CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 1.2534 1.2481 -0.0053 -0.4% 1.2560
High 1.2541 1.2484 -0.0057 -0.5% 1.2640
Low 1.2472 1.2399 -0.0073 -0.6% 1.2399
Close 1.2476 1.2441 -0.0035 -0.3% 1.2441
Range 0.0069 0.0085 0.0016 23.2% 0.0241
ATR 0.0078 0.0079 0.0000 0.6% 0.0000
Volume 75,964 106,710 30,746 40.5% 398,228
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2696 1.2654 1.2488
R3 1.2611 1.2569 1.2464
R2 1.2526 1.2526 1.2457
R1 1.2484 1.2484 1.2449 1.2463
PP 1.2441 1.2441 1.2441 1.2431
S1 1.2399 1.2399 1.2433 1.2378
S2 1.2356 1.2356 1.2425
S3 1.2271 1.2314 1.2418
S4 1.2186 1.2229 1.2394
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3216 1.3070 1.2574
R3 1.2975 1.2829 1.2507
R2 1.2734 1.2734 1.2485
R1 1.2588 1.2588 1.2463 1.2541
PP 1.2493 1.2493 1.2493 1.2470
S1 1.2347 1.2347 1.2419 1.2300
S2 1.2252 1.2252 1.2397
S3 1.2011 1.2106 1.2375
S4 1.1770 1.1865 1.2308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2640 1.2399 0.0241 1.9% 0.0087 0.7% 17% False True 79,645
10 1.2640 1.2399 0.0241 1.9% 0.0087 0.7% 17% False True 93,240
20 1.2836 1.2399 0.0437 3.5% 0.0077 0.6% 10% False True 85,510
40 1.2977 1.2399 0.0578 4.6% 0.0078 0.6% 7% False True 81,890
60 1.2977 1.2399 0.0578 4.6% 0.0073 0.6% 7% False True 55,502
80 1.2977 1.2399 0.0578 4.6% 0.0069 0.6% 7% False True 41,655
100 1.2977 1.2399 0.0578 4.6% 0.0068 0.5% 7% False True 33,334
120 1.2977 1.2399 0.0578 4.6% 0.0060 0.5% 7% False True 27,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2845
2.618 1.2707
1.618 1.2622
1.000 1.2569
0.618 1.2537
HIGH 1.2484
0.618 1.2452
0.500 1.2442
0.382 1.2431
LOW 1.2399
0.618 1.2346
1.000 1.2314
1.618 1.2261
2.618 1.2176
4.250 1.2038
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 1.2442 1.2490
PP 1.2441 1.2474
S1 1.2441 1.2457

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

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