CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 1.2516 1.2559 0.0043 0.3% 1.2547
High 1.2587 1.2559 -0.0028 -0.2% 1.2587
Low 1.2516 1.2559 0.0043 0.3% 1.2487
Close 1.2583 1.2559 -0.0024 -0.2% 1.2583
Range 0.0071 0.0000 -0.0071 -100.0% 0.0100
ATR 0.0043 0.0042 -0.0001 -3.2% 0.0000
Volume 4 13 9 225.0% 19
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2559 1.2559 1.2559
R3 1.2559 1.2559 1.2559
R2 1.2559 1.2559 1.2559
R1 1.2559 1.2559 1.2559 1.2559
PP 1.2559 1.2559 1.2559 1.2559
S1 1.2559 1.2559 1.2559 1.2559
S2 1.2559 1.2559 1.2559
S3 1.2559 1.2559 1.2559
S4 1.2559 1.2559 1.2559
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2852 1.2818 1.2638
R3 1.2752 1.2718 1.2611
R2 1.2652 1.2652 1.2601
R1 1.2618 1.2618 1.2592 1.2635
PP 1.2552 1.2552 1.2552 1.2561
S1 1.2518 1.2518 1.2574 1.2535
S2 1.2452 1.2452 1.2565
S3 1.2352 1.2418 1.2556
S4 1.2252 1.2318 1.2528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2587 1.2487 0.0100 0.8% 0.0018 0.1% 72% False False 6
10 1.2706 1.2487 0.0219 1.7% 0.0009 0.1% 33% False False 4
20 1.2839 1.2487 0.0352 2.8% 0.0009 0.1% 20% False False 3
40 1.2953 1.2487 0.0466 3.7% 0.0008 0.1% 15% False False 2
60 1.2953 1.2487 0.0466 3.7% 0.0007 0.1% 15% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2559
2.618 1.2559
1.618 1.2559
1.000 1.2559
0.618 1.2559
HIGH 1.2559
0.618 1.2559
0.500 1.2559
0.382 1.2559
LOW 1.2559
0.618 1.2559
1.000 1.2559
1.618 1.2559
2.618 1.2559
4.250 1.2559
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 1.2559 1.2552
PP 1.2559 1.2544
S1 1.2559 1.2537

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

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