CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 1.2552 1.2548 -0.0004 0.0% 1.2580
High 1.2644 1.2554 -0.0090 -0.7% 1.2595
Low 1.2527 1.2524 -0.0003 0.0% 1.2463
Close 1.2581 1.2554 -0.0027 -0.2% 1.2571
Range 0.0117 0.0030 -0.0087 -74.4% 0.0132
ATR 0.0061 0.0060 0.0000 -0.4% 0.0000
Volume 58 83 25 43.1% 318
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2634 1.2624 1.2571
R3 1.2604 1.2594 1.2562
R2 1.2574 1.2574 1.2560
R1 1.2564 1.2564 1.2557 1.2569
PP 1.2544 1.2544 1.2544 1.2547
S1 1.2534 1.2534 1.2551 1.2539
S2 1.2514 1.2514 1.2549
S3 1.2484 1.2504 1.2546
S4 1.2454 1.2474 1.2538
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 1.2644 1.2463 0.0181 1.4% 0.0079 0.6% 50% False False 80
10 1.2673 1.2463 0.0210 1.7% 0.0057 0.5% 43% False False 71
20 1.2830 1.2463 0.0367 2.9% 0.0048 0.4% 25% False False 50
40 1.2950 1.2463 0.0487 3.9% 0.0048 0.4% 19% False False 41
60 1.2950 1.2463 0.0487 3.9% 0.0036 0.3% 19% False False 30
80 1.2950 1.2463 0.0487 3.9% 0.0029 0.2% 19% False False 23
100 1.2950 1.2463 0.0487 3.9% 0.0026 0.2% 19% False False 19
120 1.2950 1.2463 0.0487 3.9% 0.0023 0.2% 19% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2682
2.618 1.2633
1.618 1.2603
1.000 1.2584
0.618 1.2573
HIGH 1.2554
0.618 1.2543
0.500 1.2539
0.382 1.2535
LOW 1.2524
0.618 1.2505
1.000 1.2494
1.618 1.2475
2.618 1.2445
4.250 1.2397
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 1.2549 1.2584
PP 1.2544 1.2574
S1 1.2539 1.2564

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

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