CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 1.2156 1.2125 -0.0031 -0.3% 1.2196
High 1.2156 1.2125 -0.0031 -0.3% 1.2254
Low 1.2156 1.2055 -0.0101 -0.8% 1.2116
Close 1.2156 1.2055 -0.0101 -0.8% 1.2172
Range 0.0000 0.0070 0.0070 0.0138
ATR 0.0054 0.0057 0.0003 6.2% 0.0000
Volume 6 2 -4 -66.7% 14
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2288 1.2242 1.2094
R3 1.2218 1.2172 1.2074
R2 1.2148 1.2148 1.2068
R1 1.2102 1.2102 1.2061 1.2090
PP 1.2078 1.2078 1.2078 1.2073
S1 1.2032 1.2032 1.2049 1.2020
S2 1.2008 1.2008 1.2042
S3 1.1938 1.1962 1.2036
S4 1.1868 1.1892 1.2017
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2595 1.2521 1.2248
R3 1.2457 1.2383 1.2210
R2 1.2319 1.2319 1.2197
R1 1.2245 1.2245 1.2185 1.2213
PP 1.2181 1.2181 1.2181 1.2165
S1 1.2107 1.2107 1.2159 1.2075
S2 1.2043 1.2043 1.2147
S3 1.1905 1.1969 1.2134
S4 1.1767 1.1831 1.2096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2200 1.2055 0.0145 1.2% 0.0044 0.4% 0% False True 4
10 1.2254 1.2055 0.0199 1.7% 0.0030 0.2% 0% False True 3
20 1.2518 1.2055 0.0463 3.8% 0.0026 0.2% 0% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2423
2.618 1.2308
1.618 1.2238
1.000 1.2195
0.618 1.2168
HIGH 1.2125
0.618 1.2098
0.500 1.2090
0.382 1.2082
LOW 1.2055
0.618 1.2012
1.000 1.1985
1.618 1.1942
2.618 1.1872
4.250 1.1758
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 1.2090 1.2128
PP 1.2078 1.2103
S1 1.2067 1.2079

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

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