CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 1.2781 1.2706 -0.0075 -0.6% 1.2726
High 1.2781 1.2706 -0.0075 -0.6% 1.2794
Low 1.2781 1.2706 -0.0075 -0.6% 1.2726
Close 1.2781 1.2706 -0.0075 -0.6% 1.2793
Range
ATR 0.0036 0.0039 0.0003 7.7% 0.0000
Volume 2 5 3 150.0% 95
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2706 1.2706 1.2706
R3 1.2706 1.2706 1.2706
R2 1.2706 1.2706 1.2706
R1 1.2706 1.2706 1.2706 1.2706
PP 1.2706 1.2706 1.2706 1.2706
S1 1.2706 1.2706 1.2706 1.2706
S2 1.2706 1.2706 1.2706
S3 1.2706 1.2706 1.2706
S4 1.2706 1.2706 1.2706
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 1.2706 0.0088 0.7% 0.0003 0.0% 0% False True 13
10 1.2794 1.2706 0.0088 0.7% 0.0003 0.0% 0% False True 15
20 1.2820 1.2605 0.0215 1.7% 0.0012 0.1% 47% False False 9
40 1.2844 1.2605 0.0239 1.9% 0.0008 0.1% 42% False False 6
60 1.2844 1.2476 0.0368 2.9% 0.0012 0.1% 63% False False 5
80 1.2875 1.2476 0.0399 3.1% 0.0010 0.1% 58% 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 1.2706
2.618 1.2706
1.618 1.2706
1.000 1.2706
0.618 1.2706
HIGH 1.2706
0.618 1.2706
0.500 1.2706
0.382 1.2706
LOW 1.2706
0.618 1.2706
1.000 1.2706
1.618 1.2706
2.618 1.2706
4.250 1.2706
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 1.2706 1.2747
PP 1.2706 1.2733
S1 1.2706 1.2720

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

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