CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 1.2777 1.2739 -0.0038 -0.3% 1.2849
High 1.2777 1.2747 -0.0030 -0.2% 1.2855
Low 1.2777 1.2739 -0.0038 -0.3% 1.2718
Close 1.2777 1.2747 -0.0030 -0.2% 1.2747
Range 0.0000 0.0008 0.0008 0.0137
ATR 0.0043 0.0042 0.0000 -0.8% 0.0000
Volume 2 2 0 0.0% 14
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2768 1.2766 1.2751
R3 1.2760 1.2758 1.2749
R2 1.2752 1.2752 1.2748
R1 1.2750 1.2750 1.2748 1.2751
PP 1.2744 1.2744 1.2744 1.2745
S1 1.2742 1.2742 1.2746 1.2743
S2 1.2736 1.2736 1.2746
S3 1.2728 1.2734 1.2745
S4 1.2720 1.2726 1.2743
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3184 1.3103 1.2822
R3 1.3047 1.2966 1.2785
R2 1.2910 1.2910 1.2772
R1 1.2829 1.2829 1.2760 1.2801
PP 1.2773 1.2773 1.2773 1.2760
S1 1.2692 1.2692 1.2734 1.2664
S2 1.2636 1.2636 1.2722
S3 1.2499 1.2555 1.2709
S4 1.2362 1.2418 1.2672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2855 1.2718 0.0137 1.1% 0.0013 0.1% 21% False False 2
10 1.2927 1.2718 0.0209 1.6% 0.0013 0.1% 14% False False 2
20 1.2953 1.2718 0.0235 1.8% 0.0009 0.1% 12% False False 2
40 1.2953 1.2625 0.0328 2.6% 0.0007 0.1% 37% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2781
2.618 1.2768
1.618 1.2760
1.000 1.2755
0.618 1.2752
HIGH 1.2747
0.618 1.2744
0.500 1.2743
0.382 1.2742
LOW 1.2739
0.618 1.2734
1.000 1.2731
1.618 1.2726
2.618 1.2718
4.250 1.2705
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 1.2746 1.2748
PP 1.2744 1.2747
S1 1.2743 1.2747

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

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