CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 1.2121 1.2167 0.0046 0.4% 1.2187
High 1.2180 1.2167 -0.0013 -0.1% 1.2242
Low 1.2121 1.2133 0.0012 0.1% 1.2140
Close 1.2168 1.2143 -0.0025 -0.2% 1.2160
Range 0.0059 0.0034 -0.0025 -42.4% 0.0102
ATR 0.0046 0.0046 -0.0001 -1.8% 0.0000
Volume 6 16 10 166.7% 13
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2250 1.2230 1.2162
R3 1.2216 1.2196 1.2152
R2 1.2182 1.2182 1.2149
R1 1.2162 1.2162 1.2146 1.2155
PP 1.2148 1.2148 1.2148 1.2144
S1 1.2128 1.2128 1.2140 1.2121
S2 1.2114 1.2114 1.2137
S3 1.2080 1.2094 1.2134
S4 1.2046 1.2060 1.2124
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 1.2229 1.2121 0.0108 0.9% 0.0036 0.3% 20% False False 6
10 1.2242 1.2121 0.0121 1.0% 0.0020 0.2% 18% False False 3
20 1.2636 1.2121 0.0515 4.2% 0.0028 0.2% 4% False False 11
40 1.2706 1.2121 0.0585 4.8% 0.0025 0.2% 4% False False 8
60 1.2927 1.2121 0.0806 6.6% 0.0020 0.2% 3% False False 6
80 1.2953 1.2121 0.0832 6.9% 0.0016 0.1% 3% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2312
2.618 1.2256
1.618 1.2222
1.000 1.2201
0.618 1.2188
HIGH 1.2167
0.618 1.2154
0.500 1.2150
0.382 1.2146
LOW 1.2133
0.618 1.2112
1.000 1.2099
1.618 1.2078
2.618 1.2044
4.250 1.1989
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 1.2150 1.2151
PP 1.2148 1.2148
S1 1.2145 1.2146

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

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