CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 1.2819 1.2753 -0.0066 -0.5% 1.2834
High 1.2819 1.2761 -0.0058 -0.5% 1.2839
Low 1.2819 1.2753 -0.0066 -0.5% 1.2753
Close 1.2819 1.2761 -0.0058 -0.5% 1.2761
Range 0.0000 0.0008 0.0008 0.0086
ATR 0.0040 0.0042 0.0002 4.6% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2782 1.2780 1.2765
R3 1.2774 1.2772 1.2763
R2 1.2766 1.2766 1.2762
R1 1.2764 1.2764 1.2762 1.2765
PP 1.2758 1.2758 1.2758 1.2759
S1 1.2756 1.2756 1.2760 1.2757
S2 1.2750 1.2750 1.2760
S3 1.2742 1.2748 1.2759
S4 1.2734 1.2740 1.2757
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3042 1.2988 1.2808
R3 1.2956 1.2902 1.2785
R2 1.2870 1.2870 1.2777
R1 1.2816 1.2816 1.2769 1.2800
PP 1.2784 1.2784 1.2784 1.2777
S1 1.2730 1.2730 1.2753 1.2714
S2 1.2698 1.2698 1.2745
S3 1.2612 1.2644 1.2737
S4 1.2526 1.2558 1.2714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2839 1.2753 0.0086 0.7% 0.0002 0.0% 9% False True 1
10 1.2844 1.2753 0.0091 0.7% 0.0003 0.0% 9% False True 2
20 1.2844 1.2601 0.0243 1.9% 0.0006 0.0% 66% False False 2
40 1.2844 1.2476 0.0368 2.9% 0.0011 0.1% 77% False False 2
60 1.2875 1.2476 0.0399 3.1% 0.0009 0.1% 71% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2795
2.618 1.2782
1.618 1.2774
1.000 1.2769
0.618 1.2766
HIGH 1.2761
0.618 1.2758
0.500 1.2757
0.382 1.2756
LOW 1.2753
0.618 1.2748
1.000 1.2745
1.618 1.2740
2.618 1.2732
4.250 1.2719
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 1.2760 1.2786
PP 1.2758 1.2778
S1 1.2757 1.2769

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

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