CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 1.2580 1.2523 -0.0057 -0.5% 1.2725
High 1.2580 1.2557 -0.0023 -0.2% 1.2729
Low 1.2533 1.2523 -0.0010 -0.1% 1.2608
Close 1.2533 1.2529 -0.0004 0.0% 1.2630
Range 0.0047 0.0034 -0.0013 -27.7% 0.0121
ATR 0.0053 0.0052 -0.0001 -2.6% 0.0000
Volume 7 107 100 1,428.6% 284
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2638 1.2618 1.2548
R3 1.2604 1.2584 1.2538
R2 1.2570 1.2570 1.2535
R1 1.2550 1.2550 1.2532 1.2560
PP 1.2536 1.2536 1.2536 1.2542
S1 1.2516 1.2516 1.2526 1.2526
S2 1.2502 1.2502 1.2523
S3 1.2468 1.2482 1.2520
S4 1.2434 1.2448 1.2510
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3019 1.2945 1.2697
R3 1.2898 1.2824 1.2663
R2 1.2777 1.2777 1.2652
R1 1.2703 1.2703 1.2641 1.2680
PP 1.2656 1.2656 1.2656 1.2644
S1 1.2582 1.2582 1.2619 1.2559
S2 1.2535 1.2535 1.2608
S3 1.2414 1.2461 1.2597
S4 1.2293 1.2340 1.2563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2727 1.2523 0.0204 1.6% 0.0043 0.3% 3% False True 55
10 1.2830 1.2523 0.0307 2.5% 0.0035 0.3% 2% False True 44
20 1.2934 1.2523 0.0411 3.3% 0.0042 0.3% 1% False True 40
40 1.2950 1.2523 0.0427 3.4% 0.0039 0.3% 1% False True 31
60 1.2950 1.2523 0.0427 3.4% 0.0030 0.2% 1% False True 23
80 1.2950 1.2523 0.0427 3.4% 0.0024 0.2% 1% False True 17
100 1.2950 1.2476 0.0474 3.8% 0.0022 0.2% 11% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2702
2.618 1.2646
1.618 1.2612
1.000 1.2591
0.618 1.2578
HIGH 1.2557
0.618 1.2544
0.500 1.2540
0.382 1.2536
LOW 1.2523
0.618 1.2502
1.000 1.2489
1.618 1.2468
2.618 1.2434
4.250 1.2379
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 1.2540 1.2578
PP 1.2536 1.2561
S1 1.2533 1.2545

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

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