CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 1.2400 1.2352 -0.0048 -0.4% 1.2636
High 1.2400 1.2380 -0.0020 -0.2% 1.2636
Low 1.2345 1.2329 -0.0016 -0.1% 1.2329
Close 1.2345 1.2342 -0.0003 0.0% 1.2342
Range 0.0055 0.0051 -0.0004 -7.3% 0.0307
ATR 0.0056 0.0056 0.0000 -0.6% 0.0000
Volume 2 1 -1 -50.0% 14
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2503 1.2474 1.2370
R3 1.2452 1.2423 1.2356
R2 1.2401 1.2401 1.2351
R1 1.2372 1.2372 1.2347 1.2361
PP 1.2350 1.2350 1.2350 1.2345
S1 1.2321 1.2321 1.2337 1.2310
S2 1.2299 1.2299 1.2333
S3 1.2248 1.2270 1.2328
S4 1.2197 1.2219 1.2314
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3357 1.3156 1.2511
R3 1.3050 1.2849 1.2426
R2 1.2743 1.2743 1.2398
R1 1.2542 1.2542 1.2370 1.2489
PP 1.2436 1.2436 1.2436 1.2409
S1 1.2235 1.2235 1.2314 1.2182
S2 1.2129 1.2129 1.2286
S3 1.1822 1.1928 1.2258
S4 1.1515 1.1621 1.2173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2636 1.2329 0.0307 2.5% 0.0048 0.4% 4% False True 2
10 1.2636 1.2329 0.0307 2.5% 0.0042 0.3% 4% False True 3
20 1.2650 1.2329 0.0321 2.6% 0.0033 0.3% 4% False True 6
40 1.2927 1.2329 0.0598 4.8% 0.0021 0.2% 2% False True 4
60 1.2953 1.2329 0.0624 5.1% 0.0015 0.1% 2% 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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2597
2.618 1.2514
1.618 1.2463
1.000 1.2431
0.618 1.2412
HIGH 1.2380
0.618 1.2361
0.500 1.2355
0.382 1.2348
LOW 1.2329
0.618 1.2297
1.000 1.2278
1.618 1.2246
2.618 1.2195
4.250 1.2112
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 1.2355 1.2468
PP 1.2350 1.2426
S1 1.2346 1.2384

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

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