CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 1.2455 1.2500 0.0045 0.4% 1.2566
High 1.2484 1.2512 0.0028 0.2% 1.2644
Low 1.2455 1.2452 -0.0003 0.0% 1.2418
Close 1.2474 1.2452 -0.0022 -0.2% 1.2453
Range 0.0029 0.0060 0.0031 106.9% 0.0226
ATR 0.0059 0.0059 0.0000 0.1% 0.0000
Volume 58 32 -26 -44.8% 336
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2652 1.2612 1.2485
R3 1.2592 1.2552 1.2469
R2 1.2532 1.2532 1.2463
R1 1.2492 1.2492 1.2458 1.2482
PP 1.2472 1.2472 1.2472 1.2467
S1 1.2432 1.2432 1.2447 1.2422
S2 1.2412 1.2412 1.2441
S3 1.2352 1.2372 1.2436
S4 1.2292 1.2312 1.2419
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3183 1.3044 1.2577
R3 1.2957 1.2818 1.2515
R2 1.2731 1.2731 1.2494
R1 1.2592 1.2592 1.2474 1.2549
PP 1.2505 1.2505 1.2505 1.2483
S1 1.2366 1.2366 1.2432 1.2323
S2 1.2279 1.2279 1.2412
S3 1.2053 1.2140 1.2391
S4 1.1827 1.1914 1.2329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2554 1.2418 0.0136 1.1% 0.0046 0.4% 25% False False 48
10 1.2644 1.2418 0.0226 1.8% 0.0061 0.5% 15% False False 63
20 1.2830 1.2418 0.0412 3.3% 0.0048 0.4% 8% False False 53
40 1.2950 1.2418 0.0532 4.3% 0.0049 0.4% 6% False False 44
60 1.2950 1.2418 0.0532 4.3% 0.0039 0.3% 6% False False 32
80 1.2950 1.2418 0.0532 4.3% 0.0030 0.2% 6% False False 25
100 1.2950 1.2418 0.0532 4.3% 0.0028 0.2% 6% False False 21
120 1.2950 1.2418 0.0532 4.3% 0.0024 0.2% 6% False False 17
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2767
2.618 1.2669
1.618 1.2609
1.000 1.2572
0.618 1.2549
HIGH 1.2512
0.618 1.2489
0.500 1.2482
0.382 1.2475
LOW 1.2452
0.618 1.2415
1.000 1.2392
1.618 1.2355
2.618 1.2295
4.250 1.2197
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 1.2482 1.2465
PP 1.2472 1.2461
S1 1.2462 1.2456

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

View Archives - Comment on this page... - Back to Index of Symbols