CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 1.2791 1.2819 0.0028 0.2% 1.2785
High 1.2791 1.2819 0.0028 0.2% 1.2844
Low 1.2791 1.2819 0.0028 0.2% 1.2765
Close 1.2791 1.2819 0.0028 0.2% 1.2765
Range
ATR 0.0041 0.0040 -0.0001 -2.3% 0.0000
Volume 1 1 0 0.0% 23
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2819 1.2819 1.2819
R3 1.2819 1.2819 1.2819
R2 1.2819 1.2819 1.2819
R1 1.2819 1.2819 1.2819 1.2819
PP 1.2819 1.2819 1.2819 1.2819
S1 1.2819 1.2819 1.2819 1.2819
S2 1.2819 1.2819 1.2819
S3 1.2819 1.2819 1.2819
S4 1.2819 1.2819 1.2819
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3028 1.2976 1.2808
R3 1.2949 1.2897 1.2787
R2 1.2870 1.2870 1.2779
R1 1.2818 1.2818 1.2772 1.2805
PP 1.2791 1.2791 1.2791 1.2785
S1 1.2739 1.2739 1.2758 1.2726
S2 1.2712 1.2712 1.2751
S3 1.2633 1.2660 1.2743
S4 1.2554 1.2581 1.2722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2839 1.2765 0.0074 0.6% 0.0000 0.0% 73% False False 1
10 1.2844 1.2765 0.0079 0.6% 0.0002 0.0% 68% False False 2
20 1.2844 1.2601 0.0243 1.9% 0.0005 0.0% 90% False False 2
40 1.2844 1.2476 0.0368 2.9% 0.0011 0.1% 93% False False 2
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2819
2.618 1.2819
1.618 1.2819
1.000 1.2819
0.618 1.2819
HIGH 1.2819
0.618 1.2819
0.500 1.2819
0.382 1.2819
LOW 1.2819
0.618 1.2819
1.000 1.2819
1.618 1.2819
2.618 1.2819
4.250 1.2819
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 1.2819 1.2818
PP 1.2819 1.2816
S1 1.2819 1.2815

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

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