CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 1.2644 1.2547 -0.0097 -0.8% 1.2717
High 1.2644 1.2547 -0.0097 -0.8% 1.2741
Low 1.2644 1.2547 -0.0097 -0.8% 1.2644
Close 1.2644 1.2547 -0.0097 -0.8% 1.2644
Range
ATR 0.0035 0.0040 0.0004 12.6% 0.0000
Volume 2 2 0 0.0% 9
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2547 1.2547 1.2547
R3 1.2547 1.2547 1.2547
R2 1.2547 1.2547 1.2547
R1 1.2547 1.2547 1.2547 1.2547
PP 1.2547 1.2547 1.2547 1.2547
S1 1.2547 1.2547 1.2547 1.2547
S2 1.2547 1.2547 1.2547
S3 1.2547 1.2547 1.2547
S4 1.2547 1.2547 1.2547
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2967 1.2903 1.2697
R3 1.2870 1.2806 1.2671
R2 1.2773 1.2773 1.2662
R1 1.2709 1.2709 1.2653 1.2693
PP 1.2676 1.2676 1.2676 1.2668
S1 1.2612 1.2612 1.2635 1.2596
S2 1.2579 1.2579 1.2626
S3 1.2482 1.2515 1.2617
S4 1.2385 1.2418 1.2591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2706 1.2547 0.0159 1.3% 0.0000 0.0% 0% False True 2
10 1.2826 1.2547 0.0279 2.2% 0.0004 0.0% 0% False True 1
20 1.2927 1.2547 0.0380 3.0% 0.0007 0.1% 0% False True 2
40 1.2953 1.2547 0.0406 3.2% 0.0005 0.0% 0% False True 2
60 1.2953 1.2547 0.0406 3.2% 0.0005 0.0% 0% False True 2
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.2547
2.618 1.2547
1.618 1.2547
1.000 1.2547
0.618 1.2547
HIGH 1.2547
0.618 1.2547
0.500 1.2547
0.382 1.2547
LOW 1.2547
0.618 1.2547
1.000 1.2547
1.618 1.2547
2.618 1.2547
4.250 1.2547
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 1.2547 1.2598
PP 1.2547 1.2581
S1 1.2547 1.2564

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

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