CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 1.2125 1.2196 0.0071 0.6% 1.2209
High 1.2171 1.2196 0.0025 0.2% 1.2265
Low 1.2125 1.2196 0.0071 0.6% 1.2125
Close 1.2171 1.2196 0.0025 0.2% 1.2171
Range 0.0046 0.0000 -0.0046 -100.0% 0.0140
ATR 0.0056 0.0054 -0.0002 -4.0% 0.0000
Volume 3 1 -2 -66.7% 15
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2196 1.2196 1.2196
R3 1.2196 1.2196 1.2196
R2 1.2196 1.2196 1.2196
R1 1.2196 1.2196 1.2196 1.2196
PP 1.2196 1.2196 1.2196 1.2196
S1 1.2196 1.2196 1.2196 1.2196
S2 1.2196 1.2196 1.2196
S3 1.2196 1.2196 1.2196
S4 1.2196 1.2196 1.2196
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2607 1.2529 1.2248
R3 1.2467 1.2389 1.2210
R2 1.2327 1.2327 1.2197
R1 1.2249 1.2249 1.2184 1.2218
PP 1.2187 1.2187 1.2187 1.2172
S1 1.2109 1.2109 1.2158 1.2078
S2 1.2047 1.2047 1.2145
S3 1.1907 1.1969 1.2133
S4 1.1767 1.1829 1.2094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2265 1.2125 0.0140 1.1% 0.0026 0.2% 51% False False 2
10 1.2360 1.2125 0.0235 1.9% 0.0025 0.2% 30% False False 2
20 1.2640 1.2125 0.0515 4.2% 0.0014 0.1% 14% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2196
2.618 1.2196
1.618 1.2196
1.000 1.2196
0.618 1.2196
HIGH 1.2196
0.618 1.2196
0.500 1.2196
0.382 1.2196
LOW 1.2196
0.618 1.2196
1.000 1.2196
1.618 1.2196
2.618 1.2196
4.250 1.2196
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 1.2196 1.2188
PP 1.2196 1.2179
S1 1.2196 1.2171

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

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