CME Japanese Yen Future June 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 1.2547 1.2550 0.0003 0.0% 1.2717
High 1.2547 1.2552 0.0005 0.0% 1.2741
Low 1.2547 1.2540 -0.0007 -0.1% 1.2644
Close 1.2547 1.2542 -0.0005 0.0% 1.2644
Range 0.0000 0.0012 0.0012 0.0097
ATR 0.0040 0.0038 -0.0002 -5.0% 0.0000
Volume 2 2 0 0.0% 9
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2581 1.2573 1.2549
R3 1.2569 1.2561 1.2545
R2 1.2557 1.2557 1.2544
R1 1.2549 1.2549 1.2543 1.2547
PP 1.2545 1.2545 1.2545 1.2544
S1 1.2537 1.2537 1.2541 1.2535
S2 1.2533 1.2533 1.2540
S3 1.2521 1.2525 1.2539
S4 1.2509 1.2513 1.2535
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 1.2693 1.2540 0.0153 1.2% 0.0002 0.0% 1% False True 2
10 1.2826 1.2540 0.0286 2.3% 0.0004 0.0% 1% False True 1
20 1.2927 1.2540 0.0387 3.1% 0.0007 0.1% 1% False True 2
40 1.2953 1.2540 0.0413 3.3% 0.0006 0.0% 0% False True 2
60 1.2953 1.2540 0.0413 3.3% 0.0005 0.0% 0% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2603
2.618 1.2583
1.618 1.2571
1.000 1.2564
0.618 1.2559
HIGH 1.2552
0.618 1.2547
0.500 1.2546
0.382 1.2545
LOW 1.2540
0.618 1.2533
1.000 1.2528
1.618 1.2521
2.618 1.2509
4.250 1.2489
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 1.2546 1.2592
PP 1.2545 1.2575
S1 1.2543 1.2559

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

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