CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 1.2481 1.2426 -0.0055 -0.4% 1.2560
High 1.2484 1.2481 -0.0003 0.0% 1.2640
Low 1.2399 1.2416 0.0017 0.1% 1.2399
Close 1.2441 1.2462 0.0021 0.2% 1.2441
Range 0.0085 0.0065 -0.0020 -23.5% 0.0241
ATR 0.0079 0.0078 -0.0001 -1.3% 0.0000
Volume 106,710 63,828 -42,882 -40.2% 398,228
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2648 1.2620 1.2498
R3 1.2583 1.2555 1.2480
R2 1.2518 1.2518 1.2474
R1 1.2490 1.2490 1.2468 1.2504
PP 1.2453 1.2453 1.2453 1.2460
S1 1.2425 1.2425 1.2456 1.2439
S2 1.2388 1.2388 1.2450
S3 1.2323 1.2360 1.2444
S4 1.2258 1.2295 1.2426
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% 0.0090 0.7% 26% False False 79,901
10 1.2640 1.2399 0.0241 1.9% 0.0081 0.7% 26% False False 89,321
20 1.2836 1.2399 0.0437 3.5% 0.0075 0.6% 14% False False 85,730
40 1.2977 1.2399 0.0578 4.6% 0.0079 0.6% 11% False False 82,997
60 1.2977 1.2399 0.0578 4.6% 0.0073 0.6% 11% False False 56,563
80 1.2977 1.2399 0.0578 4.6% 0.0069 0.6% 11% False False 42,453
100 1.2977 1.2399 0.0578 4.6% 0.0068 0.5% 11% False False 33,972
120 1.2977 1.2399 0.0578 4.6% 0.0061 0.5% 11% False False 28,312
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2757
2.618 1.2651
1.618 1.2586
1.000 1.2546
0.618 1.2521
HIGH 1.2481
0.618 1.2456
0.500 1.2449
0.382 1.2441
LOW 1.2416
0.618 1.2376
1.000 1.2351
1.618 1.2311
2.618 1.2246
4.250 1.2140
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 1.2458 1.2470
PP 1.2453 1.2467
S1 1.2449 1.2465

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

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