CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 1.2650 1.2770 0.0120 0.9% 1.2795
High 1.2792 1.2776 -0.0016 -0.1% 1.2797
Low 1.2650 1.2766 0.0116 0.9% 1.2605
Close 1.2782 1.2776 -0.0006 0.0% 1.2605
Range 0.0142 0.0010 -0.0132 -93.0% 0.0192
ATR 0.0048 0.0046 -0.0002 -4.8% 0.0000
Volume 1 12 11 1,100.0% 13
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2803 1.2799 1.2782
R3 1.2793 1.2789 1.2779
R2 1.2783 1.2783 1.2778
R1 1.2779 1.2779 1.2777 1.2781
PP 1.2773 1.2773 1.2773 1.2774
S1 1.2769 1.2769 1.2775 1.2771
S2 1.2763 1.2763 1.2774
S3 1.2753 1.2759 1.2773
S4 1.2743 1.2749 1.2771
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% 0.0034 0.3% 91% False False 3
10 1.2820 1.2605 0.0215 1.7% 0.0020 0.2% 80% False False 3
20 1.2839 1.2605 0.0234 1.8% 0.0012 0.1% 73% False False 4
40 1.2844 1.2565 0.0279 2.2% 0.0011 0.1% 76% False False 3
60 1.2875 1.2476 0.0399 3.1% 0.0012 0.1% 75% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2819
2.618 1.2802
1.618 1.2792
1.000 1.2786
0.618 1.2782
HIGH 1.2776
0.618 1.2772
0.500 1.2771
0.382 1.2770
LOW 1.2766
0.618 1.2760
1.000 1.2756
1.618 1.2750
2.618 1.2740
4.250 1.2724
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 1.2774 1.2755
PP 1.2773 1.2733
S1 1.2771 1.2712

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

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