CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 1.2827 1.2841 0.0014 0.1% 1.2720
High 1.2833 1.2844 0.0011 0.1% 1.2784
Low 1.2825 1.2841 0.0016 0.1% 1.2682
Close 1.2833 1.2844 0.0011 0.1% 1.2784
Range 0.0008 0.0003 -0.0005 -62.5% 0.0102
ATR 0.0044 0.0042 -0.0002 -5.4% 0.0000
Volume 1 18 17 1,700.0% 9
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2852 1.2851 1.2846
R3 1.2849 1.2848 1.2845
R2 1.2846 1.2846 1.2845
R1 1.2845 1.2845 1.2844 1.2846
PP 1.2843 1.2843 1.2843 1.2843
S1 1.2842 1.2842 1.2844 1.2843
S2 1.2840 1.2840 1.2843
S3 1.2837 1.2839 1.2843
S4 1.2834 1.2836 1.2842
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 1.2844 1.2764 0.0080 0.6% 0.0008 0.1% 100% True False 4
10 1.2844 1.2648 0.0196 1.5% 0.0007 0.1% 100% True False 3
20 1.2844 1.2565 0.0279 2.2% 0.0012 0.1% 100% True False 2
40 1.2875 1.2476 0.0399 3.1% 0.0011 0.1% 92% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2857
2.618 1.2852
1.618 1.2849
1.000 1.2847
0.618 1.2846
HIGH 1.2844
0.618 1.2843
0.500 1.2843
0.382 1.2842
LOW 1.2841
0.618 1.2839
1.000 1.2838
1.618 1.2836
2.618 1.2833
4.250 1.2828
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 1.2844 1.2834
PP 1.2843 1.2824
S1 1.2843 1.2815

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

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