CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 1.2789 1.2753 -0.0036 -0.3% 1.2647
High 1.2794 1.2753 -0.0041 -0.3% 1.2802
Low 1.2789 1.2753 -0.0036 -0.3% 1.2647
Close 1.2794 1.2753 -0.0041 -0.3% 1.2753
Range 0.0005 0.0000 -0.0005 -100.0% 0.0155
ATR 0.0045 0.0045 0.0000 -0.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2753 1.2753 1.2753
R3 1.2753 1.2753 1.2753
R2 1.2753 1.2753 1.2753
R1 1.2753 1.2753 1.2753 1.2753
PP 1.2753 1.2753 1.2753 1.2753
S1 1.2753 1.2753 1.2753 1.2753
S2 1.2753 1.2753 1.2753
S3 1.2753 1.2753 1.2753
S4 1.2753 1.2753 1.2753
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3199 1.3131 1.2838
R3 1.3044 1.2976 1.2796
R2 1.2889 1.2889 1.2781
R1 1.2821 1.2821 1.2767 1.2855
PP 1.2734 1.2734 1.2734 1.2751
S1 1.2666 1.2666 1.2739 1.2700
S2 1.2579 1.2579 1.2725
S3 1.2424 1.2511 1.2710
S4 1.2269 1.2356 1.2668
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2802 1.2647 0.0155 1.2% 0.0018 0.1% 68% False False 1
10 1.2819 1.2625 0.0194 1.5% 0.0010 0.1% 66% False False 1
20 1.2859 1.2625 0.0234 1.8% 0.0005 0.0% 55% False False 1
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2753
2.618 1.2753
1.618 1.2753
1.000 1.2753
0.618 1.2753
HIGH 1.2753
0.618 1.2753
0.500 1.2753
0.382 1.2753
LOW 1.2753
0.618 1.2753
1.000 1.2753
1.618 1.2753
2.618 1.2753
4.250 1.2753
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 1.2753 1.2759
PP 1.2753 1.2757
S1 1.2753 1.2755

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

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