CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 1.2811 1.2784 -0.0027 -0.2% 1.2744
High 1.2811 1.2791 -0.0020 -0.2% 1.2811
Low 1.2811 1.2784 -0.0027 -0.2% 1.2744
Close 1.2811 1.2791 -0.0020 -0.2% 1.2811
Range 0.0000 0.0007 0.0007 0.0067
ATR 0.0039 0.0038 -0.0001 -2.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2810 1.2807 1.2795
R3 1.2803 1.2800 1.2793
R2 1.2796 1.2796 1.2792
R1 1.2793 1.2793 1.2792 1.2795
PP 1.2789 1.2789 1.2789 1.2789
S1 1.2786 1.2786 1.2790 1.2788
S2 1.2782 1.2782 1.2790
S3 1.2775 1.2779 1.2789
S4 1.2768 1.2772 1.2787
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2990 1.2967 1.2848
R3 1.2923 1.2900 1.2829
R2 1.2856 1.2856 1.2823
R1 1.2833 1.2833 1.2817 1.2845
PP 1.2789 1.2789 1.2789 1.2794
S1 1.2766 1.2766 1.2805 1.2778
S2 1.2722 1.2722 1.2799
S3 1.2655 1.2699 1.2793
S4 1.2588 1.2632 1.2774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2811 1.2756 0.0055 0.4% 0.0001 0.0% 64% False False 1
10 1.2811 1.2670 0.0141 1.1% 0.0010 0.1% 86% False False 1
20 1.2840 1.2625 0.0215 1.7% 0.0005 0.0% 77% False False 1
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 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2821
2.618 1.2809
1.618 1.2802
1.000 1.2798
0.618 1.2795
HIGH 1.2791
0.618 1.2788
0.500 1.2788
0.382 1.2787
LOW 1.2784
0.618 1.2780
1.000 1.2777
1.618 1.2773
2.618 1.2766
4.250 1.2754
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 1.2790 1.2790
PP 1.2789 1.2789
S1 1.2788 1.2788

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

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