CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 1.2636 1.2607 -0.0029 -0.2% 1.2467
High 1.2636 1.2607 -0.0029 -0.2% 1.2625
Low 1.2626 1.2503 -0.0123 -1.0% 1.2464
Close 1.2626 1.2504 -0.0122 -1.0% 1.2619
Range 0.0010 0.0104 0.0094 940.0% 0.0161
ATR 0.0042 0.0048 0.0006 13.6% 0.0000
Volume 5 2 -3 -60.0% 20
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2850 1.2781 1.2561
R3 1.2746 1.2677 1.2533
R2 1.2642 1.2642 1.2523
R1 1.2573 1.2573 1.2514 1.2556
PP 1.2538 1.2538 1.2538 1.2529
S1 1.2469 1.2469 1.2494 1.2452
S2 1.2434 1.2434 1.2485
S3 1.2330 1.2365 1.2475
S4 1.2226 1.2261 1.2447
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3052 1.2997 1.2708
R3 1.2891 1.2836 1.2663
R2 1.2730 1.2730 1.2649
R1 1.2675 1.2675 1.2634 1.2703
PP 1.2569 1.2569 1.2569 1.2583
S1 1.2514 1.2514 1.2604 1.2542
S2 1.2408 1.2408 1.2589
S3 1.2247 1.2353 1.2575
S4 1.2086 1.2192 1.2530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2636 1.2503 0.0133 1.1% 0.0045 0.4% 1% False True 4
10 1.2636 1.2450 0.0186 1.5% 0.0035 0.3% 29% False False 5
20 1.2650 1.2450 0.0200 1.6% 0.0028 0.2% 27% False False 6
40 1.2927 1.2450 0.0477 3.8% 0.0018 0.1% 11% False False 4
60 1.2953 1.2450 0.0503 4.0% 0.0014 0.1% 11% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3049
2.618 1.2879
1.618 1.2775
1.000 1.2711
0.618 1.2671
HIGH 1.2607
0.618 1.2567
0.500 1.2555
0.382 1.2543
LOW 1.2503
0.618 1.2439
1.000 1.2399
1.618 1.2335
2.618 1.2231
4.250 1.2061
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 1.2555 1.2570
PP 1.2538 1.2548
S1 1.2521 1.2526

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

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