CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 1.2466 1.2566 0.0100 0.8% 1.2580
High 1.2595 1.2589 -0.0006 0.0% 1.2595
Low 1.2463 1.2547 0.0084 0.7% 1.2463
Close 1.2571 1.2547 -0.0024 -0.2% 1.2571
Range 0.0132 0.0042 -0.0090 -68.2% 0.0132
ATR 0.0057 0.0056 -0.0001 -1.9% 0.0000
Volume 87 125 38 43.7% 318
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2687 1.2659 1.2570
R3 1.2645 1.2617 1.2559
R2 1.2603 1.2603 1.2555
R1 1.2575 1.2575 1.2551 1.2568
PP 1.2561 1.2561 1.2561 1.2558
S1 1.2533 1.2533 1.2543 1.2526
S2 1.2519 1.2519 1.2539
S3 1.2477 1.2491 1.2535
S4 1.2435 1.2449 1.2524
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2939 1.2887 1.2644
R3 1.2807 1.2755 1.2607
R2 1.2675 1.2675 1.2595
R1 1.2623 1.2623 1.2583 1.2583
PP 1.2543 1.2543 1.2543 1.2523
S1 1.2491 1.2491 1.2559 1.2451
S2 1.2411 1.2411 1.2547
S3 1.2279 1.2359 1.2535
S4 1.2147 1.2227 1.2498
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2595 1.2463 0.0132 1.1% 0.0059 0.5% 64% False False 87
10 1.2727 1.2463 0.0264 2.1% 0.0050 0.4% 32% False False 68
20 1.2840 1.2463 0.0377 3.0% 0.0045 0.4% 22% False False 46
40 1.2950 1.2463 0.0487 3.9% 0.0045 0.4% 17% False False 38
60 1.2950 1.2463 0.0487 3.9% 0.0034 0.3% 17% False False 28
80 1.2950 1.2463 0.0487 3.9% 0.0027 0.2% 17% False False 22
100 1.2950 1.2463 0.0487 3.9% 0.0025 0.2% 17% False False 18
120 1.2950 1.2463 0.0487 3.9% 0.0021 0.2% 17% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2768
2.618 1.2699
1.618 1.2657
1.000 1.2631
0.618 1.2615
HIGH 1.2589
0.618 1.2573
0.500 1.2568
0.382 1.2563
LOW 1.2547
0.618 1.2521
1.000 1.2505
1.618 1.2479
2.618 1.2437
4.250 1.2369
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 1.2568 1.2541
PP 1.2561 1.2535
S1 1.2554 1.2529

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

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