CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 1.2753 1.2822 0.0069 0.5% 1.2834
High 1.2761 1.2822 0.0061 0.5% 1.2839
Low 1.2753 1.2822 0.0069 0.5% 1.2753
Close 1.2761 1.2822 0.0061 0.5% 1.2761
Range 0.0008 0.0000 -0.0008 -100.0% 0.0086
ATR 0.0042 0.0043 0.0001 3.2% 0.0000
Volume 1 11 10 1,000.0% 5
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2822 1.2822 1.2822
R3 1.2822 1.2822 1.2822
R2 1.2822 1.2822 1.2822
R1 1.2822 1.2822 1.2822 1.2822
PP 1.2822 1.2822 1.2822 1.2822
S1 1.2822 1.2822 1.2822 1.2822
S2 1.2822 1.2822 1.2822
S3 1.2822 1.2822 1.2822
S4 1.2822 1.2822 1.2822
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% 80% False False 3
10 1.2844 1.2753 0.0091 0.7% 0.0002 0.0% 76% False False 3
20 1.2844 1.2601 0.0243 1.9% 0.0006 0.0% 91% False False 2
40 1.2844 1.2476 0.0368 2.9% 0.0011 0.1% 94% False False 2
60 1.2875 1.2476 0.0399 3.1% 0.0009 0.1% 87% 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 1.2822
2.618 1.2822
1.618 1.2822
1.000 1.2822
0.618 1.2822
HIGH 1.2822
0.618 1.2822
0.500 1.2822
0.382 1.2822
LOW 1.2822
0.618 1.2822
1.000 1.2822
1.618 1.2822
2.618 1.2822
4.250 1.2822
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 1.2822 1.2811
PP 1.2822 1.2799
S1 1.2822 1.2788

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

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