CME Japanese Yen Future September 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 1.2265 1.2202 -0.0063 -0.5% 1.2294
High 1.2265 1.2216 -0.0049 -0.4% 1.2360
Low 1.2247 1.2202 -0.0045 -0.4% 1.2164
Close 1.2247 1.2216 -0.0031 -0.3% 1.2180
Range 0.0018 0.0014 -0.0004 -22.2% 0.0196
ATR 0.0054 0.0054 -0.0001 -1.2% 0.0000
Volume 4 3 -1 -25.0% 12
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2253 1.2249 1.2224
R3 1.2239 1.2235 1.2220
R2 1.2225 1.2225 1.2219
R1 1.2221 1.2221 1.2217 1.2223
PP 1.2211 1.2211 1.2211 1.2213
S1 1.2207 1.2207 1.2215 1.2209
S2 1.2197 1.2197 1.2213
S3 1.2183 1.2193 1.2212
S4 1.2169 1.2179 1.2208
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2823 1.2697 1.2288
R3 1.2627 1.2501 1.2234
R2 1.2431 1.2431 1.2216
R1 1.2305 1.2305 1.2198 1.2270
PP 1.2235 1.2235 1.2235 1.2217
S1 1.2109 1.2109 1.2162 1.2074
S2 1.2039 1.2039 1.2144
S3 1.1843 1.1913 1.2126
S4 1.1647 1.1717 1.2072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2265 1.2180 0.0085 0.7% 0.0019 0.2% 42% False False 2
10 1.2360 1.2164 0.0196 1.6% 0.0024 0.2% 27% False False 2
20 1.2640 1.2164 0.0476 3.9% 0.0012 0.1% 11% False False 5
Crabel Price Patterns
NR True
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2276
2.618 1.2253
1.618 1.2239
1.000 1.2230
0.618 1.2225
HIGH 1.2216
0.618 1.2211
0.500 1.2209
0.382 1.2207
LOW 1.2202
0.618 1.2193
1.000 1.2188
1.618 1.2179
2.618 1.2165
4.250 1.2143
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 1.2214 1.2234
PP 1.2211 1.2228
S1 1.2209 1.2222

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

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