CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 1.2849 1.2839 -0.0010 -0.1% 1.2879
High 1.2855 1.2839 -0.0016 -0.1% 1.2927
Low 1.2849 1.2839 -0.0010 -0.1% 1.2863
Close 1.2855 1.2839 -0.0016 -0.1% 1.2863
Range 0.0006 0.0000 -0.0006 -100.0% 0.0064
ATR 0.0041 0.0040 -0.0002 -4.4% 0.0000
Volume 2 4 2 100.0% 13
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2839 1.2839 1.2839
R3 1.2839 1.2839 1.2839
R2 1.2839 1.2839 1.2839
R1 1.2839 1.2839 1.2839 1.2839
PP 1.2839 1.2839 1.2839 1.2839
S1 1.2839 1.2839 1.2839 1.2839
S2 1.2839 1.2839 1.2839
S3 1.2839 1.2839 1.2839
S4 1.2839 1.2839 1.2839
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3076 1.3034 1.2898
R3 1.3012 1.2970 1.2881
R2 1.2948 1.2948 1.2875
R1 1.2906 1.2906 1.2869 1.2895
PP 1.2884 1.2884 1.2884 1.2879
S1 1.2842 1.2842 1.2857 1.2831
S2 1.2820 1.2820 1.2851
S3 1.2756 1.2778 1.2845
S4 1.2692 1.2714 1.2828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2927 1.2839 0.0088 0.7% 0.0005 0.0% 0% False True 3
10 1.2927 1.2795 0.0132 1.0% 0.0007 0.1% 33% False False 2
20 1.2953 1.2718 0.0235 1.8% 0.0006 0.0% 51% False False 2
40 1.2953 1.2625 0.0328 2.6% 0.0006 0.0% 65% False False 2
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 True
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 1.2839
2.618 1.2839
1.618 1.2839
1.000 1.2839
0.618 1.2839
HIGH 1.2839
0.618 1.2839
0.500 1.2839
0.382 1.2839
LOW 1.2839
0.618 1.2839
1.000 1.2839
1.618 1.2839
2.618 1.2839
4.250 1.2839
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 1.2839 1.2851
PP 1.2839 1.2847
S1 1.2839 1.2843

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

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