CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 1.2764 1.2737 -0.0027 -0.2% 1.2627
High 1.2764 1.2737 -0.0027 -0.2% 1.2792
Low 1.2764 1.2737 -0.0027 -0.2% 1.2627
Close 1.2764 1.2737 -0.0027 -0.2% 1.2734
Range
ATR 0.0043 0.0041 -0.0001 -2.6% 0.0000
Volume 19 19 0 0.0% 34
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2737 1.2737 1.2737
R3 1.2737 1.2737 1.2737
R2 1.2737 1.2737 1.2737
R1 1.2737 1.2737 1.2737 1.2737
PP 1.2737 1.2737 1.2737 1.2737
S1 1.2737 1.2737 1.2737 1.2737
S2 1.2737 1.2737 1.2737
S3 1.2737 1.2737 1.2737
S4 1.2737 1.2737 1.2737
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 1.2776 1.2726 0.0050 0.4% 0.0002 0.0% 22% False False 17
10 1.2792 1.2605 0.0187 1.5% 0.0019 0.1% 71% False False 9
20 1.2822 1.2605 0.0217 1.7% 0.0012 0.1% 61% False False 7
40 1.2844 1.2565 0.0279 2.2% 0.0009 0.1% 62% False False 5
60 1.2844 1.2476 0.0368 2.9% 0.0011 0.1% 71% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2737
2.618 1.2737
1.618 1.2737
1.000 1.2737
0.618 1.2737
HIGH 1.2737
0.618 1.2737
0.500 1.2737
0.382 1.2737
LOW 1.2737
0.618 1.2737
1.000 1.2737
1.618 1.2737
2.618 1.2737
4.250 1.2737
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 1.2737 1.2745
PP 1.2737 1.2742
S1 1.2737 1.2740

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

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