CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 1.2500 1.2480 -0.0020 -0.2% 1.2559
High 1.2500 1.2480 -0.0020 -0.2% 1.2650
Low 1.2500 1.2450 -0.0050 -0.4% 1.2450
Close 1.2500 1.2465 -0.0035 -0.3% 1.2465
Range 0.0000 0.0030 0.0030 0.0200
ATR 0.0047 0.0047 0.0000 0.5% 0.0000
Volume 14 14 0 0.0% 68
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2555 1.2540 1.2482
R3 1.2525 1.2510 1.2473
R2 1.2495 1.2495 1.2471
R1 1.2480 1.2480 1.2468 1.2473
PP 1.2465 1.2465 1.2465 1.2461
S1 1.2450 1.2450 1.2462 1.2443
S2 1.2435 1.2435 1.2460
S3 1.2405 1.2420 1.2457
S4 1.2375 1.2390 1.2449
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3122 1.2993 1.2575
R3 1.2922 1.2793 1.2520
R2 1.2722 1.2722 1.2502
R1 1.2593 1.2593 1.2483 1.2558
PP 1.2522 1.2522 1.2522 1.2504
S1 1.2393 1.2393 1.2447 1.2358
S2 1.2322 1.2322 1.2428
S3 1.2122 1.2193 1.2410
S4 1.1922 1.1993 1.2355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2650 1.2450 0.0200 1.6% 0.0029 0.2% 8% False True 13
10 1.2650 1.2450 0.0200 1.6% 0.0024 0.2% 8% False True 8
20 1.2827 1.2450 0.0377 3.0% 0.0014 0.1% 4% False True 5
40 1.2953 1.2450 0.0503 4.0% 0.0011 0.1% 3% False True 3
60 1.2953 1.2450 0.0503 4.0% 0.0009 0.1% 3% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2608
2.618 1.2559
1.618 1.2529
1.000 1.2510
0.618 1.2499
HIGH 1.2480
0.618 1.2469
0.500 1.2465
0.382 1.2461
LOW 1.2450
0.618 1.2431
1.000 1.2420
1.618 1.2401
2.618 1.2371
4.250 1.2323
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 1.2465 1.2509
PP 1.2465 1.2494
S1 1.2465 1.2480

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

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