CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 1.2784 1.2798 0.0014 0.1% 1.2744
High 1.2791 1.2798 0.0007 0.1% 1.2811
Low 1.2784 1.2798 0.0014 0.1% 1.2744
Close 1.2791 1.2798 0.0007 0.1% 1.2811
Range 0.0007 0.0000 -0.0007 -100.0% 0.0067
ATR 0.0038 0.0036 -0.0002 -5.8% 0.0000
Volume 1 4 3 300.0% 5
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2798 1.2798 1.2798
R3 1.2798 1.2798 1.2798
R2 1.2798 1.2798 1.2798
R1 1.2798 1.2798 1.2798 1.2798
PP 1.2798 1.2798 1.2798 1.2798
S1 1.2798 1.2798 1.2798 1.2798
S2 1.2798 1.2798 1.2798
S3 1.2798 1.2798 1.2798
S4 1.2798 1.2798 1.2798
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% 76% False False 1
10 1.2811 1.2716 0.0095 0.7% 0.0010 0.1% 86% False False 1
20 1.2840 1.2625 0.0215 1.7% 0.0005 0.0% 80% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2798
2.618 1.2798
1.618 1.2798
1.000 1.2798
0.618 1.2798
HIGH 1.2798
0.618 1.2798
0.500 1.2798
0.382 1.2798
LOW 1.2798
0.618 1.2798
1.000 1.2798
1.618 1.2798
2.618 1.2798
4.250 1.2798
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 1.2798 1.2798
PP 1.2798 1.2798
S1 1.2798 1.2798

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

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