CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 1.2746 1.2794 0.0048 0.4% 1.2726
High 1.2746 1.2794 0.0048 0.4% 1.2794
Low 1.2746 1.2792 0.0046 0.4% 1.2726
Close 1.2746 1.2793 0.0047 0.4% 1.2793
Range 0.0000 0.0002 0.0002 0.0068
ATR 0.0039 0.0040 0.0001 1.6% 0.0000
Volume 19 19 0 0.0% 95
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2799 1.2798 1.2794
R3 1.2797 1.2796 1.2794
R2 1.2795 1.2795 1.2793
R1 1.2794 1.2794 1.2793 1.2794
PP 1.2793 1.2793 1.2793 1.2793
S1 1.2792 1.2792 1.2793 1.2792
S2 1.2791 1.2791 1.2793
S3 1.2789 1.2790 1.2792
S4 1.2787 1.2788 1.2792
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2975 1.2952 1.2830
R3 1.2907 1.2884 1.2812
R2 1.2839 1.2839 1.2805
R1 1.2816 1.2816 1.2799 1.2828
PP 1.2771 1.2771 1.2771 1.2777
S1 1.2748 1.2748 1.2787 1.2760
S2 1.2703 1.2703 1.2781
S3 1.2635 1.2680 1.2774
S4 1.2567 1.2612 1.2756
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2794 1.2726 0.0068 0.5% 0.0000 0.0% 99% True False 19
10 1.2794 1.2627 0.0167 1.3% 0.0017 0.1% 99% True False 12
20 1.2822 1.2605 0.0217 1.7% 0.0012 0.1% 87% False False 9
40 1.2844 1.2601 0.0243 1.9% 0.0009 0.1% 79% False False 5
60 1.2844 1.2476 0.0368 2.9% 0.0011 0.1% 86% False False 4
80 1.2875 1.2476 0.0399 3.1% 0.0009 0.1% 79% False False 4
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 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2803
2.618 1.2799
1.618 1.2797
1.000 1.2796
0.618 1.2795
HIGH 1.2794
0.618 1.2793
0.500 1.2793
0.382 1.2793
LOW 1.2792
0.618 1.2791
1.000 1.2790
1.618 1.2789
2.618 1.2787
4.250 1.2784
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 1.2793 1.2784
PP 1.2793 1.2775
S1 1.2793 1.2766

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

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