CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 1.2612 1.2636 0.0024 0.2% 1.2467
High 1.2622 1.2636 0.0014 0.1% 1.2625
Low 1.2612 1.2617 0.0005 0.0% 1.2464
Close 1.2619 1.2617 -0.0002 0.0% 1.2619
Range 0.0010 0.0019 0.0009 90.0% 0.0161
ATR 0.0046 0.0044 -0.0002 -4.2% 0.0000
Volume 9 4 -5 -55.6% 20
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2680 1.2668 1.2627
R3 1.2661 1.2649 1.2622
R2 1.2642 1.2642 1.2620
R1 1.2630 1.2630 1.2619 1.2627
PP 1.2623 1.2623 1.2623 1.2622
S1 1.2611 1.2611 1.2615 1.2608
S2 1.2604 1.2604 1.2614
S3 1.2585 1.2592 1.2612
S4 1.2566 1.2573 1.2607
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3052 1.2997 1.2708
R3 1.2891 1.2836 1.2663
R2 1.2730 1.2730 1.2649
R1 1.2675 1.2675 1.2634 1.2703
PP 1.2569 1.2569 1.2569 1.2583
S1 1.2514 1.2514 1.2604 1.2542
S2 1.2408 1.2408 1.2589
S3 1.2247 1.2353 1.2575
S4 1.2086 1.2192 1.2530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2636 1.2464 0.0172 1.4% 0.0037 0.3% 89% True False 3
10 1.2650 1.2450 0.0200 1.6% 0.0035 0.3% 84% False False 7
20 1.2706 1.2450 0.0256 2.0% 0.0022 0.2% 65% False False 5
40 1.2927 1.2450 0.0477 3.8% 0.0015 0.1% 35% False False 3
60 1.2953 1.2450 0.0503 4.0% 0.0013 0.1% 33% False False 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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2717
2.618 1.2686
1.618 1.2667
1.000 1.2655
0.618 1.2648
HIGH 1.2636
0.618 1.2629
0.500 1.2627
0.382 1.2624
LOW 1.2617
0.618 1.2605
1.000 1.2598
1.618 1.2586
2.618 1.2567
4.250 1.2536
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 1.2627 1.2608
PP 1.2623 1.2599
S1 1.2620 1.2590

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

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