CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 1.2632 1.2650 0.0018 0.1% 1.2795
High 1.2650 1.2792 0.0142 1.1% 1.2797
Low 1.2632 1.2650 0.0018 0.1% 1.2605
Close 1.2650 1.2782 0.0132 1.0% 1.2605
Range 0.0018 0.0142 0.0124 688.9% 0.0192
ATR 0.0041 0.0048 0.0007 17.6% 0.0000
Volume 1 1 0 0.0% 13
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3167 1.3117 1.2860
R3 1.3025 1.2975 1.2821
R2 1.2883 1.2883 1.2808
R1 1.2833 1.2833 1.2795 1.2858
PP 1.2741 1.2741 1.2741 1.2754
S1 1.2691 1.2691 1.2769 1.2716
S2 1.2599 1.2599 1.2756
S3 1.2457 1.2549 1.2743
S4 1.2315 1.2407 1.2704
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 1.2792 1.2605 0.0187 1.5% 0.0036 0.3% 95% True False 1
10 1.2820 1.2605 0.0215 1.7% 0.0022 0.2% 82% False False 3
20 1.2839 1.2605 0.0234 1.8% 0.0011 0.1% 76% False False 3
40 1.2844 1.2565 0.0279 2.2% 0.0012 0.1% 78% False False 3
60 1.2875 1.2476 0.0399 3.1% 0.0011 0.1% 77% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 1.3396
2.618 1.3164
1.618 1.3022
1.000 1.2934
0.618 1.2880
HIGH 1.2792
0.618 1.2738
0.500 1.2721
0.382 1.2704
LOW 1.2650
0.618 1.2562
1.000 1.2508
1.618 1.2420
2.618 1.2278
4.250 1.2047
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 1.2762 1.2758
PP 1.2741 1.2734
S1 1.2721 1.2710

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

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