CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 1.2465 1.2442 -0.0023 -0.2% 1.2560
High 1.2510 1.2542 0.0032 0.3% 1.2640
Low 1.2434 1.2440 0.0006 0.0% 1.2399
Close 1.2440 1.2519 0.0079 0.6% 1.2441
Range 0.0076 0.0102 0.0026 34.2% 0.0241
ATR 0.0078 0.0080 0.0002 2.2% 0.0000
Volume 68,555 150,233 81,678 119.1% 398,228
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2806 1.2765 1.2575
R3 1.2704 1.2663 1.2547
R2 1.2602 1.2602 1.2538
R1 1.2561 1.2561 1.2528 1.2582
PP 1.2500 1.2500 1.2500 1.2511
S1 1.2459 1.2459 1.2510 1.2480
S2 1.2398 1.2398 1.2500
S3 1.2296 1.2357 1.2491
S4 1.2194 1.2255 1.2463
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 1.2542 1.2399 0.0143 1.1% 0.0079 0.6% 84% True False 93,058
10 1.2640 1.2399 0.0241 1.9% 0.0091 0.7% 50% False False 92,416
20 1.2836 1.2399 0.0437 3.5% 0.0079 0.6% 27% False False 90,776
40 1.2977 1.2399 0.0578 4.6% 0.0080 0.6% 21% False False 85,900
60 1.2977 1.2399 0.0578 4.6% 0.0074 0.6% 21% False False 60,204
80 1.2977 1.2399 0.0578 4.6% 0.0070 0.6% 21% False False 45,186
100 1.2977 1.2399 0.0578 4.6% 0.0068 0.5% 21% False False 36,158
120 1.2977 1.2399 0.0578 4.6% 0.0062 0.5% 21% False False 30,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2976
2.618 1.2809
1.618 1.2707
1.000 1.2644
0.618 1.2605
HIGH 1.2542
0.618 1.2503
0.500 1.2491
0.382 1.2479
LOW 1.2440
0.618 1.2377
1.000 1.2338
1.618 1.2275
2.618 1.2173
4.250 1.2007
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 1.2510 1.2506
PP 1.2500 1.2492
S1 1.2491 1.2479

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

View Archives - Comment on this page... - Back to Index of Symbols