CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 1.2238 1.2200 -0.0038 -0.3% 1.2322
High 1.2238 1.2203 -0.0035 -0.3% 1.2322
Low 1.2234 1.2200 -0.0034 -0.3% 1.2149
Close 1.2234 1.2203 -0.0031 -0.3% 1.2165
Range 0.0004 0.0003 -0.0001 -25.0% 0.0173
ATR 0.0051 0.0050 -0.0001 -2.4% 0.0000
Volume 1 2 1 100.0% 171
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2211 1.2210 1.2205
R3 1.2208 1.2207 1.2204
R2 1.2205 1.2205 1.2204
R1 1.2204 1.2204 1.2203 1.2205
PP 1.2202 1.2202 1.2202 1.2202
S1 1.2201 1.2201 1.2203 1.2202
S2 1.2199 1.2199 1.2202
S3 1.2196 1.2198 1.2202
S4 1.2193 1.2195 1.2201
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2731 1.2621 1.2260
R3 1.2558 1.2448 1.2213
R2 1.2385 1.2385 1.2197
R1 1.2275 1.2275 1.2181 1.2244
PP 1.2212 1.2212 1.2212 1.2196
S1 1.2102 1.2102 1.2149 1.2071
S2 1.2039 1.2039 1.2133
S3 1.1866 1.1929 1.2117
S4 1.1693 1.1756 1.2070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2238 1.2165 0.0073 0.6% 0.0010 0.1% 52% False False 2
10 1.2400 1.2149 0.0251 2.1% 0.0026 0.2% 22% False False 18
20 1.2636 1.2149 0.0487 4.0% 0.0030 0.2% 11% False False 12
40 1.2827 1.2149 0.0678 5.6% 0.0021 0.2% 8% False False 8
60 1.2953 1.2149 0.0804 6.6% 0.0017 0.1% 7% False False 6
80 1.2953 1.2149 0.0804 6.6% 0.0014 0.1% 7% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2216
2.618 1.2211
1.618 1.2208
1.000 1.2206
0.618 1.2205
HIGH 1.2203
0.618 1.2202
0.500 1.2202
0.382 1.2201
LOW 1.2200
0.618 1.2198
1.000 1.2197
1.618 1.2195
2.618 1.2192
4.250 1.2187
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 1.2203 1.2210
PP 1.2202 1.2208
S1 1.2202 1.2205

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

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