CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 1.2154 1.2128 -0.0026 -0.2% 1.2148
High 1.2160 1.2132 -0.0028 -0.2% 1.2249
Low 1.2121 1.2015 -0.0106 -0.9% 1.2084
Close 1.2132 1.2031 -0.0101 -0.8% 1.2149
Range 0.0039 0.0117 0.0078 200.0% 0.0165
ATR 0.0078 0.0081 0.0003 3.6% 0.0000
Volume 58,187 94,248 36,061 62.0% 51,854
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2410 1.2338 1.2095
R3 1.2293 1.2221 1.2063
R2 1.2176 1.2176 1.2052
R1 1.2104 1.2104 1.2042 1.2082
PP 1.2059 1.2059 1.2059 1.2048
S1 1.1987 1.1987 1.2020 1.1965
S2 1.1942 1.1942 1.2010
S3 1.1825 1.1870 1.1999
S4 1.1708 1.1753 1.1967
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2656 1.2567 1.2240
R3 1.2491 1.2402 1.2194
R2 1.2326 1.2326 1.2179
R1 1.2237 1.2237 1.2164 1.2282
PP 1.2161 1.2161 1.2161 1.2183
S1 1.2072 1.2072 1.2134 1.2117
S2 1.1996 1.1996 1.2119
S3 1.1831 1.1907 1.2104
S4 1.1666 1.1742 1.2058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2188 1.2015 0.0173 1.4% 0.0077 0.6% 9% False True 40,045
10 1.2249 1.2015 0.0234 1.9% 0.0077 0.6% 7% False True 23,733
20 1.2601 1.2015 0.0586 4.9% 0.0091 0.8% 3% False True 12,226
40 1.2727 1.2015 0.0712 5.9% 0.0075 0.6% 2% False True 6,152
60 1.2934 1.2015 0.0919 7.6% 0.0064 0.5% 2% False True 4,114
80 1.2950 1.2015 0.0935 7.8% 0.0056 0.5% 2% False True 3,089
100 1.2950 1.2015 0.0935 7.8% 0.0046 0.4% 2% False True 2,472
120 1.2950 1.2015 0.0935 7.8% 0.0040 0.3% 2% False True 2,060
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2629
2.618 1.2438
1.618 1.2321
1.000 1.2249
0.618 1.2204
HIGH 1.2132
0.618 1.2087
0.500 1.2074
0.382 1.2060
LOW 1.2015
0.618 1.1943
1.000 1.1898
1.618 1.1826
2.618 1.1709
4.250 1.1518
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 1.2074 1.2102
PP 1.2059 1.2078
S1 1.2045 1.2055

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

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