CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 1.2742 1.2736 -0.0006 0.0% 1.2800
High 1.2752 1.2790 0.0038 0.3% 1.2950
Low 1.2703 1.2646 -0.0057 -0.4% 1.2788
Close 1.2703 1.2780 0.0077 0.6% 1.2795
Range 0.0049 0.0144 0.0095 193.9% 0.0162
ATR 0.0055 0.0061 0.0006 11.6% 0.0000
Volume 3 101 98 3,266.7% 105
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3171 1.3119 1.2859
R3 1.3027 1.2975 1.2820
R2 1.2883 1.2883 1.2806
R1 1.2831 1.2831 1.2793 1.2857
PP 1.2739 1.2739 1.2739 1.2752
S1 1.2687 1.2687 1.2767 1.2713
S2 1.2595 1.2595 1.2754
S3 1.2451 1.2543 1.2740
S4 1.2307 1.2399 1.2701
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 1.2646 0.0304 2.4% 0.0090 0.7% 44% False True 37
10 1.2950 1.2646 0.0304 2.4% 0.0063 0.5% 44% False True 22
20 1.2950 1.2646 0.0304 2.4% 0.0040 0.3% 44% False True 18
40 1.2950 1.2605 0.0345 2.7% 0.0022 0.2% 51% False False 11
60 1.2950 1.2565 0.0385 3.0% 0.0019 0.1% 56% False False 8
80 1.2950 1.2476 0.0474 3.7% 0.0017 0.1% 64% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 1.3402
2.618 1.3167
1.618 1.3023
1.000 1.2934
0.618 1.2879
HIGH 1.2790
0.618 1.2735
0.500 1.2718
0.382 1.2701
LOW 1.2646
0.618 1.2557
1.000 1.2502
1.618 1.2413
2.618 1.2269
4.250 1.2034
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 1.2759 1.2760
PP 1.2739 1.2739
S1 1.2718 1.2719

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

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