CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 1.2784 1.2785 0.0001 0.0% 1.2720
High 1.2784 1.2796 0.0012 0.1% 1.2784
Low 1.2784 1.2785 0.0001 0.0% 1.2682
Close 1.2784 1.2796 0.0012 0.1% 1.2784
Range 0.0000 0.0011 0.0011 0.0102
ATR 0.0047 0.0044 -0.0002 -5.3% 0.0000
Volume 2 2 0 0.0% 9
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2825 1.2822 1.2802
R3 1.2814 1.2811 1.2799
R2 1.2803 1.2803 1.2798
R1 1.2800 1.2800 1.2797 1.2802
PP 1.2792 1.2792 1.2792 1.2793
S1 1.2789 1.2789 1.2795 1.2791
S2 1.2781 1.2781 1.2794
S3 1.2770 1.2778 1.2793
S4 1.2759 1.2767 1.2790
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3056 1.3022 1.2840
R3 1.2954 1.2920 1.2812
R2 1.2852 1.2852 1.2803
R1 1.2818 1.2818 1.2793 1.2835
PP 1.2750 1.2750 1.2750 1.2759
S1 1.2716 1.2716 1.2775 1.2733
S2 1.2648 1.2648 1.2765
S3 1.2546 1.2614 1.2756
S4 1.2444 1.2512 1.2728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2796 1.2682 0.0114 0.9% 0.0005 0.0% 100% True False 1
10 1.2796 1.2601 0.0195 1.5% 0.0009 0.1% 100% True False 2
20 1.2796 1.2565 0.0231 1.8% 0.0013 0.1% 100% True False 2
40 1.2875 1.2476 0.0399 3.1% 0.0011 0.1% 80% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2843
2.618 1.2825
1.618 1.2814
1.000 1.2807
0.618 1.2803
HIGH 1.2796
0.618 1.2792
0.500 1.2791
0.382 1.2789
LOW 1.2785
0.618 1.2778
1.000 1.2774
1.618 1.2767
2.618 1.2756
4.250 1.2738
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 1.2794 1.2791
PP 1.2792 1.2785
S1 1.2791 1.2780

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

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