CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 1.2800 1.2850 0.0050 0.4% 1.2788
High 1.2805 1.2888 0.0083 0.6% 1.2820
Low 1.2800 1.2850 0.0050 0.4% 1.2696
Close 1.2805 1.2884 0.0079 0.6% 1.2801
Range 0.0005 0.0038 0.0033 660.0% 0.0124
ATR 0.0042 0.0045 0.0003 6.9% 0.0000
Volume 20 3 -17 -85.0% 35
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2988 1.2974 1.2905
R3 1.2950 1.2936 1.2894
R2 1.2912 1.2912 1.2891
R1 1.2898 1.2898 1.2887 1.2905
PP 1.2874 1.2874 1.2874 1.2878
S1 1.2860 1.2860 1.2881 1.2867
S2 1.2836 1.2836 1.2877
S3 1.2798 1.2822 1.2874
S4 1.2760 1.2784 1.2863
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3144 1.3097 1.2869
R3 1.3020 1.2973 1.2835
R2 1.2896 1.2896 1.2824
R1 1.2849 1.2849 1.2812 1.2873
PP 1.2772 1.2772 1.2772 1.2784
S1 1.2725 1.2725 1.2790 1.2749
S2 1.2648 1.2648 1.2778
S3 1.2524 1.2601 1.2767
S4 1.2400 1.2477 1.2733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2888 1.2696 0.0192 1.5% 0.0033 0.3% 98% True False 7
10 1.2888 1.2696 0.0192 1.5% 0.0018 0.1% 98% True False 13
20 1.2888 1.2605 0.0283 2.2% 0.0019 0.1% 99% True False 9
40 1.2888 1.2605 0.0283 2.2% 0.0012 0.1% 99% True False 7
60 1.2888 1.2476 0.0412 3.2% 0.0013 0.1% 99% True False 5
80 1.2888 1.2476 0.0412 3.2% 0.0011 0.1% 99% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3050
2.618 1.2987
1.618 1.2949
1.000 1.2926
0.618 1.2911
HIGH 1.2888
0.618 1.2873
0.500 1.2869
0.382 1.2865
LOW 1.2850
0.618 1.2827
1.000 1.2812
1.618 1.2789
2.618 1.2751
4.250 1.2689
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 1.2879 1.2853
PP 1.2874 1.2823
S1 1.2869 1.2792

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

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