CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 1.2129 1.2154 0.0025 0.2% 1.2302
High 1.2197 1.2220 0.0023 0.2% 1.2345
Low 1.2088 1.2119 0.0031 0.3% 1.2088
Close 1.2154 1.2185 0.0031 0.3% 1.2154
Range 0.0109 0.0101 -0.0008 -7.3% 0.0257
ATR 0.0084 0.0085 0.0001 1.5% 0.0000
Volume 1,004 1,844 840 83.7% 2,416
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2478 1.2432 1.2241
R3 1.2377 1.2331 1.2213
R2 1.2276 1.2276 1.2204
R1 1.2230 1.2230 1.2194 1.2253
PP 1.2175 1.2175 1.2175 1.2186
S1 1.2129 1.2129 1.2176 1.2152
S2 1.2074 1.2074 1.2166
S3 1.1973 1.2028 1.2157
S4 1.1872 1.1927 1.2129
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2967 1.2817 1.2295
R3 1.2710 1.2560 1.2225
R2 1.2453 1.2453 1.2201
R1 1.2303 1.2303 1.2178 1.2250
PP 1.2196 1.2196 1.2196 1.2169
S1 1.2046 1.2046 1.2130 1.1993
S2 1.1939 1.1939 1.2107
S3 1.1682 1.1789 1.2083
S4 1.1425 1.1532 1.2013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2345 1.2088 0.0257 2.1% 0.0100 0.8% 38% False False 852
10 1.2630 1.2088 0.0542 4.4% 0.0099 0.8% 18% False False 555
20 1.2658 1.2088 0.0570 4.7% 0.0082 0.7% 17% False False 319
40 1.2863 1.2088 0.0775 6.4% 0.0064 0.5% 13% False False 180
60 1.2950 1.2088 0.0862 7.1% 0.0057 0.5% 11% False False 130
80 1.2950 1.2088 0.0862 7.1% 0.0046 0.4% 11% False False 99
100 1.2950 1.2088 0.0862 7.1% 0.0037 0.3% 11% False False 80
120 1.2950 1.2088 0.0862 7.1% 0.0034 0.3% 11% False False 67
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2649
2.618 1.2484
1.618 1.2383
1.000 1.2321
0.618 1.2282
HIGH 1.2220
0.618 1.2181
0.500 1.2170
0.382 1.2158
LOW 1.2119
0.618 1.2057
1.000 1.2018
1.618 1.1956
2.618 1.1855
4.250 1.1690
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 1.2180 1.2181
PP 1.2175 1.2177
S1 1.2170 1.2173

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

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