CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 1.2734 1.2726 -0.0008 -0.1% 1.2627
High 1.2734 1.2726 -0.0008 -0.1% 1.2792
Low 1.2734 1.2726 -0.0008 -0.1% 1.2627
Close 1.2734 1.2726 -0.0008 -0.1% 1.2734
Range
ATR 0.0046 0.0043 -0.0003 -5.9% 0.0000
Volume 19 19 0 0.0% 34
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2726 1.2726 1.2726
R3 1.2726 1.2726 1.2726
R2 1.2726 1.2726 1.2726
R1 1.2726 1.2726 1.2726 1.2726
PP 1.2726 1.2726 1.2726 1.2726
S1 1.2726 1.2726 1.2726 1.2726
S2 1.2726 1.2726 1.2726
S3 1.2726 1.2726 1.2726
S4 1.2726 1.2726 1.2726
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3213 1.3138 1.2825
R3 1.3048 1.2973 1.2779
R2 1.2883 1.2883 1.2764
R1 1.2808 1.2808 1.2749 1.2846
PP 1.2718 1.2718 1.2718 1.2736
S1 1.2643 1.2643 1.2719 1.2681
S2 1.2553 1.2553 1.2704
S3 1.2388 1.2478 1.2689
S4 1.2223 1.2313 1.2643
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2792 1.2632 0.0160 1.3% 0.0034 0.3% 59% False False 10
10 1.2792 1.2605 0.0187 1.5% 0.0019 0.2% 65% False False 6
20 1.2839 1.2605 0.0234 1.8% 0.0012 0.1% 52% False False 5
40 1.2844 1.2565 0.0279 2.2% 0.0009 0.1% 58% False False 4
60 1.2844 1.2476 0.0368 2.9% 0.0011 0.1% 68% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.2726
2.618 1.2726
1.618 1.2726
1.000 1.2726
0.618 1.2726
HIGH 1.2726
0.618 1.2726
0.500 1.2726
0.382 1.2726
LOW 1.2726
0.618 1.2726
1.000 1.2726
1.618 1.2726
2.618 1.2726
4.250 1.2726
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 1.2726 1.2751
PP 1.2726 1.2743
S1 1.2726 1.2734

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

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