CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 1.2739 1.2827 0.0088 0.7% 1.2849
High 1.2747 1.2827 0.0080 0.6% 1.2855
Low 1.2739 1.2827 0.0088 0.7% 1.2718
Close 1.2747 1.2827 0.0080 0.6% 1.2747
Range 0.0008 0.0000 -0.0008 -100.0% 0.0137
ATR 0.0042 0.0045 0.0003 6.3% 0.0000
Volume 2 1 -1 -50.0% 14
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2827 1.2827 1.2827
R3 1.2827 1.2827 1.2827
R2 1.2827 1.2827 1.2827
R1 1.2827 1.2827 1.2827 1.2827
PP 1.2827 1.2827 1.2827 1.2827
S1 1.2827 1.2827 1.2827 1.2827
S2 1.2827 1.2827 1.2827
S3 1.2827 1.2827 1.2827
S4 1.2827 1.2827 1.2827
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 1.2839 1.2718 0.0121 0.9% 0.0012 0.1% 90% False False 2
10 1.2927 1.2718 0.0209 1.6% 0.0011 0.1% 52% False False 2
20 1.2953 1.2718 0.0235 1.8% 0.0009 0.1% 46% False False 2
40 1.2953 1.2625 0.0328 2.6% 0.0007 0.1% 62% 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 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 1.2827
2.618 1.2827
1.618 1.2827
1.000 1.2827
0.618 1.2827
HIGH 1.2827
0.618 1.2827
0.500 1.2827
0.382 1.2827
LOW 1.2827
0.618 1.2827
1.000 1.2827
1.618 1.2827
2.618 1.2827
4.250 1.2827
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 1.2827 1.2812
PP 1.2827 1.2798
S1 1.2827 1.2783

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

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