CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 1.2573 1.2594 0.0021 0.2% 1.2426
High 1.2629 1.2599 -0.0030 -0.2% 1.2650
Low 1.2560 1.2454 -0.0106 -0.8% 1.2416
Close 1.2598 1.2477 -0.0121 -1.0% 1.2593
Range 0.0069 0.0145 0.0076 110.1% 0.0234
ATR 0.0078 0.0082 0.0005 6.2% 0.0000
Volume 84,336 118,391 34,055 40.4% 504,790
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2945 1.2856 1.2557
R3 1.2800 1.2711 1.2517
R2 1.2655 1.2655 1.2504
R1 1.2566 1.2566 1.2490 1.2538
PP 1.2510 1.2510 1.2510 1.2496
S1 1.2421 1.2421 1.2464 1.2393
S2 1.2365 1.2365 1.2450
S3 1.2220 1.2276 1.2437
S4 1.2075 1.2131 1.2397
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 1.2454 0.0196 1.6% 0.0088 0.7% 12% False True 93,820
10 1.2650 1.2399 0.0251 2.0% 0.0084 0.7% 31% False False 93,439
20 1.2668 1.2399 0.0269 2.2% 0.0084 0.7% 29% False False 94,507
40 1.2922 1.2399 0.0523 4.2% 0.0075 0.6% 15% False False 83,433
60 1.2977 1.2399 0.0578 4.6% 0.0077 0.6% 13% False False 67,999
80 1.2977 1.2399 0.0578 4.6% 0.0072 0.6% 13% False False 51,042
100 1.2977 1.2399 0.0578 4.6% 0.0069 0.6% 13% False False 40,847
120 1.2977 1.2399 0.0578 4.6% 0.0065 0.5% 13% False False 34,044
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3215
2.618 1.2979
1.618 1.2834
1.000 1.2744
0.618 1.2689
HIGH 1.2599
0.618 1.2544
0.500 1.2527
0.382 1.2509
LOW 1.2454
0.618 1.2364
1.000 1.2309
1.618 1.2219
2.618 1.2074
4.250 1.1838
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 1.2527 1.2542
PP 1.2510 1.2520
S1 1.2494 1.2499

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

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