CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 1.2487 1.2516 0.0029 0.2% 1.2547
High 1.2487 1.2587 0.0100 0.8% 1.2587
Low 1.2487 1.2516 0.0029 0.2% 1.2487
Close 1.2487 1.2583 0.0096 0.8% 1.2583
Range 0.0000 0.0071 0.0071 0.0100
ATR 0.0039 0.0043 0.0004 11.3% 0.0000
Volume 4 4 0 0.0% 19
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2775 1.2750 1.2622
R3 1.2704 1.2679 1.2603
R2 1.2633 1.2633 1.2596
R1 1.2608 1.2608 1.2590 1.2621
PP 1.2562 1.2562 1.2562 1.2568
S1 1.2537 1.2537 1.2576 1.2550
S2 1.2491 1.2491 1.2570
S3 1.2420 1.2466 1.2563
S4 1.2349 1.2395 1.2544
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2852 1.2818 1.2638
R3 1.2752 1.2718 1.2611
R2 1.2652 1.2652 1.2601
R1 1.2618 1.2618 1.2592 1.2635
PP 1.2552 1.2552 1.2552 1.2561
S1 1.2518 1.2518 1.2574 1.2535
S2 1.2452 1.2452 1.2565
S3 1.2352 1.2418 1.2556
S4 1.2252 1.2318 1.2528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2587 1.2487 0.0100 0.8% 0.0018 0.1% 96% True False 3
10 1.2741 1.2487 0.0254 2.0% 0.0012 0.1% 38% False False 2
20 1.2855 1.2487 0.0368 2.9% 0.0010 0.1% 26% False False 2
40 1.2953 1.2487 0.0466 3.7% 0.0008 0.1% 21% False False 2
60 1.2953 1.2487 0.0466 3.7% 0.0007 0.1% 21% 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 0.0001
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 1.2889
2.618 1.2773
1.618 1.2702
1.000 1.2658
0.618 1.2631
HIGH 1.2587
0.618 1.2560
0.500 1.2552
0.382 1.2543
LOW 1.2516
0.618 1.2472
1.000 1.2445
1.618 1.2401
2.618 1.2330
4.250 1.2214
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 1.2573 1.2568
PP 1.2562 1.2552
S1 1.2552 1.2537

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

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