CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 1.2823 1.2773 -0.0050 -0.4% 1.2755
High 1.2830 1.2777 -0.0053 -0.4% 1.2830
Low 1.2768 1.2769 0.0001 0.0% 1.2755
Close 1.2785 1.2777 -0.0008 -0.1% 1.2777
Range 0.0062 0.0008 -0.0054 -87.1% 0.0075
ATR 0.0052 0.0049 -0.0003 -4.9% 0.0000
Volume 25 12 -13 -52.0% 100
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2798 1.2796 1.2781
R3 1.2790 1.2788 1.2779
R2 1.2782 1.2782 1.2778
R1 1.2780 1.2780 1.2778 1.2781
PP 1.2774 1.2774 1.2774 1.2775
S1 1.2772 1.2772 1.2776 1.2773
S2 1.2766 1.2766 1.2776
S3 1.2758 1.2764 1.2775
S4 1.2750 1.2756 1.2773
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3012 1.2970 1.2818
R3 1.2937 1.2895 1.2798
R2 1.2862 1.2862 1.2791
R1 1.2820 1.2820 1.2784 1.2841
PP 1.2787 1.2787 1.2787 1.2798
S1 1.2745 1.2745 1.2770 1.2766
S2 1.2712 1.2712 1.2763
S3 1.2637 1.2670 1.2756
S4 1.2562 1.2595 1.2736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2830 1.2755 0.0075 0.6% 0.0038 0.3% 29% False False 20
10 1.2863 1.2711 0.0152 1.2% 0.0042 0.3% 43% False False 22
20 1.2934 1.2646 0.0288 2.3% 0.0045 0.4% 45% False False 32
40 1.2950 1.2605 0.0345 2.7% 0.0036 0.3% 50% False False 23
60 1.2950 1.2605 0.0345 2.7% 0.0026 0.2% 50% False False 16
80 1.2950 1.2476 0.0474 3.7% 0.0024 0.2% 64% False False 13
100 1.2950 1.2476 0.0474 3.7% 0.0020 0.2% 64% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2811
2.618 1.2798
1.618 1.2790
1.000 1.2785
0.618 1.2782
HIGH 1.2777
0.618 1.2774
0.500 1.2773
0.382 1.2772
LOW 1.2769
0.618 1.2764
1.000 1.2761
1.618 1.2756
2.618 1.2748
4.250 1.2735
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 1.2776 1.2799
PP 1.2774 1.2792
S1 1.2773 1.2784

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

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