CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 1.2186 1.2180 -0.0006 0.0% 1.2287
High 1.2218 1.2243 0.0025 0.2% 1.2335
Low 1.2148 1.2164 0.0016 0.1% 1.2074
Close 1.2172 1.2209 0.0037 0.3% 1.2141
Range 0.0070 0.0079 0.0009 12.9% 0.0261
ATR 0.0093 0.0092 -0.0001 -1.1% 0.0000
Volume 81,108 108,521 27,413 33.8% 451,742
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2442 1.2405 1.2252
R3 1.2363 1.2326 1.2231
R2 1.2284 1.2284 1.2223
R1 1.2247 1.2247 1.2216 1.2266
PP 1.2205 1.2205 1.2205 1.2215
S1 1.2168 1.2168 1.2202 1.2187
S2 1.2126 1.2126 1.2195
S3 1.2047 1.2089 1.2187
S4 1.1968 1.2010 1.2166
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2966 1.2815 1.2285
R3 1.2705 1.2554 1.2213
R2 1.2444 1.2444 1.2189
R1 1.2293 1.2293 1.2165 1.2238
PP 1.2183 1.2183 1.2183 1.2156
S1 1.2032 1.2032 1.2117 1.1977
S2 1.1922 1.1922 1.2093
S3 1.1661 1.1771 1.2069
S4 1.1400 1.1510 1.1997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2249 1.2074 0.0175 1.4% 0.0100 0.8% 77% False False 110,450
10 1.2599 1.2074 0.0525 4.3% 0.0110 0.9% 26% False False 112,072
20 1.2650 1.2074 0.0576 4.7% 0.0093 0.8% 23% False False 101,194
40 1.2836 1.2074 0.0762 6.2% 0.0086 0.7% 18% False False 93,086
60 1.2977 1.2074 0.0903 7.4% 0.0084 0.7% 15% False False 84,508
80 1.2977 1.2074 0.0903 7.4% 0.0077 0.6% 15% False False 63,556
100 1.2977 1.2074 0.0903 7.4% 0.0074 0.6% 15% False False 50,865
120 1.2977 1.2074 0.0903 7.4% 0.0070 0.6% 15% False False 42,395
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2579
2.618 1.2450
1.618 1.2371
1.000 1.2322
0.618 1.2292
HIGH 1.2243
0.618 1.2213
0.500 1.2204
0.382 1.2194
LOW 1.2164
0.618 1.2115
1.000 1.2085
1.618 1.2036
2.618 1.1957
4.250 1.1828
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 1.2207 1.2197
PP 1.2205 1.2185
S1 1.2204 1.2174

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

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