CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 1.2165 1.2140 -0.0025 -0.2% 1.2187
High 1.2165 1.2166 0.0001 0.0% 1.2242
Low 1.2165 1.2140 -0.0025 -0.2% 1.2140
Close 1.2165 1.2160 -0.0005 0.0% 1.2160
Range 0.0000 0.0026 0.0026 0.0102
ATR 0.0047 0.0045 -0.0001 -3.2% 0.0000
Volume 4 4 0 0.0% 13
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2233 1.2223 1.2174
R3 1.2207 1.2197 1.2167
R2 1.2181 1.2181 1.2165
R1 1.2171 1.2171 1.2162 1.2176
PP 1.2155 1.2155 1.2155 1.2158
S1 1.2145 1.2145 1.2158 1.2150
S2 1.2129 1.2129 1.2155
S3 1.2103 1.2119 1.2153
S4 1.2077 1.2093 1.2146
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2487 1.2425 1.2216
R3 1.2385 1.2323 1.2188
R2 1.2283 1.2283 1.2179
R1 1.2221 1.2221 1.2169 1.2201
PP 1.2181 1.2181 1.2181 1.2171
S1 1.2119 1.2119 1.2151 1.2099
S2 1.2079 1.2079 1.2141
S3 1.1977 1.2017 1.2132
S4 1.1875 1.1915 1.2104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2242 1.2140 0.0102 0.8% 0.0021 0.2% 20% False True 2
10 1.2242 1.2140 0.0102 0.8% 0.0014 0.1% 20% False True 2
20 1.2636 1.2140 0.0496 4.1% 0.0025 0.2% 4% False True 10
40 1.2799 1.2140 0.0659 5.4% 0.0024 0.2% 3% False True 8
60 1.2927 1.2140 0.0787 6.5% 0.0019 0.2% 3% False True 6
80 1.2953 1.2140 0.0813 6.7% 0.0015 0.1% 2% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2277
2.618 1.2234
1.618 1.2208
1.000 1.2192
0.618 1.2182
HIGH 1.2166
0.618 1.2156
0.500 1.2153
0.382 1.2150
LOW 1.2140
0.618 1.2124
1.000 1.2114
1.618 1.2098
2.618 1.2072
4.250 1.2030
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 1.2158 1.2185
PP 1.2155 1.2176
S1 1.2153 1.2168

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

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