CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 1.2755 1.2775 0.0020 0.2% 1.2834
High 1.2755 1.2775 0.0020 0.2% 1.2839
Low 1.2755 1.2775 0.0020 0.2% 1.2753
Close 1.2755 1.2775 0.0020 0.2% 1.2761
Range
ATR 0.0045 0.0043 -0.0002 -4.0% 0.0000
Volume 11 11 0 0.0% 5
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2775 1.2775 1.2775
R3 1.2775 1.2775 1.2775
R2 1.2775 1.2775 1.2775
R1 1.2775 1.2775 1.2775 1.2775
PP 1.2775 1.2775 1.2775 1.2775
S1 1.2775 1.2775 1.2775 1.2775
S2 1.2775 1.2775 1.2775
S3 1.2775 1.2775 1.2775
S4 1.2775 1.2775 1.2775
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% 32% False False 7
10 1.2839 1.2753 0.0086 0.7% 0.0001 0.0% 26% False False 4
20 1.2844 1.2648 0.0196 1.5% 0.0004 0.0% 65% False False 3
40 1.2844 1.2476 0.0368 2.9% 0.0011 0.1% 81% False False 3
60 1.2875 1.2476 0.0399 3.1% 0.0009 0.1% 75% 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 1.2775
2.618 1.2775
1.618 1.2775
1.000 1.2775
0.618 1.2775
HIGH 1.2775
0.618 1.2775
0.500 1.2775
0.382 1.2775
LOW 1.2775
0.618 1.2775
1.000 1.2775
1.618 1.2775
2.618 1.2775
4.250 1.2775
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 1.2775 1.2789
PP 1.2775 1.2784
S1 1.2775 1.2780

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

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