CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 1.2822 1.2899 0.0077 0.6% 1.2784
High 1.2822 1.2899 0.0077 0.6% 1.2818
Low 1.2822 1.2899 0.0077 0.6% 1.2724
Close 1.2822 1.2899 0.0077 0.6% 1.2818
Range
ATR 0.0040 0.0043 0.0003 6.6% 0.0000
Volume 4 4 0 0.0% 13
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2899 1.2899 1.2899
R3 1.2899 1.2899 1.2899
R2 1.2899 1.2899 1.2899
R1 1.2899 1.2899 1.2899 1.2899
PP 1.2899 1.2899 1.2899 1.2899
S1 1.2899 1.2899 1.2899 1.2899
S2 1.2899 1.2899 1.2899
S3 1.2899 1.2899 1.2899
S4 1.2899 1.2899 1.2899
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3069 1.3037 1.2870
R3 1.2975 1.2943 1.2844
R2 1.2881 1.2881 1.2835
R1 1.2849 1.2849 1.2827 1.2865
PP 1.2787 1.2787 1.2787 1.2795
S1 1.2755 1.2755 1.2809 1.2771
S2 1.2693 1.2693 1.2801
S3 1.2599 1.2661 1.2792
S4 1.2505 1.2567 1.2766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2899 1.2724 0.0175 1.4% 0.0000 0.0% 100% True False 4
10 1.2899 1.2724 0.0175 1.4% 0.0001 0.0% 100% True False 2
20 1.2899 1.2625 0.0274 2.1% 0.0005 0.0% 100% True False 1
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.2899
2.618 1.2899
1.618 1.2899
1.000 1.2899
0.618 1.2899
HIGH 1.2899
0.618 1.2899
0.500 1.2899
0.382 1.2899
LOW 1.2899
0.618 1.2899
1.000 1.2899
1.618 1.2899
2.618 1.2899
4.250 1.2899
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 1.2899 1.2886
PP 1.2899 1.2872
S1 1.2899 1.2859

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

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