CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 1.1950 1.1918 -0.0032 -0.3% 1.2132
High 1.2016 1.1961 -0.0055 -0.5% 1.2200
Low 1.1950 1.1918 -0.0032 -0.3% 1.1950
Close 1.2016 1.1961 -0.0055 -0.5% 1.2016
Range 0.0066 0.0043 -0.0023 -34.8% 0.0250
ATR 0.0058 0.0061 0.0003 4.9% 0.0000
Volume 5 5 0 0.0% 22
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2076 1.2061 1.1985
R3 1.2033 1.2018 1.1973
R2 1.1990 1.1990 1.1969
R1 1.1975 1.1975 1.1965 1.1983
PP 1.1947 1.1947 1.1947 1.1950
S1 1.1932 1.1932 1.1957 1.1940
S2 1.1904 1.1904 1.1953
S3 1.1861 1.1889 1.1949
S4 1.1818 1.1846 1.1937
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2805 1.2661 1.2154
R3 1.2555 1.2411 1.2085
R2 1.2305 1.2305 1.2062
R1 1.2161 1.2161 1.2039 1.2108
PP 1.2055 1.2055 1.2055 1.2029
S1 1.1911 1.1911 1.1993 1.1858
S2 1.1805 1.1805 1.1970
S3 1.1555 1.1661 1.1947
S4 1.1305 1.1411 1.1879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2156 1.1918 0.0238 2.0% 0.0040 0.3% 18% False True 3
10 1.2254 1.1918 0.0336 2.8% 0.0036 0.3% 13% False True 4
20 1.2360 1.1918 0.0442 3.7% 0.0031 0.3% 10% False True 3
Crabel Price Patterns
NR True
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2144
2.618 1.2074
1.618 1.2031
1.000 1.2004
0.618 1.1988
HIGH 1.1961
0.618 1.1945
0.500 1.1940
0.382 1.1934
LOW 1.1918
0.618 1.1891
1.000 1.1875
1.618 1.1848
2.618 1.1805
4.250 1.1735
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 1.1954 1.1967
PP 1.1947 1.1965
S1 1.1940 1.1963

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

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