CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 1.1597 1.1569 -0.0028 -0.2% 1.1849
High 1.1646 1.1569 -0.0077 -0.7% 1.1888
Low 1.1597 1.1569 -0.0028 -0.2% 1.1597
Close 1.1646 1.1569 -0.0077 -0.7% 1.1646
Range 0.0049 0.0000 -0.0049 -100.0% 0.0291
ATR 0.0067 0.0067 0.0001 1.1% 0.0000
Volume 6 5 -1 -16.7% 18
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.1569 1.1569 1.1569
R3 1.1569 1.1569 1.1569
R2 1.1569 1.1569 1.1569
R1 1.1569 1.1569 1.1569 1.1569
PP 1.1569 1.1569 1.1569 1.1569
S1 1.1569 1.1569 1.1569 1.1569
S2 1.1569 1.1569 1.1569
S3 1.1569 1.1569 1.1569
S4 1.1569 1.1569 1.1569
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2583 1.2406 1.1806
R3 1.2292 1.2115 1.1726
R2 1.2001 1.2001 1.1699
R1 1.1824 1.1824 1.1673 1.1767
PP 1.1710 1.1710 1.1710 1.1682
S1 1.1533 1.1533 1.1619 1.1476
S2 1.1419 1.1419 1.1593
S3 1.1128 1.1242 1.1566
S4 1.0837 1.0951 1.1486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1888 1.1569 0.0319 2.8% 0.0030 0.3% 0% False True 4
10 1.1961 1.1569 0.0392 3.4% 0.0037 0.3% 0% False True 6
20 1.2254 1.1569 0.0685 5.9% 0.0034 0.3% 0% False True 4
40 1.2640 1.1569 0.1071 9.3% 0.0024 0.2% 0% False True 5
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 0.0004
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1569
2.618 1.1569
1.618 1.1569
1.000 1.1569
0.618 1.1569
HIGH 1.1569
0.618 1.1569
0.500 1.1569
0.382 1.1569
LOW 1.1569
0.618 1.1569
1.000 1.1569
1.618 1.1569
2.618 1.1569
4.250 1.1569
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 1.1569 1.1614
PP 1.1569 1.1599
S1 1.1569 1.1584

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

View Archives - Comment on this page... - Back to Index of Symbols