CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 1.2801 1.2799 -0.0002 0.0% 1.2827
High 1.2801 1.2799 -0.0002 0.0% 1.2827
Low 1.2801 1.2791 -0.0010 -0.1% 1.2791
Close 1.2801 1.2791 -0.0010 -0.1% 1.2791
Range 0.0000 0.0008 0.0008 0.0036
ATR 0.0038 0.0036 -0.0002 -5.3% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2818 1.2812 1.2795
R3 1.2810 1.2804 1.2793
R2 1.2802 1.2802 1.2792
R1 1.2796 1.2796 1.2792 1.2795
PP 1.2794 1.2794 1.2794 1.2793
S1 1.2788 1.2788 1.2790 1.2787
S2 1.2786 1.2786 1.2790
S3 1.2778 1.2780 1.2789
S4 1.2770 1.2772 1.2787
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2911 1.2887 1.2811
R3 1.2875 1.2851 1.2801
R2 1.2839 1.2839 1.2798
R1 1.2815 1.2815 1.2794 1.2809
PP 1.2803 1.2803 1.2803 1.2800
S1 1.2779 1.2779 1.2788 1.2773
S2 1.2767 1.2767 1.2784
S3 1.2731 1.2743 1.2781
S4 1.2695 1.2707 1.2771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2827 1.2791 0.0036 0.3% 0.0002 0.0% 0% False True 1
10 1.2855 1.2718 0.0137 1.1% 0.0008 0.1% 53% False False 2
20 1.2927 1.2718 0.0209 1.6% 0.0007 0.1% 35% False False 2
40 1.2953 1.2625 0.0328 2.6% 0.0007 0.1% 51% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2833
2.618 1.2820
1.618 1.2812
1.000 1.2807
0.618 1.2804
HIGH 1.2799
0.618 1.2796
0.500 1.2795
0.382 1.2794
LOW 1.2791
0.618 1.2786
1.000 1.2783
1.618 1.2778
2.618 1.2770
4.250 1.2757
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 1.2795 1.2809
PP 1.2794 1.2803
S1 1.2792 1.2797

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

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