CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 1.2775 1.2788 0.0013 0.1% 1.2834
High 1.2775 1.2788 0.0013 0.1% 1.2839
Low 1.2775 1.2754 -0.0021 -0.2% 1.2753
Close 1.2775 1.2764 -0.0011 -0.1% 1.2761
Range 0.0000 0.0034 0.0034 0.0086
ATR 0.0043 0.0043 -0.0001 -1.5% 0.0000
Volume 11 11 0 0.0% 5
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2871 1.2851 1.2783
R3 1.2837 1.2817 1.2773
R2 1.2803 1.2803 1.2770
R1 1.2783 1.2783 1.2767 1.2776
PP 1.2769 1.2769 1.2769 1.2765
S1 1.2749 1.2749 1.2761 1.2742
S2 1.2735 1.2735 1.2758
S3 1.2701 1.2715 1.2755
S4 1.2667 1.2681 1.2745
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% 0.0008 0.1% 16% False False 9
10 1.2839 1.2753 0.0086 0.7% 0.0004 0.0% 13% False False 5
20 1.2844 1.2658 0.0186 1.5% 0.0005 0.0% 57% False False 4
40 1.2844 1.2476 0.0368 2.9% 0.0012 0.1% 78% False False 3
60 1.2875 1.2476 0.0399 3.1% 0.0008 0.1% 72% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.2933
2.618 1.2877
1.618 1.2843
1.000 1.2822
0.618 1.2809
HIGH 1.2788
0.618 1.2775
0.500 1.2771
0.382 1.2767
LOW 1.2754
0.618 1.2733
1.000 1.2720
1.618 1.2699
2.618 1.2665
4.250 1.2610
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 1.2771 1.2771
PP 1.2769 1.2769
S1 1.2766 1.2766

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

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