CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 1.2197 1.2189 -0.0008 -0.1% 1.2302
High 1.2231 1.2253 0.0022 0.2% 1.2345
Low 1.2162 1.2180 0.0018 0.1% 1.2088
Close 1.2184 1.2221 0.0037 0.3% 1.2154
Range 0.0069 0.0073 0.0004 5.8% 0.0257
ATR 0.0084 0.0083 -0.0001 -0.9% 0.0000
Volume 988 908 -80 -8.1% 2,416
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2437 1.2402 1.2261
R3 1.2364 1.2329 1.2241
R2 1.2291 1.2291 1.2234
R1 1.2256 1.2256 1.2228 1.2274
PP 1.2218 1.2218 1.2218 1.2227
S1 1.2183 1.2183 1.2214 1.2201
S2 1.2145 1.2145 1.2208
S3 1.2072 1.2110 1.2201
S4 1.1999 1.2037 1.2181
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 1.2258 1.2088 0.0170 1.4% 0.0096 0.8% 78% False False 1,060
10 1.2601 1.2088 0.0513 4.2% 0.0105 0.9% 26% False False 720
20 1.2658 1.2088 0.0570 4.7% 0.0081 0.7% 23% False False 404
40 1.2830 1.2088 0.0742 6.1% 0.0066 0.5% 18% False False 226
60 1.2950 1.2088 0.0862 7.1% 0.0059 0.5% 15% False False 160
80 1.2950 1.2088 0.0862 7.1% 0.0047 0.4% 15% False False 123
100 1.2950 1.2088 0.0862 7.1% 0.0039 0.3% 15% False False 99
120 1.2950 1.2088 0.0862 7.1% 0.0035 0.3% 15% False False 82
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2563
2.618 1.2444
1.618 1.2371
1.000 1.2326
0.618 1.2298
HIGH 1.2253
0.618 1.2225
0.500 1.2217
0.382 1.2208
LOW 1.2180
0.618 1.2135
1.000 1.2107
1.618 1.2062
2.618 1.1989
4.250 1.1870
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 1.2220 1.2209
PP 1.2218 1.2198
S1 1.2217 1.2186

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

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