CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 04-Oct-2012
Day Change Summary
Previous Current
03-Oct-2012 04-Oct-2012 Change Change % Previous Week
Open 1.2808 1.2763 -0.0045 -0.4% 1.2851
High 1.2815 1.2774 -0.0041 -0.3% 1.2934
Low 1.2750 1.2747 -0.0003 0.0% 1.2835
Close 1.2755 1.2762 0.0007 0.1% 1.2847
Range 0.0065 0.0027 -0.0038 -58.5% 0.0099
ATR 0.0052 0.0051 -0.0002 -3.5% 0.0000
Volume 39 30 -9 -23.1% 240
Daily Pivots for day following 04-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2842 1.2829 1.2777
R3 1.2815 1.2802 1.2769
R2 1.2788 1.2788 1.2767
R1 1.2775 1.2775 1.2764 1.2768
PP 1.2761 1.2761 1.2761 1.2758
S1 1.2748 1.2748 1.2760 1.2741
S2 1.2734 1.2734 1.2757
S3 1.2707 1.2721 1.2755
S4 1.2680 1.2694 1.2747
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3169 1.3107 1.2901
R3 1.3070 1.3008 1.2874
R2 1.2971 1.2971 1.2865
R1 1.2909 1.2909 1.2856 1.2891
PP 1.2872 1.2872 1.2872 1.2863
S1 1.2810 1.2810 1.2838 1.2792
S2 1.2773 1.2773 1.2829
S3 1.2674 1.2711 1.2820
S4 1.2575 1.2612 1.2793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2934 1.2747 0.0187 1.5% 0.0051 0.4% 8% False True 29
10 1.2934 1.2747 0.0187 1.5% 0.0035 0.3% 8% False True 36
20 1.2950 1.2646 0.0304 2.4% 0.0050 0.4% 38% False False 33
40 1.2950 1.2605 0.0345 2.7% 0.0031 0.2% 46% False False 21
60 1.2950 1.2605 0.0345 2.7% 0.0022 0.2% 46% False False 15
80 1.2950 1.2476 0.0474 3.7% 0.0021 0.2% 60% False False 12
100 1.2950 1.2476 0.0474 3.7% 0.0018 0.1% 60% False False 10
Crabel Price Patterns
NR True
NR4 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2889
2.618 1.2845
1.618 1.2818
1.000 1.2801
0.618 1.2791
HIGH 1.2774
0.618 1.2764
0.500 1.2761
0.382 1.2757
LOW 1.2747
0.618 1.2730
1.000 1.2720
1.618 1.2703
2.618 1.2676
4.250 1.2632
Fisher Pivots for day following 04-Oct-2012
Pivot 1 day 3 day
R1 1.2762 1.2794
PP 1.2761 1.2783
S1 1.2761 1.2773

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

View Archives - Comment on this page... - Back to Index of Symbols