CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 1.2198 1.2191 -0.0007 -0.1% 1.2154
High 1.2220 1.2196 -0.0024 -0.2% 1.2253
Low 1.2174 1.2098 -0.0076 -0.6% 1.2098
Close 1.2190 1.2149 -0.0041 -0.3% 1.2149
Range 0.0046 0.0098 0.0052 113.0% 0.0155
ATR 0.0080 0.0082 0.0001 1.6% 0.0000
Volume 3,732 2,443 -1,289 -34.5% 9,915
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2442 1.2393 1.2203
R3 1.2344 1.2295 1.2176
R2 1.2246 1.2246 1.2167
R1 1.2197 1.2197 1.2158 1.2173
PP 1.2148 1.2148 1.2148 1.2135
S1 1.2099 1.2099 1.2140 1.2075
S2 1.2050 1.2050 1.2131
S3 1.1952 1.2001 1.2122
S4 1.1854 1.1903 1.2095
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2632 1.2545 1.2234
R3 1.2477 1.2390 1.2192
R2 1.2322 1.2322 1.2177
R1 1.2235 1.2235 1.2163 1.2201
PP 1.2167 1.2167 1.2167 1.2150
S1 1.2080 1.2080 1.2135 1.2046
S2 1.2012 1.2012 1.2121
S3 1.1857 1.1925 1.2106
S4 1.1702 1.1770 1.2064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2253 1.2098 0.0155 1.3% 0.0077 0.6% 33% False True 1,983
10 1.2375 1.2088 0.0287 2.4% 0.0086 0.7% 21% False False 1,265
20 1.2658 1.2088 0.0570 4.7% 0.0085 0.7% 11% False False 708
40 1.2830 1.2088 0.0742 6.1% 0.0067 0.5% 8% False False 378
60 1.2950 1.2088 0.0862 7.1% 0.0061 0.5% 7% False False 263
80 1.2950 1.2088 0.0862 7.1% 0.0049 0.4% 7% False False 200
100 1.2950 1.2088 0.0862 7.1% 0.0040 0.3% 7% False False 160
120 1.2950 1.2088 0.0862 7.1% 0.0036 0.3% 7% False False 134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2613
2.618 1.2453
1.618 1.2355
1.000 1.2294
0.618 1.2257
HIGH 1.2196
0.618 1.2159
0.500 1.2147
0.382 1.2135
LOW 1.2098
0.618 1.2037
1.000 1.2000
1.618 1.1939
2.618 1.1841
4.250 1.1682
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 1.2148 1.2176
PP 1.2148 1.2167
S1 1.2147 1.2158

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

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