CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 1.2326 1.2287 -0.0039 -0.3% 1.2590
High 1.2364 1.2335 -0.0029 -0.2% 1.2629
Low 1.2281 1.2260 -0.0021 -0.2% 1.2278
Close 1.2314 1.2294 -0.0020 -0.2% 1.2314
Range 0.0083 0.0075 -0.0008 -9.6% 0.0351
ATR 0.0091 0.0090 -0.0001 -1.2% 0.0000
Volume 108,491 83,803 -24,688 -22.8% 509,324
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2521 1.2483 1.2335
R3 1.2446 1.2408 1.2315
R2 1.2371 1.2371 1.2308
R1 1.2333 1.2333 1.2301 1.2352
PP 1.2296 1.2296 1.2296 1.2306
S1 1.2258 1.2258 1.2287 1.2277
S2 1.2221 1.2221 1.2280
S3 1.2146 1.2183 1.2273
S4 1.2071 1.2108 1.2253
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3460 1.3238 1.2507
R3 1.3109 1.2887 1.2411
R2 1.2758 1.2758 1.2378
R1 1.2536 1.2536 1.2346 1.2472
PP 1.2407 1.2407 1.2407 1.2375
S1 1.2185 1.2185 1.2282 1.2121
S2 1.2056 1.2056 1.2250
S3 1.1705 1.1834 1.2217
S4 1.1354 1.1483 1.2121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2629 1.2260 0.0369 3.0% 0.0115 0.9% 9% False True 109,785
10 1.2650 1.2260 0.0390 3.2% 0.0098 0.8% 9% False True 103,408
20 1.2650 1.2260 0.0390 3.2% 0.0090 0.7% 9% False True 96,365
40 1.2922 1.2260 0.0662 5.4% 0.0080 0.6% 5% False True 86,921
60 1.2977 1.2260 0.0717 5.8% 0.0079 0.6% 5% False True 73,743
80 1.2977 1.2260 0.0717 5.8% 0.0075 0.6% 5% False True 55,366
100 1.2977 1.2260 0.0717 5.8% 0.0072 0.6% 5% False True 44,309
120 1.2977 1.2260 0.0717 5.8% 0.0067 0.5% 5% False True 36,928
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2654
2.618 1.2531
1.618 1.2456
1.000 1.2410
0.618 1.2381
HIGH 1.2335
0.618 1.2306
0.500 1.2298
0.382 1.2289
LOW 1.2260
0.618 1.2214
1.000 1.2185
1.618 1.2139
2.618 1.2064
4.250 1.1941
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 1.2298 1.2372
PP 1.2296 1.2346
S1 1.2295 1.2320

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

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