CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 18-Sep-2012
Day Change Summary
Previous Current
17-Sep-2012 18-Sep-2012 Change Change % Previous Week
Open 1.2783 1.2742 -0.0041 -0.3% 1.2800
High 1.2792 1.2752 -0.0040 -0.3% 1.2950
Low 1.2721 1.2703 -0.0018 -0.1% 1.2788
Close 1.2721 1.2703 -0.0018 -0.1% 1.2795
Range 0.0071 0.0049 -0.0022 -31.0% 0.0162
ATR 0.0055 0.0055 0.0000 -0.8% 0.0000
Volume 8 3 -5 -62.5% 105
Daily Pivots for day following 18-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2866 1.2834 1.2730
R3 1.2817 1.2785 1.2716
R2 1.2768 1.2768 1.2712
R1 1.2736 1.2736 1.2707 1.2728
PP 1.2719 1.2719 1.2719 1.2715
S1 1.2687 1.2687 1.2699 1.2679
S2 1.2670 1.2670 1.2694
S3 1.2621 1.2638 1.2690
S4 1.2572 1.2589 1.2676
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3330 1.3225 1.2884
R3 1.3168 1.3063 1.2840
R2 1.3006 1.3006 1.2825
R1 1.2901 1.2901 1.2810 1.2873
PP 1.2844 1.2844 1.2844 1.2830
S1 1.2739 1.2739 1.2780 1.2711
S2 1.2682 1.2682 1.2765
S3 1.2520 1.2577 1.2750
S4 1.2358 1.2415 1.2706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2950 1.2703 0.0247 1.9% 0.0064 0.5% 0% False True 18
10 1.2950 1.2696 0.0254 2.0% 0.0049 0.4% 3% False False 12
20 1.2950 1.2632 0.0318 2.5% 0.0034 0.3% 22% False False 13
40 1.2950 1.2605 0.0345 2.7% 0.0019 0.1% 28% False False 9
60 1.2950 1.2565 0.0385 3.0% 0.0017 0.1% 36% False False 6
80 1.2950 1.2476 0.0474 3.7% 0.0015 0.1% 48% False False 5
Crabel Price Patterns
NR True
NR4 True
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2960
2.618 1.2880
1.618 1.2831
1.000 1.2801
0.618 1.2782
HIGH 1.2752
0.618 1.2733
0.500 1.2728
0.382 1.2722
LOW 1.2703
0.618 1.2673
1.000 1.2654
1.618 1.2624
2.618 1.2575
4.250 1.2495
Fisher Pivots for day following 18-Sep-2012
Pivot 1 day 3 day
R1 1.2728 1.2806
PP 1.2719 1.2772
S1 1.2711 1.2737

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

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