CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1.2736 1.2820 0.0084 0.7% 1.2800
High 1.2790 1.2820 0.0030 0.2% 1.2950
Low 1.2646 1.2801 0.0155 1.2% 1.2788
Close 1.2780 1.2801 0.0021 0.2% 1.2795
Range 0.0144 0.0019 -0.0125 -86.8% 0.0162
ATR 0.0061 0.0060 -0.0002 -2.5% 0.0000
Volume 101 79 -22 -21.8% 105
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2864 1.2852 1.2811
R3 1.2845 1.2833 1.2806
R2 1.2826 1.2826 1.2804
R1 1.2814 1.2814 1.2803 1.2811
PP 1.2807 1.2807 1.2807 1.2806
S1 1.2795 1.2795 1.2799 1.2792
S2 1.2788 1.2788 1.2798
S3 1.2769 1.2776 1.2796
S4 1.2750 1.2757 1.2791
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 1.2909 1.2646 0.0263 2.1% 0.0081 0.6% 59% False False 41
10 1.2950 1.2646 0.0304 2.4% 0.0065 0.5% 51% False False 30
20 1.2950 1.2646 0.0304 2.4% 0.0034 0.3% 51% False False 22
40 1.2950 1.2605 0.0345 2.7% 0.0023 0.2% 57% False False 13
60 1.2950 1.2565 0.0385 3.0% 0.0019 0.1% 61% False False 9
80 1.2950 1.2476 0.0474 3.7% 0.0017 0.1% 69% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2901
2.618 1.2870
1.618 1.2851
1.000 1.2839
0.618 1.2832
HIGH 1.2820
0.618 1.2813
0.500 1.2811
0.382 1.2808
LOW 1.2801
0.618 1.2789
1.000 1.2782
1.618 1.2770
2.618 1.2751
4.250 1.2720
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1.2811 1.2778
PP 1.2807 1.2756
S1 1.2804 1.2733

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

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