CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 1.2607 1.2400 -0.0207 -1.6% 1.2467
High 1.2607 1.2400 -0.0207 -1.6% 1.2625
Low 1.2503 1.2345 -0.0158 -1.3% 1.2464
Close 1.2504 1.2345 -0.0159 -1.3% 1.2619
Range 0.0104 0.0055 -0.0049 -47.1% 0.0161
ATR 0.0048 0.0056 0.0008 16.4% 0.0000
Volume 2 2 0 0.0% 20
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2528 1.2492 1.2375
R3 1.2473 1.2437 1.2360
R2 1.2418 1.2418 1.2355
R1 1.2382 1.2382 1.2350 1.2373
PP 1.2363 1.2363 1.2363 1.2359
S1 1.2327 1.2327 1.2340 1.2318
S2 1.2308 1.2308 1.2335
S3 1.2253 1.2272 1.2330
S4 1.2198 1.2217 1.2315
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 1.2345 0.0291 2.4% 0.0040 0.3% 0% False True 4
10 1.2636 1.2345 0.0291 2.4% 0.0040 0.3% 0% False True 4
20 1.2650 1.2345 0.0305 2.5% 0.0031 0.2% 0% False True 6
40 1.2927 1.2345 0.0582 4.7% 0.0019 0.2% 0% False True 4
60 1.2953 1.2345 0.0608 4.9% 0.0014 0.1% 0% False True 3
Crabel Price Patterns
NR True
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2634
2.618 1.2544
1.618 1.2489
1.000 1.2455
0.618 1.2434
HIGH 1.2400
0.618 1.2379
0.500 1.2373
0.382 1.2366
LOW 1.2345
0.618 1.2311
1.000 1.2290
1.618 1.2256
2.618 1.2201
4.250 1.2111
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 1.2373 1.2491
PP 1.2363 1.2442
S1 1.2354 1.2394

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

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