.2601
Close 1.2731 1.2764 0.0033 0.3% 1.2658
Range 0.0000 0.0016 0.0016 0.0074
ATR 0.0049 0.0049 0.0000 0.0% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2817 1.2807 1.2773
R3 1.2801 1.2791 1.2768
R2 1.2785 1.2785 1.2767
R1 1.2775 1.2775 1.2765 1.2772
PP 1.2769 1.2769 1.2769 1.2768
S1 1.2759 1.2759 1.2763 1.2756
S2 1.2753 1.2753 1.2761
S3 1.2737 1.2743 1.2760
S4 1.2721 1.2727 1.2755
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 1.2780 1.2658 0.0122 1.0% 0.0009 0.1% 87% True False 2
10 1.2780 1.2601 0.0179 1.4% 0.0008 0.1% 91% True False 1
20 1.2780 1.2476 0.0304 2.4% 0.0018 0.1% 95% True False 2
40 1.2875 1.2476 0.0399 3.1% 0.0011 0.1% 72% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2848
2.618 1.2822
1.618 1.2806
1.000 1.2796
0.618 1.2790
HIGH 1.2780
0.618 1.2774
0.500 1.2772
0.382 1.2770
LOW 1.2764
0.618 1.2754
1.000 1.2748
1.618 1.2738
2.618 1.2722
4.250 1.2696
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 1.2772 1.2753
PP 1.2769 1.2742
S1 1.2767 1.2731

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

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