CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 1.2229 1.2165 -0.0064 -0.5% 1.2191
High 1.2229 1.2165 -0.0064 -0.5% 1.2238
Low 1.2169 1.2165 -0.0004 0.0% 1.2160
Close 1.2169 1.2165 -0.0004 0.0% 1.2160
Range 0.0060 0.0000 -0.0060 -100.0% 0.0078
ATR 0.0050 0.0047 -0.0003 -6.6% 0.0000
Volume 2 4 2 100.0% 9
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2165 1.2165 1.2165
R3 1.2165 1.2165 1.2165
R2 1.2165 1.2165 1.2165
R1 1.2165 1.2165 1.2165 1.2165
PP 1.2165 1.2165 1.2165 1.2165
S1 1.2165 1.2165 1.2165 1.2165
S2 1.2165 1.2165 1.2165
S3 1.2165 1.2165 1.2165
S4 1.2165 1.2165 1.2165
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2420 1.2368 1.2203
R3 1.2342 1.2290 1.2181
R2 1.2264 1.2264 1.2174
R1 1.2212 1.2212 1.2167 1.2199
PP 1.2186 1.2186 1.2186 1.2180
S1 1.2134 1.2134 1.2153 1.2121
S2 1.2108 1.2108 1.2146
S3 1.2030 1.2056 1.2139
S4 1.1952 1.1978 1.2117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2242 1.2160 0.0082 0.7% 0.0015 0.1% 6% False False 2
10 1.2242 1.2160 0.0082 0.7% 0.0013 0.1% 6% False False 2
20 1.2636 1.2149 0.0487 4.0% 0.0028 0.2% 3% False False 10
40 1.2801 1.2149 0.0652 5.4% 0.0023 0.2% 2% False False 8
60 1.2953 1.2149 0.0804 6.6% 0.0018 0.2% 2% False False 6
80 1.2953 1.2149 0.0804 6.6% 0.0015 0.1% 2% False False 5
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2165
2.618 1.2165
1.618 1.2165
1.000 1.2165
0.618 1.2165
HIGH 1.2165
0.618 1.2165
0.500 1.2165
0.382 1.2165
LOW 1.2165
0.618 1.2165
1.000 1.2165
1.618 1.2165
2.618 1.2165
4.250 1.2165
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 1.2165 1.2204
PP 1.2165 1.2191
S1 1.2165 1.2178

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

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