CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 1.2716 1.2789 0.0073 0.6% 1.2819
High 1.2802 1.2794 -0.0008 -0.1% 1.2819
Low 1.2716 1.2789 0.0073 0.6% 1.2625
Close 1.2802 1.2794 -0.0008 -0.1% 1.2625
Range 0.0086 0.0005 -0.0081 -94.2% 0.0194
ATR 0.0048 0.0045 -0.0002 -5.2% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2807 1.2806 1.2797
R3 1.2802 1.2801 1.2795
R2 1.2797 1.2797 1.2795
R1 1.2796 1.2796 1.2794 1.2797
PP 1.2792 1.2792 1.2792 1.2793
S1 1.2791 1.2791 1.2794 1.2792
S2 1.2787 1.2787 1.2793
S3 1.2782 1.2786 1.2793
S4 1.2777 1.2781 1.2791
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3272 1.3142 1.2732
R3 1.3078 1.2948 1.2678
R2 1.2884 1.2884 1.2661
R1 1.2754 1.2754 1.2643 1.2722
PP 1.2690 1.2690 1.2690 1.2674
S1 1.2560 1.2560 1.2607 1.2528
S2 1.2496 1.2496 1.2589
S3 1.2302 1.2366 1.2572
S4 1.2108 1.2172 1.2518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2802 1.2625 0.0177 1.4% 0.0018 0.1% 95% False False 1
10 1.2840 1.2625 0.0215 1.7% 0.0010 0.1% 79% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2815
2.618 1.2807
1.618 1.2802
1.000 1.2799
0.618 1.2797
HIGH 1.2794
0.618 1.2792
0.500 1.2792
0.382 1.2791
LOW 1.2789
0.618 1.2786
1.000 1.2784
1.618 1.2781
2.618 1.2776
4.250 1.2768
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 1.2793 1.2775
PP 1.2792 1.2755
S1 1.2792 1.2736

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

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