CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 1.2322 1.2268 -0.0054 -0.4% 1.2636
High 1.2322 1.2268 -0.0054 -0.4% 1.2636
Low 1.2322 1.2268 -0.0054 -0.4% 1.2329
Close 1.2322 1.2268 -0.0054 -0.4% 1.2342
Range
ATR 0.0053 0.0053 0.0000 0.1% 0.0000
Volume 55 55 0 0.0% 14
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2268 1.2268 1.2268
R3 1.2268 1.2268 1.2268
R2 1.2268 1.2268 1.2268
R1 1.2268 1.2268 1.2268 1.2268
PP 1.2268 1.2268 1.2268 1.2268
S1 1.2268 1.2268 1.2268 1.2268
S2 1.2268 1.2268 1.2268
S3 1.2268 1.2268 1.2268
S4 1.2268 1.2268 1.2268
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 1.2607 1.2268 0.0339 2.8% 0.0042 0.3% 0% False True 23
10 1.2636 1.2268 0.0368 3.0% 0.0039 0.3% 0% False True 13
20 1.2650 1.2268 0.0382 3.1% 0.0033 0.3% 0% False True 11
40 1.2927 1.2268 0.0659 5.4% 0.0020 0.2% 0% False True 6
60 1.2953 1.2268 0.0685 5.6% 0.0015 0.1% 0% False True 5
80 1.2953 1.2268 0.0685 5.6% 0.0012 0.1% 0% False True 4
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 1.2268
2.618 1.2268
1.618 1.2268
1.000 1.2268
0.618 1.2268
HIGH 1.2268
0.618 1.2268
0.500 1.2268
0.382 1.2268
LOW 1.2268
0.618 1.2268
1.000 1.2268
1.618 1.2268
2.618 1.2268
4.250 1.2268
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 1.2268 1.2324
PP 1.2268 1.2305
S1 1.2268 1.2287

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

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