CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 1.2523 1.2547 0.0024 0.2% 1.2725
High 1.2557 1.2548 -0.0009 -0.1% 1.2729
Low 1.2523 1.2533 0.0010 0.1% 1.2608
Close 1.2529 1.2548 0.0019 0.2% 1.2630
Range 0.0034 0.0015 -0.0019 -55.9% 0.0121
ATR 0.0052 0.0049 -0.0002 -4.5% 0.0000
Volume 107 66 -41 -38.3% 284
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2588 1.2583 1.2556
R3 1.2573 1.2568 1.2552
R2 1.2558 1.2558 1.2551
R1 1.2553 1.2553 1.2549 1.2556
PP 1.2543 1.2543 1.2543 1.2544
S1 1.2538 1.2538 1.2547 1.2541
S2 1.2528 1.2528 1.2545
S3 1.2513 1.2523 1.2544
S4 1.2498 1.2508 1.2540
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 1.2673 1.2523 0.0150 1.2% 0.0035 0.3% 17% False False 61
10 1.2830 1.2523 0.0307 2.4% 0.0034 0.3% 8% False False 50
20 1.2934 1.2523 0.0411 3.3% 0.0041 0.3% 6% False False 41
40 1.2950 1.2523 0.0427 3.4% 0.0039 0.3% 6% False False 32
60 1.2950 1.2523 0.0427 3.4% 0.0030 0.2% 6% False False 24
80 1.2950 1.2523 0.0427 3.4% 0.0024 0.2% 6% False False 18
100 1.2950 1.2476 0.0474 3.8% 0.0022 0.2% 15% False False 15
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 0.0005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2612
2.618 1.2587
1.618 1.2572
1.000 1.2563
0.618 1.2557
HIGH 1.2548
0.618 1.2542
0.500 1.2541
0.382 1.2539
LOW 1.2533
0.618 1.2524
1.000 1.2518
1.618 1.2509
2.618 1.2494
4.250 1.2469
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 1.2546 1.2552
PP 1.2543 1.2550
S1 1.2541 1.2549

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

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