CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 1.2841 1.2831 -0.0010 -0.1% 1.2720
High 1.2844 1.2831 -0.0013 -0.1% 1.2784
Low 1.2841 1.2831 -0.0010 -0.1% 1.2682
Close 1.2844 1.2831 -0.0013 -0.1% 1.2784
Range 0.0003 0.0000 -0.0003 -100.0% 0.0102
ATR 0.0042 0.0040 -0.0002 -4.9% 0.0000
Volume 18 1 -17 -94.4% 9
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2831 1.2831 1.2831
R3 1.2831 1.2831 1.2831
R2 1.2831 1.2831 1.2831
R1 1.2831 1.2831 1.2831 1.2831
PP 1.2831 1.2831 1.2831 1.2831
S1 1.2831 1.2831 1.2831 1.2831
S2 1.2831 1.2831 1.2831
S3 1.2831 1.2831 1.2831
S4 1.2831 1.2831 1.2831
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 1.2784 0.0060 0.5% 0.0004 0.0% 78% False False 4
10 1.2844 1.2658 0.0186 1.4% 0.0007 0.1% 93% False False 3
20 1.2844 1.2565 0.0279 2.2% 0.0010 0.1% 95% False 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 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2831
2.618 1.2831
1.618 1.2831
1.000 1.2831
0.618 1.2831
HIGH 1.2831
0.618 1.2831
0.500 1.2831
0.382 1.2831
LOW 1.2831
0.618 1.2831
1.000 1.2831
1.618 1.2831
2.618 1.2831
4.250 1.2831
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 1.2831 1.2835
PP 1.2831 1.2833
S1 1.2831 1.2832

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

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