CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 1.2426 1.2465 0.0039 0.3% 1.2560
High 1.2481 1.2510 0.0029 0.2% 1.2640
Low 1.2416 1.2434 0.0018 0.1% 1.2399
Close 1.2462 1.2440 -0.0022 -0.2% 1.2441
Range 0.0065 0.0076 0.0011 16.9% 0.0241
ATR 0.0078 0.0078 0.0000 -0.2% 0.0000
Volume 63,828 68,555 4,727 7.4% 398,228
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2689 1.2641 1.2482
R3 1.2613 1.2565 1.2461
R2 1.2537 1.2537 1.2454
R1 1.2489 1.2489 1.2447 1.2475
PP 1.2461 1.2461 1.2461 1.2455
S1 1.2413 1.2413 1.2433 1.2399
S2 1.2385 1.2385 1.2426
S3 1.2309 1.2337 1.2419
S4 1.2233 1.2261 1.2398
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 1.2581 1.2399 0.0182 1.5% 0.0073 0.6% 23% False False 80,446
10 1.2640 1.2399 0.0241 1.9% 0.0084 0.7% 17% False False 85,372
20 1.2836 1.2399 0.0437 3.5% 0.0076 0.6% 9% False False 85,974
40 1.2977 1.2399 0.0578 4.6% 0.0078 0.6% 7% False False 83,392
60 1.2977 1.2399 0.0578 4.6% 0.0074 0.6% 7% False False 57,701
80 1.2977 1.2399 0.0578 4.6% 0.0069 0.6% 7% False False 43,309
100 1.2977 1.2399 0.0578 4.6% 0.0068 0.5% 7% False False 34,656
120 1.2977 1.2399 0.0578 4.6% 0.0061 0.5% 7% False False 28,883
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2833
2.618 1.2709
1.618 1.2633
1.000 1.2586
0.618 1.2557
HIGH 1.2510
0.618 1.2481
0.500 1.2472
0.382 1.2463
LOW 1.2434
0.618 1.2387
1.000 1.2358
1.618 1.2311
2.618 1.2235
4.250 1.2111
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 1.2472 1.2455
PP 1.2461 1.2450
S1 1.2451 1.2445

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

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