CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 1.2627 1.2632 0.0005 0.0% 1.2795
High 1.2627 1.2650 0.0023 0.2% 1.2797
Low 1.2627 1.2632 0.0005 0.0% 1.2605
Close 1.2627 1.2650 0.0023 0.2% 1.2605
Range 0.0000 0.0018 0.0018 0.0192
ATR 0.0042 0.0041 -0.0001 -3.3% 0.0000
Volume 1 1 0 0.0% 13
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2698 1.2692 1.2660
R3 1.2680 1.2674 1.2655
R2 1.2662 1.2662 1.2653
R1 1.2656 1.2656 1.2652 1.2659
PP 1.2644 1.2644 1.2644 1.2646
S1 1.2638 1.2638 1.2648 1.2641
S2 1.2626 1.2626 1.2647
S3 1.2608 1.2620 1.2645
S4 1.2590 1.2602 1.2640
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3245 1.3117 1.2711
R3 1.3053 1.2925 1.2658
R2 1.2861 1.2861 1.2640
R1 1.2733 1.2733 1.2623 1.2701
PP 1.2669 1.2669 1.2669 1.2653
S1 1.2541 1.2541 1.2587 1.2509
S2 1.2477 1.2477 1.2570
S3 1.2285 1.2349 1.2552
S4 1.2093 1.2157 1.2499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2710 1.2605 0.0105 0.8% 0.0007 0.1% 43% False False 1
10 1.2820 1.2605 0.0215 1.7% 0.0008 0.1% 21% False False 4
20 1.2844 1.2605 0.0239 1.9% 0.0004 0.0% 19% False False 4
40 1.2844 1.2565 0.0279 2.2% 0.0008 0.1% 30% False False 3
60 1.2875 1.2476 0.0399 3.2% 0.0009 0.1% 44% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2727
2.618 1.2697
1.618 1.2679
1.000 1.2668
0.618 1.2661
HIGH 1.2650
0.618 1.2643
0.500 1.2641
0.382 1.2639
LOW 1.2632
0.618 1.2621
1.000 1.2614
1.618 1.2603
2.618 1.2585
4.250 1.2556
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 1.2647 1.2643
PP 1.2644 1.2635
S1 1.2641 1.2628

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

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