CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 1.2726 1.2764 0.0038 0.3% 1.2627
High 1.2726 1.2764 0.0038 0.3% 1.2792
Low 1.2726 1.2764 0.0038 0.3% 1.2627
Close 1.2726 1.2764 0.0038 0.3% 1.2734
Range
ATR 0.0043 0.0043 0.0000 -0.8% 0.0000
Volume 19 19 0 0.0% 34
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2764 1.2764 1.2764
R3 1.2764 1.2764 1.2764
R2 1.2764 1.2764 1.2764
R1 1.2764 1.2764 1.2764 1.2764
PP 1.2764 1.2764 1.2764 1.2764
S1 1.2764 1.2764 1.2764 1.2764
S2 1.2764 1.2764 1.2764
S3 1.2764 1.2764 1.2764
S4 1.2764 1.2764 1.2764
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 1.2650 0.0142 1.1% 0.0030 0.2% 80% False False 14
10 1.2792 1.2605 0.0187 1.5% 0.0019 0.1% 85% False False 7
20 1.2822 1.2605 0.0217 1.7% 0.0012 0.1% 73% False False 6
40 1.2844 1.2565 0.0279 2.2% 0.0009 0.1% 71% False False 4
60 1.2844 1.2476 0.0368 2.9% 0.0011 0.1% 78% False False 4
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2764
2.618 1.2764
1.618 1.2764
1.000 1.2764
0.618 1.2764
HIGH 1.2764
0.618 1.2764
0.500 1.2764
0.382 1.2764
LOW 1.2764
0.618 1.2764
1.000 1.2764
1.618 1.2764
2.618 1.2764
4.250 1.2764
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 1.2764 1.2758
PP 1.2764 1.2751
S1 1.2764 1.2745

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

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