CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 1.2567 1.2500 -0.0067 -0.5% 1.2547
High 1.2567 1.2500 -0.0067 -0.5% 1.2587
Low 1.2567 1.2500 -0.0067 -0.5% 1.2487
Close 1.2567 1.2500 -0.0067 -0.5% 1.2583
Range
ATR 0.0045 0.0047 0.0002 3.4% 0.0000
Volume 14 14 0 0.0% 19
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2500 1.2500 1.2500
R3 1.2500 1.2500 1.2500
R2 1.2500 1.2500 1.2500
R1 1.2500 1.2500 1.2500 1.2500
PP 1.2500 1.2500 1.2500 1.2500
S1 1.2500 1.2500 1.2500 1.2500
S2 1.2500 1.2500 1.2500
S3 1.2500 1.2500 1.2500
S4 1.2500 1.2500 1.2500
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 1.2650 1.2500 0.0150 1.2% 0.0037 0.3% 0% False True 11
10 1.2650 1.2487 0.0163 1.3% 0.0021 0.2% 8% False False 7
20 1.2827 1.2487 0.0340 2.7% 0.0013 0.1% 4% False False 4
40 1.2953 1.2487 0.0466 3.7% 0.0010 0.1% 3% False False 3
60 1.2953 1.2487 0.0466 3.7% 0.0009 0.1% 3% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.2500
2.618 1.2500
1.618 1.2500
1.000 1.2500
0.618 1.2500
HIGH 1.2500
0.618 1.2500
0.500 1.2500
0.382 1.2500
LOW 1.2500
0.618 1.2500
1.000 1.2500
1.618 1.2500
2.618 1.2500
4.250 1.2500
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 1.2500 1.2575
PP 1.2500 1.2550
S1 1.2500 1.2525

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

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