CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 1.2788 1.2781 -0.0007 -0.1% 1.2726
High 1.2788 1.2781 -0.0007 -0.1% 1.2794
Low 1.2773 1.2781 0.0008 0.1% 1.2726
Close 1.2773 1.2781 0.0008 0.1% 1.2793
Range 0.0015 0.0000 -0.0015 -100.0% 0.0068
ATR 0.0038 0.0036 -0.0002 -5.7% 0.0000
Volume 23 2 -21 -91.3% 95
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2781 1.2781 1.2781
R3 1.2781 1.2781 1.2781
R2 1.2781 1.2781 1.2781
R1 1.2781 1.2781 1.2781 1.2781
PP 1.2781 1.2781 1.2781 1.2781
S1 1.2781 1.2781 1.2781 1.2781
S2 1.2781 1.2781 1.2781
S3 1.2781 1.2781 1.2781
S4 1.2781 1.2781 1.2781
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2975 1.2952 1.2830
R3 1.2907 1.2884 1.2812
R2 1.2839 1.2839 1.2805
R1 1.2816 1.2816 1.2799 1.2828
PP 1.2771 1.2771 1.2771 1.2777
S1 1.2748 1.2748 1.2787 1.2760
S2 1.2703 1.2703 1.2781
S3 1.2635 1.2680 1.2774
S4 1.2567 1.2612 1.2756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2794 1.2737 0.0057 0.4% 0.0003 0.0% 77% False False 16
10 1.2794 1.2650 0.0144 1.1% 0.0017 0.1% 91% False False 15
20 1.2820 1.2605 0.0215 1.7% 0.0012 0.1% 82% False False 9
40 1.2844 1.2601 0.0243 1.9% 0.0009 0.1% 74% False False 6
60 1.2844 1.2476 0.0368 2.9% 0.0012 0.1% 83% False False 5
80 1.2875 1.2476 0.0399 3.1% 0.0010 0.1% 76% False False 4
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2781
2.618 1.2781
1.618 1.2781
1.000 1.2781
0.618 1.2781
HIGH 1.2781
0.618 1.2781
0.500 1.2781
0.382 1.2781
LOW 1.2781
0.618 1.2781
1.000 1.2781
1.618 1.2781
2.618 1.2781
4.250 1.2781
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 1.2781 1.2784
PP 1.2781 1.2783
S1 1.2781 1.2782

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

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