CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 1.2783 1.2795 0.0012 0.1% 1.2857
High 1.2811 1.2811 0.0000 0.0% 1.2863
Low 1.2783 1.2783 0.0000 0.0% 1.2711
Close 1.2807 1.2811 0.0004 0.0% 1.2731
Range 0.0028 0.0028 0.0000 0.0% 0.0152
ATR 0.0053 0.0051 -0.0002 -3.4% 0.0000
Volume 15 13 -2 -13.3% 123
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2886 1.2876 1.2826
R3 1.2858 1.2848 1.2819
R2 1.2830 1.2830 1.2816
R1 1.2820 1.2820 1.2814 1.2825
PP 1.2802 1.2802 1.2802 1.2804
S1 1.2792 1.2792 1.2808 1.2797
S2 1.2774 1.2774 1.2806
S3 1.2746 1.2764 1.2803
S4 1.2718 1.2736 1.2796
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3224 1.3130 1.2815
R3 1.3072 1.2978 1.2773
R2 1.2920 1.2920 1.2759
R1 1.2826 1.2826 1.2745 1.2797
PP 1.2768 1.2768 1.2768 1.2754
S1 1.2674 1.2674 1.2717 1.2645
S2 1.2616 1.2616 1.2703
S3 1.2464 1.2522 1.2689
S4 1.2312 1.2370 1.2647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2821 1.2711 0.0110 0.9% 0.0045 0.3% 91% False False 19
10 1.2934 1.2711 0.0223 1.7% 0.0047 0.4% 45% False False 32
20 1.2950 1.2646 0.0304 2.4% 0.0051 0.4% 54% False False 34
40 1.2950 1.2605 0.0345 2.7% 0.0035 0.3% 60% False False 22
60 1.2950 1.2605 0.0345 2.7% 0.0025 0.2% 60% False False 16
80 1.2950 1.2476 0.0474 3.7% 0.0023 0.2% 71% False False 12
100 1.2950 1.2476 0.0474 3.7% 0.0019 0.1% 71% False False 10
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.2930
2.618 1.2884
1.618 1.2856
1.000 1.2839
0.618 1.2828
HIGH 1.2811
0.618 1.2800
0.500 1.2797
0.382 1.2794
LOW 1.2783
0.618 1.2766
1.000 1.2755
1.618 1.2738
2.618 1.2710
4.250 1.2664
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 1.2806 1.2803
PP 1.2802 1.2796
S1 1.2797 1.2788

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

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