CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 1.2600 1.2604 0.0004 0.0% 1.2455
High 1.2658 1.2619 -0.0039 -0.3% 1.2658
Low 1.2580 1.2595 0.0015 0.1% 1.2452
Close 1.2606 1.2604 -0.0002 0.0% 1.2606
Range 0.0078 0.0024 -0.0054 -69.2% 0.0206
ATR 0.0066 0.0063 -0.0003 -4.5% 0.0000
Volume 328 153 -175 -53.4% 490
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2678 1.2665 1.2617
R3 1.2654 1.2641 1.2611
R2 1.2630 1.2630 1.2608
R1 1.2617 1.2617 1.2606 1.2616
PP 1.2606 1.2606 1.2606 1.2606
S1 1.2593 1.2593 1.2602 1.2592
S2 1.2582 1.2582 1.2600
S3 1.2558 1.2569 1.2597
S4 1.2534 1.2545 1.2591
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3190 1.3104 1.2719
R3 1.2984 1.2898 1.2663
R2 1.2778 1.2778 1.2644
R1 1.2692 1.2692 1.2625 1.2735
PP 1.2572 1.2572 1.2572 1.2594
S1 1.2486 1.2486 1.2587 1.2529
S2 1.2366 1.2366 1.2568
S3 1.2160 1.2280 1.2549
S4 1.1954 1.2074 1.2493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2658 1.2452 0.0206 1.6% 0.0070 0.6% 74% False False 117
10 1.2658 1.2418 0.0240 1.9% 0.0064 0.5% 78% False False 85
20 1.2727 1.2418 0.0309 2.5% 0.0057 0.5% 60% False False 77
40 1.2934 1.2418 0.0516 4.1% 0.0050 0.4% 36% False False 55
60 1.2950 1.2418 0.0532 4.2% 0.0044 0.3% 35% False False 41
80 1.2950 1.2418 0.0532 4.2% 0.0034 0.3% 35% False False 32
100 1.2950 1.2418 0.0532 4.2% 0.0030 0.2% 35% False False 26
120 1.2950 1.2418 0.0532 4.2% 0.0026 0.2% 35% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2721
2.618 1.2682
1.618 1.2658
1.000 1.2643
0.618 1.2634
HIGH 1.2619
0.618 1.2610
0.500 1.2607
0.382 1.2604
LOW 1.2595
0.618 1.2580
1.000 1.2571
1.618 1.2556
2.618 1.2532
4.250 1.2493
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 1.2607 1.2599
PP 1.2606 1.2594
S1 1.2605 1.2589

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

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