CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 1.2117 1.2021 -0.0096 -0.8% 1.2139
High 1.2122 1.2025 -0.0097 -0.8% 1.2238
Low 1.2005 1.1951 -0.0054 -0.4% 1.2073
Close 1.2021 1.1966 -0.0055 -0.5% 1.2138
Range 0.0117 0.0074 -0.0043 -36.8% 0.0165
ATR 0.0086 0.0085 -0.0001 -1.0% 0.0000
Volume 179,758 176,631 -3,127 -1.7% 545,352
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2203 1.2158 1.2007
R3 1.2129 1.2084 1.1986
R2 1.2055 1.2055 1.1980
R1 1.2010 1.2010 1.1973 1.1996
PP 1.1981 1.1981 1.1981 1.1973
S1 1.1936 1.1936 1.1959 1.1922
S2 1.1907 1.1907 1.1952
S3 1.1833 1.1862 1.1946
S4 1.1759 1.1788 1.1925
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2645 1.2556 1.2229
R3 1.2480 1.2391 1.2183
R2 1.2315 1.2315 1.2168
R1 1.2226 1.2226 1.2153 1.2188
PP 1.2150 1.2150 1.2150 1.2131
S1 1.2061 1.2061 1.2123 1.2023
S2 1.1985 1.1985 1.2108
S3 1.1820 1.1896 1.2093
S4 1.1655 1.1731 1.2047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2178 1.1951 0.0227 1.9% 0.0081 0.7% 7% False True 141,164
10 1.2238 1.1951 0.0287 2.4% 0.0082 0.7% 5% False True 124,378
20 1.2483 1.1951 0.0532 4.4% 0.0091 0.8% 3% False True 117,154
40 1.2668 1.1951 0.0717 6.0% 0.0088 0.7% 2% False True 105,830
60 1.2922 1.1951 0.0971 8.1% 0.0080 0.7% 2% False True 94,673
80 1.2977 1.1951 0.1026 8.6% 0.0080 0.7% 1% False True 80,288
100 1.2977 1.1951 0.1026 8.6% 0.0076 0.6% 1% False True 64,264
120 1.2977 1.1951 0.1026 8.6% 0.0073 0.6% 1% False True 53,565
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2340
2.618 1.2219
1.618 1.2145
1.000 1.2099
0.618 1.2071
HIGH 1.2025
0.618 1.1997
0.500 1.1988
0.382 1.1979
LOW 1.1951
0.618 1.1905
1.000 1.1877
1.618 1.1831
2.618 1.1757
4.250 1.1637
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 1.1988 1.2051
PP 1.1981 1.2023
S1 1.1973 1.1994

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

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