CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 1.2900 1.2893 -0.0007 -0.1% 1.2735
High 1.2900 1.2910 0.0010 0.1% 1.2836
Low 1.2870 1.2893 0.0023 0.2% 1.2718
Close 1.2900 1.2910 0.0010 0.1% 1.2836
Range 0.0030 0.0017 -0.0013 -43.3% 0.0118
ATR 0.0046 0.0044 -0.0002 -4.5% 0.0000
Volume 2 6 4 200.0% 5
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2955 1.2950 1.2919
R3 1.2938 1.2933 1.2915
R2 1.2921 1.2921 1.2913
R1 1.2916 1.2916 1.2912 1.2919
PP 1.2904 1.2904 1.2904 1.2906
S1 1.2899 1.2899 1.2908 1.2902
S2 1.2887 1.2887 1.2907
S3 1.2870 1.2882 1.2905
S4 1.2853 1.2865 1.2901
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3151 1.3111 1.2901
R3 1.3033 1.2993 1.2868
R2 1.2915 1.2915 1.2858
R1 1.2875 1.2875 1.2847 1.2895
PP 1.2797 1.2797 1.2797 1.2807
S1 1.2757 1.2757 1.2825 1.2777
S2 1.2679 1.2679 1.2814
S3 1.2561 1.2639 1.2804
S4 1.2443 1.2521 1.2771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2910 1.2817 0.0093 0.7% 0.0012 0.1% 100% True False 2
10 1.2953 1.2718 0.0235 1.8% 0.0011 0.1% 82% False False 2
20 1.2953 1.2718 0.0235 1.8% 0.0006 0.0% 82% False False 2
40 1.2953 1.2625 0.0328 2.5% 0.0005 0.0% 87% False False 2
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2982
2.618 1.2955
1.618 1.2938
1.000 1.2927
0.618 1.2921
HIGH 1.2910
0.618 1.2904
0.500 1.2902
0.382 1.2899
LOW 1.2893
0.618 1.2882
1.000 1.2876
1.618 1.2865
2.618 1.2848
4.250 1.2821
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 1.2907 1.2903
PP 1.2904 1.2897
S1 1.2902 1.2890

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

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