CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 1.2547 1.2538 -0.0009 -0.1% 1.2725
High 1.2548 1.2538 -0.0010 -0.1% 1.2729
Low 1.2533 1.2466 -0.0067 -0.5% 1.2608
Close 1.2548 1.2475 -0.0073 -0.6% 1.2630
Range 0.0015 0.0072 0.0057 380.0% 0.0121
ATR 0.0049 0.0052 0.0002 4.7% 0.0000
Volume 66 51 -15 -22.7% 284
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2709 1.2664 1.2515
R3 1.2637 1.2592 1.2495
R2 1.2565 1.2565 1.2488
R1 1.2520 1.2520 1.2482 1.2507
PP 1.2493 1.2493 1.2493 1.2486
S1 1.2448 1.2448 1.2468 1.2435
S2 1.2421 1.2421 1.2462
S3 1.2349 1.2376 1.2455
S4 1.2277 1.2304 1.2435
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3019 1.2945 1.2697
R3 1.2898 1.2824 1.2663
R2 1.2777 1.2777 1.2652
R1 1.2703 1.2703 1.2641 1.2680
PP 1.2656 1.2656 1.2656 1.2644
S1 1.2582 1.2582 1.2619 1.2559
S2 1.2535 1.2535 1.2608
S3 1.2414 1.2461 1.2597
S4 1.2293 1.2340 1.2563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2632 1.2466 0.0166 1.3% 0.0037 0.3% 5% False True 69
10 1.2777 1.2466 0.0311 2.5% 0.0035 0.3% 3% False True 52
20 1.2934 1.2466 0.0468 3.8% 0.0043 0.3% 2% False True 38
40 1.2950 1.2466 0.0484 3.9% 0.0041 0.3% 2% False True 33
60 1.2950 1.2466 0.0484 3.9% 0.0031 0.2% 2% False True 25
80 1.2950 1.2466 0.0484 3.9% 0.0025 0.2% 2% False True 19
100 1.2950 1.2466 0.0484 3.9% 0.0023 0.2% 2% False True 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2844
2.618 1.2726
1.618 1.2654
1.000 1.2610
0.618 1.2582
HIGH 1.2538
0.618 1.2510
0.500 1.2502
0.382 1.2494
LOW 1.2466
0.618 1.2422
1.000 1.2394
1.618 1.2350
2.618 1.2278
4.250 1.2160
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 1.2502 1.2512
PP 1.2493 1.2499
S1 1.2484 1.2487

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

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