CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 1.2822 1.2755 -0.0067 -0.5% 1.2834
High 1.2822 1.2755 -0.0067 -0.5% 1.2839
Low 1.2822 1.2755 -0.0067 -0.5% 1.2753
Close 1.2822 1.2755 -0.0067 -0.5% 1.2761
Range
ATR 0.0043 0.0045 0.0002 3.9% 0.0000
Volume 11 11 0 0.0% 5
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2755 1.2755 1.2755
R3 1.2755 1.2755 1.2755
R2 1.2755 1.2755 1.2755
R1 1.2755 1.2755 1.2755 1.2755
PP 1.2755 1.2755 1.2755 1.2755
S1 1.2755 1.2755 1.2755 1.2755
S2 1.2755 1.2755 1.2755
S3 1.2755 1.2755 1.2755
S4 1.2755 1.2755 1.2755
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 1.2822 1.2753 0.0069 0.5% 0.0002 0.0% 3% False False 5
10 1.2844 1.2753 0.0091 0.7% 0.0001 0.0% 2% False False 4
20 1.2844 1.2601 0.0243 1.9% 0.0006 0.0% 63% False False 3
40 1.2844 1.2476 0.0368 2.9% 0.0011 0.1% 76% False False 2
60 1.2875 1.2476 0.0399 3.1% 0.0009 0.1% 70% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2755
2.618 1.2755
1.618 1.2755
1.000 1.2755
0.618 1.2755
HIGH 1.2755
0.618 1.2755
0.500 1.2755
0.382 1.2755
LOW 1.2755
0.618 1.2755
1.000 1.2755
1.618 1.2755
2.618 1.2755
4.250 1.2755
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 1.2755 1.2788
PP 1.2755 1.2777
S1 1.2755 1.2766

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

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