CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 1.2548 1.2539 -0.0009 -0.1% 1.2580
High 1.2554 1.2539 -0.0015 -0.1% 1.2595
Low 1.2524 1.2489 -0.0035 -0.3% 1.2463
Close 1.2554 1.2489 -0.0065 -0.5% 1.2571
Range 0.0030 0.0050 0.0020 66.7% 0.0132
ATR 0.0060 0.0061 0.0000 0.6% 0.0000
Volume 83 13 -70 -84.3% 318
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2656 1.2622 1.2517
R3 1.2606 1.2572 1.2503
R2 1.2556 1.2556 1.2498
R1 1.2522 1.2522 1.2494 1.2514
PP 1.2506 1.2506 1.2506 1.2502
S1 1.2472 1.2472 1.2484 1.2464
S2 1.2456 1.2456 1.2480
S3 1.2406 1.2422 1.2475
S4 1.2356 1.2372 1.2462
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% 0.0074 0.6% 14% False False 73
10 1.2644 1.2463 0.0181 1.4% 0.0056 0.4% 14% False False 71
20 1.2830 1.2463 0.0367 2.9% 0.0049 0.4% 7% False False 49
40 1.2950 1.2463 0.0487 3.9% 0.0050 0.4% 5% False False 41
60 1.2950 1.2463 0.0487 3.9% 0.0037 0.3% 5% False False 30
80 1.2950 1.2463 0.0487 3.9% 0.0029 0.2% 5% False False 23
100 1.2950 1.2463 0.0487 3.9% 0.0027 0.2% 5% False False 19
120 1.2950 1.2463 0.0487 3.9% 0.0023 0.2% 5% False False 16
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2752
2.618 1.2670
1.618 1.2620
1.000 1.2589
0.618 1.2570
HIGH 1.2539
0.618 1.2520
0.500 1.2514
0.382 1.2508
LOW 1.2489
0.618 1.2458
1.000 1.2439
1.618 1.2408
2.618 1.2358
4.250 1.2277
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 1.2514 1.2567
PP 1.2506 1.2541
S1 1.2497 1.2515

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

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