CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 17-Oct-2012
Day Change Summary
Previous Current
16-Oct-2012 17-Oct-2012 Change Change % Previous Week
Open 1.2706 1.2693 -0.0013 -0.1% 1.2827
High 1.2706 1.2693 -0.0013 -0.1% 1.2827
Low 1.2706 1.2693 -0.0013 -0.1% 1.2791
Close 1.2706 1.2693 -0.0013 -0.1% 1.2791
Range
ATR 0.0039 0.0037 -0.0002 -4.7% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 17-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2693 1.2693 1.2693
R3 1.2693 1.2693 1.2693
R2 1.2693 1.2693 1.2693
R1 1.2693 1.2693 1.2693 1.2693
PP 1.2693 1.2693 1.2693 1.2693
S1 1.2693 1.2693 1.2693 1.2693
S2 1.2693 1.2693 1.2693
S3 1.2693 1.2693 1.2693
S4 1.2693 1.2693 1.2693
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 1.2801 1.2693 0.0108 0.9% 0.0006 0.1% 0% False True 1
10 1.2827 1.2693 0.0134 1.1% 0.0004 0.0% 0% False True 1
20 1.2927 1.2693 0.0234 1.8% 0.0008 0.1% 0% False True 2
40 1.2953 1.2693 0.0260 2.0% 0.0008 0.1% 0% False True 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2693
2.618 1.2693
1.618 1.2693
1.000 1.2693
0.618 1.2693
HIGH 1.2693
0.618 1.2693
0.500 1.2693
0.382 1.2693
LOW 1.2693
0.618 1.2693
1.000 1.2693
1.618 1.2693
2.618 1.2693
4.250 1.2693
Fisher Pivots for day following 17-Oct-2012
Pivot 1 day 3 day
R1 1.2693 1.2717
PP 1.2693 1.2709
S1 1.2693 1.2701

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

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