CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 1.2728 1.2710 -0.0018 -0.1% 1.2822
High 1.2730 1.2710 -0.0020 -0.2% 1.2822
Low 1.2725 1.2710 -0.0015 -0.1% 1.2754
Close 1.2730 1.2710 -0.0020 -0.2% 1.2819
Range 0.0005 0.0000 -0.0005 -100.0% 0.0068
ATR 0.0044 0.0043 -0.0002 -3.9% 0.0000
Volume 6 2 -4 -66.7% 48
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2710 1.2710 1.2710
R3 1.2710 1.2710 1.2710
R2 1.2710 1.2710 1.2710
R1 1.2710 1.2710 1.2710 1.2710
PP 1.2710 1.2710 1.2710 1.2710
S1 1.2710 1.2710 1.2710 1.2710
S2 1.2710 1.2710 1.2710
S3 1.2710 1.2710 1.2710
S4 1.2710 1.2710 1.2710
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3002 1.2979 1.2856
R3 1.2934 1.2911 1.2838
R2 1.2866 1.2866 1.2831
R1 1.2843 1.2843 1.2825 1.2821
PP 1.2798 1.2798 1.2798 1.2787
S1 1.2775 1.2775 1.2813 1.2753
S2 1.2730 1.2730 1.2807
S3 1.2662 1.2707 1.2800
S4 1.2594 1.2639 1.2782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2820 1.2710 0.0110 0.9% 0.0008 0.1% 0% False True 5
10 1.2822 1.2710 0.0112 0.9% 0.0005 0.0% 0% False True 6
20 1.2844 1.2710 0.0134 1.1% 0.0004 0.0% 0% False True 4
40 1.2844 1.2476 0.0368 2.9% 0.0011 0.1% 64% False False 3
60 1.2875 1.2476 0.0399 3.1% 0.0008 0.1% 59% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2710
2.618 1.2710
1.618 1.2710
1.000 1.2710
0.618 1.2710
HIGH 1.2710
0.618 1.2710
0.500 1.2710
0.382 1.2710
LOW 1.2710
0.618 1.2710
1.000 1.2710
1.618 1.2710
2.618 1.2710
4.250 1.2710
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 1.2710 1.2754
PP 1.2710 1.2739
S1 1.2710 1.2725

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

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