CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 1.2826 1.2801 -0.0025 -0.2% 1.2849
High 1.2826 1.2801 -0.0025 -0.2% 1.2855
Low 1.2826 1.2801 -0.0025 -0.2% 1.2718
Close 1.2826 1.2801 -0.0025 -0.2% 1.2747
Range
ATR 0.0039 0.0038 -0.0001 -2.6% 0.0000
Volume 2 2 0 0.0% 14
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2801 1.2801 1.2801
R3 1.2801 1.2801 1.2801
R2 1.2801 1.2801 1.2801
R1 1.2801 1.2801 1.2801 1.2801
PP 1.2801 1.2801 1.2801 1.2801
S1 1.2801 1.2801 1.2801 1.2801
S2 1.2801 1.2801 1.2801
S3 1.2801 1.2801 1.2801
S4 1.2801 1.2801 1.2801
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 1.2827 1.2739 0.0088 0.7% 0.0002 0.0% 70% False False 1
10 1.2863 1.2718 0.0145 1.1% 0.0007 0.1% 57% False False 2
20 1.2927 1.2718 0.0209 1.6% 0.0009 0.1% 40% False False 2
40 1.2953 1.2625 0.0328 2.6% 0.0007 0.1% 54% False False 2
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2801
2.618 1.2801
1.618 1.2801
1.000 1.2801
0.618 1.2801
HIGH 1.2801
0.618 1.2801
0.500 1.2801
0.382 1.2801
LOW 1.2801
0.618 1.2801
1.000 1.2801
1.618 1.2801
2.618 1.2801
4.250 1.2801
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 1.2801 1.2814
PP 1.2801 1.2809
S1 1.2801 1.2805

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

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