CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 1.1862 1.1858 -0.0004 0.0% 1.1900
High 1.1934 1.1882 -0.0052 -0.4% 1.1992
Low 1.1850 1.1790 -0.0060 -0.5% 1.1827
Close 1.1882 1.1804 -0.0078 -0.7% 1.1882
Range 0.0084 0.0092 0.0008 9.5% 0.0165
ATR 0.0081 0.0082 0.0001 1.0% 0.0000
Volume 118,419 38,760 -79,659 -67.3% 578,682
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2101 1.2045 1.1855
R3 1.2009 1.1953 1.1829
R2 1.1917 1.1917 1.1821
R1 1.1861 1.1861 1.1812 1.1843
PP 1.1825 1.1825 1.1825 1.1817
S1 1.1769 1.1769 1.1796 1.1751
S2 1.1733 1.1733 1.1787
S3 1.1641 1.1677 1.1779
S4 1.1549 1.1585 1.1753
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2395 1.2304 1.1973
R3 1.2230 1.2139 1.1927
R2 1.2065 1.2065 1.1912
R1 1.1974 1.1974 1.1897 1.1937
PP 1.1900 1.1900 1.1900 1.1882
S1 1.1809 1.1809 1.1867 1.1772
S2 1.1735 1.1735 1.1852
S3 1.1570 1.1644 1.1837
S4 1.1405 1.1479 1.1791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1939 1.1790 0.0149 1.3% 0.0077 0.6% 9% False True 99,751
10 1.2160 1.1790 0.0370 3.1% 0.0082 0.7% 4% False True 104,411
20 1.2253 1.1790 0.0463 3.9% 0.0079 0.7% 3% False True 56,545
40 1.2658 1.1790 0.0868 7.4% 0.0081 0.7% 2% False True 28,432
60 1.2863 1.1790 0.1073 9.1% 0.0069 0.6% 1% False True 18,968
80 1.2950 1.1790 0.1160 9.8% 0.0062 0.5% 1% False True 14,233
100 1.2950 1.1790 0.1160 9.8% 0.0052 0.4% 1% False True 11,388
120 1.2950 1.1790 0.1160 9.8% 0.0044 0.4% 1% False True 9,491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2273
2.618 1.2123
1.618 1.2031
1.000 1.1974
0.618 1.1939
HIGH 1.1882
0.618 1.1847
0.500 1.1836
0.382 1.1825
LOW 1.1790
0.618 1.1733
1.000 1.1698
1.618 1.1641
2.618 1.1549
4.250 1.1399
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 1.1836 1.1862
PP 1.1825 1.1843
S1 1.1815 1.1823

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

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