CME Japanese Yen Future September 2013

Trading Metrics calculated at close of trading on 24-Dec-2012

Day Change Summary
	Previous	Current
	21-Dec-2012	24-Dec-2012	Change	Change %	Previous Week
Open	1.1956	1.1849	-0.0107	-0.9%	1.1918
High	1.1956	1.1888	-0.0068	-0.6%	1.1961
Low	1.1902	1.1826	-0.0076	-0.6%	1.1874
Close	1.1902	1.1826	-0.0076	-0.6%	1.1902
Range	0.0054	0.0062	0.0008	14.8%	0.0087
ATR	0.0061	0.0062	0.0001	1.8%	0.0000
Volume	5	8	3	60.0%	38

Daily Pivots for day following 24-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2033	1.1991	1.1860
R3	1.1971	1.1929	1.1843
R2	1.1909	1.1909	1.1837
R1	1.1867	1.1867	1.1832	1.1857
PP	1.1847	1.1847	1.1847	1.1842
S1	1.1805	1.1805	1.1820	1.1795
S2	1.1785	1.1785	1.1815
S3	1.1723	1.1743	1.1809
S4	1.1661	1.1681	1.1792

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2173	1.2125	1.1950
R3	1.2086	1.2038	1.1926
R2	1.1999	1.1999	1.1918
R1	1.1951	1.1951	1.1910	1.1932
PP	1.1912	1.1912	1.1912	1.1903
S1	1.1864	1.1864	1.1894	1.1845
S2	1.1825	1.1825	1.1886
S3	1.1738	1.1777	1.1878
S4	1.1651	1.1690	1.1854

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1956	1.1826	0.0130	1.1%	0.0047	0.4%	0%	False	True	8
10	1.2156	1.1826	0.0330	2.8%	0.0043	0.4%	0%	False	True	6
20	1.2265	1.1826	0.0439	3.7%	0.0037	0.3%	0%	False	True	4
40	1.2652	1.1826	0.0826	7.0%	0.0023	0.2%	0%	False	True	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2152
2.618	1.2050
1.618	1.1988
1.000	1.1950
0.618	1.1926
HIGH	1.1888
0.618	1.1864
0.500	1.1857
0.382	1.1850
LOW	1.1826
0.618	1.1788
1.000	1.1764
1.618	1.1726
2.618	1.1664
4.250	1.1563

Fisher Pivots for day following 24-Dec-2012
Pivot	1 day	3 day
R1	1.1857	1.1891
PP	1.1847	1.1869
S1	1.1836	1.1848

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