CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 1.2839 1.2718 -0.0121 -0.9% 1.2879
High 1.2839 1.2770 -0.0069 -0.5% 1.2927
Low 1.2839 1.2718 -0.0121 -0.9% 1.2863
Close 1.2839 1.2770 -0.0069 -0.5% 1.2863
Range 0.0000 0.0052 0.0052 0.0064
ATR 0.0040 0.0045 0.0006 14.7% 0.0000
Volume 4 4 0 0.0% 13
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2909 1.2891 1.2799
R3 1.2857 1.2839 1.2784
R2 1.2805 1.2805 1.2780
R1 1.2787 1.2787 1.2775 1.2796
PP 1.2753 1.2753 1.2753 1.2757
S1 1.2735 1.2735 1.2765 1.2744
S2 1.2701 1.2701 1.2760
S3 1.2649 1.2683 1.2756
S4 1.2597 1.2631 1.2741
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 1.2718 0.0209 1.6% 0.0012 0.1% 25% False True 2
10 1.2927 1.2718 0.0209 1.6% 0.0012 0.1% 25% False True 2
20 1.2953 1.2718 0.0235 1.8% 0.0008 0.1% 22% False True 2
40 1.2953 1.2625 0.0328 2.6% 0.0007 0.1% 44% False False 2
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 29 trading days
Fibonacci Retracements and Extensions
4.250 1.2991
2.618 1.2906
1.618 1.2854
1.000 1.2822
0.618 1.2802
HIGH 1.2770
0.618 1.2750
0.500 1.2744
0.382 1.2738
LOW 1.2718
0.618 1.2686
1.000 1.2666
1.618 1.2634
2.618 1.2582
4.250 1.2497
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 1.2761 1.2787
PP 1.2753 1.2781
S1 1.2744 1.2776

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

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