CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 1.2824 1.2851 0.0027 0.2% 1.2783
High 1.2824 1.2871 0.0047 0.4% 1.2824
Low 1.2818 1.2851 0.0033 0.3% 1.2646
Close 1.2820 1.2871 0.0051 0.4% 1.2820
Range 0.0006 0.0020 0.0014 233.3% 0.0178
ATR 0.0057 0.0057 0.0000 -0.8% 0.0000
Volume 4 4 0 0.0% 195
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2924 1.2918 1.2882
R3 1.2904 1.2898 1.2877
R2 1.2884 1.2884 1.2875
R1 1.2878 1.2878 1.2873 1.2881
PP 1.2864 1.2864 1.2864 1.2866
S1 1.2858 1.2858 1.2869 1.2861
S2 1.2844 1.2844 1.2867
S3 1.2824 1.2838 1.2866
S4 1.2804 1.2818 1.2860
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3297 1.3237 1.2918
R3 1.3119 1.3059 1.2869
R2 1.2941 1.2941 1.2853
R1 1.2881 1.2881 1.2836 1.2911
PP 1.2763 1.2763 1.2763 1.2779
S1 1.2703 1.2703 1.2804 1.2733
S2 1.2585 1.2585 1.2787
S3 1.2407 1.2525 1.2771
S4 1.2229 1.2347 1.2722
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2871 1.2646 0.0225 1.7% 0.0048 0.4% 100% True False 38
10 1.2950 1.2646 0.0304 2.4% 0.0055 0.4% 74% False False 28
20 1.2950 1.2646 0.0304 2.4% 0.0035 0.3% 74% False False 21
40 1.2950 1.2605 0.0345 2.7% 0.0023 0.2% 77% False False 13
60 1.2950 1.2565 0.0385 3.0% 0.0019 0.1% 79% False False 9
80 1.2950 1.2476 0.0474 3.7% 0.0017 0.1% 83% False False 8
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2956
2.618 1.2923
1.618 1.2903
1.000 1.2891
0.618 1.2883
HIGH 1.2871
0.618 1.2863
0.500 1.2861
0.382 1.2859
LOW 1.2851
0.618 1.2839
1.000 1.2831
1.618 1.2819
2.618 1.2799
4.250 1.2766
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 1.2868 1.2859
PP 1.2864 1.2848
S1 1.2861 1.2836

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

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