CME Japanese Yen Future June 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 1.2550 1.2555 0.0005 0.0% 1.2717
High 1.2552 1.2559 0.0007 0.1% 1.2741
Low 1.2540 1.2550 0.0010 0.1% 1.2644
Close 1.2542 1.2559 0.0017 0.1% 1.2644
Range 0.0012 0.0009 -0.0003 -25.0% 0.0097
ATR 0.0038 0.0036 -0.0001 -3.9% 0.0000
Volume 2 7 5 250.0% 9
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2583 1.2580 1.2564
R3 1.2574 1.2571 1.2561
R2 1.2565 1.2565 1.2561
R1 1.2562 1.2562 1.2560 1.2564
PP 1.2556 1.2556 1.2556 1.2557
S1 1.2553 1.2553 1.2558 1.2555
S2 1.2547 1.2547 1.2557
S3 1.2538 1.2544 1.2557
S4 1.2529 1.2535 1.2554
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 1.2648 1.2540 0.0108 0.9% 0.0004 0.0% 18% False False 3
10 1.2801 1.2540 0.0261 2.1% 0.0005 0.0% 7% False False 2
20 1.2927 1.2540 0.0387 3.1% 0.0006 0.0% 5% False False 2
40 1.2953 1.2540 0.0413 3.3% 0.0006 0.0% 5% False False 2
60 1.2953 1.2540 0.0413 3.3% 0.0006 0.0% 5% 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2597
2.618 1.2583
1.618 1.2574
1.000 1.2568
0.618 1.2565
HIGH 1.2559
0.618 1.2556
0.500 1.2555
0.382 1.2553
LOW 1.2550
0.618 1.2544
1.000 1.2541
1.618 1.2535
2.618 1.2526
4.250 1.2512
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 1.2558 1.2556
PP 1.2556 1.2553
S1 1.2555 1.2550

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

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