CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 1.2799 1.2717 -0.0082 -0.6% 1.2827
High 1.2799 1.2741 -0.0058 -0.5% 1.2827
Low 1.2791 1.2717 -0.0074 -0.6% 1.2791
Close 1.2791 1.2741 -0.0050 -0.4% 1.2791
Range 0.0008 0.0024 0.0016 200.0% 0.0036
ATR 0.0036 0.0039 0.0003 7.4% 0.0000
Volume 2 1 -1 -50.0% 8
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2805 1.2797 1.2754
R3 1.2781 1.2773 1.2748
R2 1.2757 1.2757 1.2745
R1 1.2749 1.2749 1.2743 1.2753
PP 1.2733 1.2733 1.2733 1.2735
S1 1.2725 1.2725 1.2739 1.2729
S2 1.2709 1.2709 1.2737
S3 1.2685 1.2701 1.2734
S4 1.2661 1.2677 1.2728
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 1.2826 1.2717 0.0109 0.9% 0.0007 0.1% 22% False True 1
10 1.2839 1.2717 0.0122 1.0% 0.0010 0.1% 20% False True 2
20 1.2927 1.2717 0.0210 1.6% 0.0008 0.1% 11% False True 2
40 1.2953 1.2647 0.0306 2.4% 0.0008 0.1% 31% 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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2843
2.618 1.2804
1.618 1.2780
1.000 1.2765
0.618 1.2756
HIGH 1.2741
0.618 1.2732
0.500 1.2729
0.382 1.2726
LOW 1.2717
0.618 1.2702
1.000 1.2693
1.618 1.2678
2.618 1.2654
4.250 1.2615
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 1.2737 1.2759
PP 1.2733 1.2753
S1 1.2729 1.2747

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

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