CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 1.2785 1.2827 0.0042 0.3% 1.2720
High 1.2796 1.2833 0.0037 0.3% 1.2784
Low 1.2785 1.2825 0.0040 0.3% 1.2682
Close 1.2796 1.2833 0.0037 0.3% 1.2784
Range 0.0011 0.0008 -0.0003 -27.3% 0.0102
ATR 0.0044 0.0044 -0.0001 -1.2% 0.0000
Volume 2 1 -1 -50.0% 9
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2854 1.2852 1.2837
R3 1.2846 1.2844 1.2835
R2 1.2838 1.2838 1.2834
R1 1.2836 1.2836 1.2834 1.2837
PP 1.2830 1.2830 1.2830 1.2831
S1 1.2828 1.2828 1.2832 1.2829
S2 1.2822 1.2822 1.2832
S3 1.2814 1.2820 1.2831
S4 1.2806 1.2812 1.2829
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 1.2833 1.2731 0.0102 0.8% 0.0007 0.1% 100% True False 1
10 1.2833 1.2601 0.0232 1.8% 0.0010 0.1% 100% True False 2
20 1.2833 1.2565 0.0268 2.1% 0.0012 0.1% 100% True False 2
40 1.2875 1.2476 0.0399 3.1% 0.0011 0.1% 89% False False 2
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2867
2.618 1.2854
1.618 1.2846
1.000 1.2841
0.618 1.2838
HIGH 1.2833
0.618 1.2830
0.500 1.2829
0.382 1.2828
LOW 1.2825
0.618 1.2820
1.000 1.2817
1.618 1.2812
2.618 1.2804
4.250 1.2791
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 1.2832 1.2825
PP 1.2830 1.2817
S1 1.2829 1.2809

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

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