CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 1.1918 1.1926 0.0008 0.1% 1.2132
High 1.1961 1.1927 -0.0034 -0.3% 1.2200
Low 1.1918 1.1898 -0.0020 -0.2% 1.1950
Close 1.1961 1.1911 -0.0050 -0.4% 1.2016
Range 0.0043 0.0029 -0.0014 -32.6% 0.0250
ATR 0.0061 0.0061 0.0000 0.2% 0.0000
Volume 5 6 1 20.0% 22
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1999 1.1984 1.1927
R3 1.1970 1.1955 1.1919
R2 1.1941 1.1941 1.1916
R1 1.1926 1.1926 1.1914 1.1919
PP 1.1912 1.1912 1.1912 1.1909
S1 1.1897 1.1897 1.1908 1.1890
S2 1.1883 1.1883 1.1906
S3 1.1854 1.1868 1.1903
S4 1.1825 1.1839 1.1895
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 1.2125 1.1898 0.0227 1.9% 0.0045 0.4% 6% False True 3
10 1.2200 1.1898 0.0302 2.5% 0.0039 0.3% 4% False True 4
20 1.2306 1.1898 0.0408 3.4% 0.0029 0.2% 3% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2050
2.618 1.2003
1.618 1.1974
1.000 1.1956
0.618 1.1945
HIGH 1.1927
0.618 1.1916
0.500 1.1913
0.382 1.1909
LOW 1.1898
0.618 1.1880
1.000 1.1869
1.618 1.1851
2.618 1.1822
4.250 1.1775
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 1.1913 1.1957
PP 1.1912 1.1942
S1 1.1912 1.1926

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

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