CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 1.2134 1.2133 -0.0001 0.0% 1.2139
High 1.2166 1.2169 0.0003 0.0% 1.2238
Low 1.2105 1.2073 -0.0032 -0.3% 1.2073
Close 1.2142 1.2138 -0.0004 0.0% 1.2138
Range 0.0061 0.0096 0.0035 57.4% 0.0165
ATR 0.0087 0.0088 0.0001 0.7% 0.0000
Volume 82,684 141,718 59,034 71.4% 545,352
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2415 1.2372 1.2191
R3 1.2319 1.2276 1.2164
R2 1.2223 1.2223 1.2156
R1 1.2180 1.2180 1.2147 1.2202
PP 1.2127 1.2127 1.2127 1.2137
S1 1.2084 1.2084 1.2129 1.2106
S2 1.2031 1.2031 1.2120
S3 1.1935 1.1988 1.2112
S4 1.1839 1.1892 1.2085
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2645 1.2556 1.2229
R3 1.2480 1.2391 1.2183
R2 1.2315 1.2315 1.2168
R1 1.2226 1.2226 1.2153 1.2188
PP 1.2150 1.2150 1.2150 1.2131
S1 1.2061 1.2061 1.2123 1.2023
S2 1.1985 1.1985 1.2108
S3 1.1820 1.1896 1.2093
S4 1.1655 1.1731 1.2047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2238 1.2073 0.0165 1.4% 0.0082 0.7% 39% False True 109,070
10 1.2243 1.2073 0.0170 1.4% 0.0081 0.7% 38% False True 106,484
20 1.2650 1.2073 0.0577 4.8% 0.0092 0.8% 11% False True 107,000
40 1.2780 1.2073 0.0707 5.8% 0.0086 0.7% 9% False True 99,238
60 1.2924 1.2073 0.0851 7.0% 0.0084 0.7% 8% False True 93,232
80 1.2977 1.2073 0.0904 7.4% 0.0079 0.7% 7% False True 73,250
100 1.2977 1.2073 0.0904 7.4% 0.0075 0.6% 7% False True 58,629
120 1.2977 1.2073 0.0904 7.4% 0.0073 0.6% 7% False True 48,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2577
2.618 1.2420
1.618 1.2324
1.000 1.2265
0.618 1.2228
HIGH 1.2169
0.618 1.2132
0.500 1.2121
0.382 1.2110
LOW 1.2073
0.618 1.2014
1.000 1.1977
1.618 1.1918
2.618 1.1822
4.250 1.1665
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 1.2132 1.2150
PP 1.2127 1.2146
S1 1.2121 1.2142

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.