CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 1.2586 1.2590 0.0004 0.0% 1.2426
High 1.2650 1.2606 -0.0044 -0.3% 1.2650
Low 1.2565 1.2573 0.0008 0.1% 1.2416
Close 1.2593 1.2591 -0.0002 0.0% 1.2593
Range 0.0085 0.0033 -0.0052 -61.2% 0.0234
ATR 0.0082 0.0078 -0.0003 -4.3% 0.0000
Volume 114,109 44,200 -69,909 -61.3% 504,790
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2689 1.2673 1.2609
R3 1.2656 1.2640 1.2600
R2 1.2623 1.2623 1.2597
R1 1.2607 1.2607 1.2594 1.2615
PP 1.2590 1.2590 1.2590 1.2594
S1 1.2574 1.2574 1.2588 1.2582
S2 1.2557 1.2557 1.2585
S3 1.2524 1.2541 1.2582
S4 1.2491 1.2508 1.2573
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3255 1.3158 1.2722
R3 1.3021 1.2924 1.2657
R2 1.2787 1.2787 1.2636
R1 1.2690 1.2690 1.2614 1.2739
PP 1.2553 1.2553 1.2553 1.2577
S1 1.2456 1.2456 1.2572 1.2505
S2 1.2319 1.2319 1.2550
S3 1.2085 1.2222 1.2529
S4 1.1851 1.1988 1.2464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2650 1.2434 0.0216 1.7% 0.0081 0.6% 73% False False 97,032
10 1.2650 1.2399 0.0251 2.0% 0.0085 0.7% 76% False False 88,466
20 1.2727 1.2399 0.0328 2.6% 0.0079 0.6% 59% False False 92,543
40 1.2922 1.2399 0.0523 4.2% 0.0075 0.6% 37% False False 84,008
60 1.2977 1.2399 0.0578 4.6% 0.0075 0.6% 33% False False 64,627
80 1.2977 1.2399 0.0578 4.6% 0.0071 0.6% 33% False False 48,514
100 1.2977 1.2399 0.0578 4.6% 0.0069 0.5% 33% False False 38,821
120 1.2977 1.2399 0.0578 4.6% 0.0063 0.5% 33% False False 32,354
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.2746
2.618 1.2692
1.618 1.2659
1.000 1.2639
0.618 1.2626
HIGH 1.2606
0.618 1.2593
0.500 1.2590
0.382 1.2586
LOW 1.2573
0.618 1.2553
1.000 1.2540
1.618 1.2520
2.618 1.2487
4.250 1.2433
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 1.2591 1.2586
PP 1.2590 1.2581
S1 1.2590 1.2577

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

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