CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 1.2696 1.2800 0.0104 0.8% 1.2788
High 1.2820 1.2805 -0.0015 -0.1% 1.2820
Low 1.2696 1.2800 0.0104 0.8% 1.2696
Close 1.2801 1.2805 0.0004 0.0% 1.2801
Range 0.0124 0.0005 -0.0119 -96.0% 0.0124
ATR 0.0045 0.0042 -0.0003 -6.3% 0.0000
Volume 5 20 15 300.0% 35
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2818 1.2817 1.2808
R3 1.2813 1.2812 1.2806
R2 1.2808 1.2808 1.2806
R1 1.2807 1.2807 1.2805 1.2808
PP 1.2803 1.2803 1.2803 1.2804
S1 1.2802 1.2802 1.2805 1.2803
S2 1.2798 1.2798 1.2804
S3 1.2793 1.2797 1.2804
S4 1.2788 1.2792 1.2802
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3144 1.3097 1.2869
R3 1.3020 1.2973 1.2835
R2 1.2896 1.2896 1.2824
R1 1.2849 1.2849 1.2812 1.2873
PP 1.2772 1.2772 1.2772 1.2784
S1 1.2725 1.2725 1.2790 1.2749
S2 1.2648 1.2648 1.2778
S3 1.2524 1.2601 1.2767
S4 1.2400 1.2477 1.2733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2820 1.2696 0.0124 1.0% 0.0029 0.2% 88% False False 11
10 1.2820 1.2696 0.0124 1.0% 0.0015 0.1% 88% False False 15
20 1.2820 1.2605 0.0215 1.7% 0.0017 0.1% 93% False False 9
40 1.2844 1.2605 0.0239 1.9% 0.0011 0.1% 84% False False 7
60 1.2844 1.2476 0.0368 2.9% 0.0014 0.1% 89% False False 5
80 1.2875 1.2476 0.0399 3.1% 0.0011 0.1% 82% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2826
2.618 1.2818
1.618 1.2813
1.000 1.2810
0.618 1.2808
HIGH 1.2805
0.618 1.2803
0.500 1.2803
0.382 1.2802
LOW 1.2800
0.618 1.2797
1.000 1.2795
1.618 1.2792
2.618 1.2787
4.250 1.2779
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 1.2804 1.2789
PP 1.2803 1.2774
S1 1.2803 1.2758

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

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