CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 1.2189 1.2198 0.0009 0.1% 1.2302
High 1.2253 1.2220 -0.0033 -0.3% 1.2345
Low 1.2180 1.2174 -0.0006 0.0% 1.2088
Close 1.2221 1.2190 -0.0031 -0.3% 1.2154
Range 0.0073 0.0046 -0.0027 -37.0% 0.0257
ATR 0.0083 0.0080 -0.0003 -3.1% 0.0000
Volume 908 3,732 2,824 311.0% 2,416
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2333 1.2307 1.2215
R3 1.2287 1.2261 1.2203
R2 1.2241 1.2241 1.2198
R1 1.2215 1.2215 1.2194 1.2205
PP 1.2195 1.2195 1.2195 1.2190
S1 1.2169 1.2169 1.2186 1.2159
S2 1.2149 1.2149 1.2182
S3 1.2103 1.2123 1.2177
S4 1.2057 1.2077 1.2165
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 1.2253 1.2088 0.0165 1.4% 0.0080 0.7% 62% False False 1,695
10 1.2490 1.2088 0.0402 3.3% 0.0096 0.8% 25% False False 1,079
20 1.2658 1.2088 0.0570 4.7% 0.0082 0.7% 18% False False 587
40 1.2830 1.2088 0.0742 6.1% 0.0065 0.5% 14% False False 318
60 1.2950 1.2088 0.0862 7.1% 0.0060 0.5% 12% False False 223
80 1.2950 1.2088 0.0862 7.1% 0.0048 0.4% 12% False False 169
100 1.2950 1.2088 0.0862 7.1% 0.0039 0.3% 12% False False 136
120 1.2950 1.2088 0.0862 7.1% 0.0036 0.3% 12% False False 114
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2416
2.618 1.2340
1.618 1.2294
1.000 1.2266
0.618 1.2248
HIGH 1.2220
0.618 1.2202
0.500 1.2197
0.382 1.2192
LOW 1.2174
0.618 1.2146
1.000 1.2128
1.618 1.2100
2.618 1.2054
4.250 1.1979
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 1.2197 1.2208
PP 1.2195 1.2202
S1 1.2192 1.2196

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

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