CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 20-Dec-2012

Day Change Summary
	Previous	Current
	19-Dec-2012	20-Dec-2012	Change	Change %	Previous Week
Open	1.1916	1.1890	-0.0026	-0.2%	1.2132
High	1.1916	1.1930	0.0014	0.1%	1.2200
Low	1.1881	1.1874	-0.0007	-0.1%	1.1950
Close	1.1881	1.1874	-0.0007	-0.1%	1.2016
Range	0.0035	0.0056	0.0021	60.0%	0.0250
ATR	0.0059	0.0059	0.0000	-0.4%	0.0000
Volume	20	2	-18	-90.0%	22

Daily Pivots for day following 20-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2061	1.2023	1.1905
R3	1.2005	1.1967	1.1889
R2	1.1949	1.1949	1.1884
R1	1.1911	1.1911	1.1879	1.1902
PP	1.1893	1.1893	1.1893	1.1888
S1	1.1855	1.1855	1.1869	1.1846
S2	1.1837	1.1837	1.1864
S3	1.1781	1.1799	1.1859
S4	1.1725	1.1743	1.1843

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	1.2016	1.1874	0.0142	1.2%	0.0046	0.4%	0%	False	True	7
10	1.2200	1.1874	0.0326	2.7%	0.0044	0.4%	0%	False	True	5
20	1.2265	1.1874	0.0391	3.3%	0.0031	0.3%	0%	False	True	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2168
2.618	1.2077
1.618	1.2021
1.000	1.1986
0.618	1.1965
HIGH	1.1930
0.618	1.1909
0.500	1.1902
0.382	1.1895
LOW	1.1874
0.618	1.1839
1.000	1.1818
1.618	1.1783
2.618	1.1727
4.250	1.1636

Fisher Pivots for day following 20-Dec-2012
Pivot	1 day	3 day
R1	1.1902	1.1902
PP	1.1893	1.1893
S1	1.1883	1.1883

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols