CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 1.1958 1.1883 -0.0075 -0.6% 1.2116
High 1.2002 1.1983 -0.0019 -0.2% 1.2178
Low 1.1911 1.1875 -0.0036 -0.3% 1.1911
Close 1.1983 1.1943 -0.0040 -0.3% 1.1983
Range 0.0091 0.0108 0.0017 18.7% 0.0267
ATR 0.0086 0.0087 0.0002 1.9% 0.0000
Volume 55,449 3,066 -52,383 -94.5% 619,551
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2258 1.2208 1.2002
R3 1.2150 1.2100 1.1973
R2 1.2042 1.2042 1.1963
R1 1.1992 1.1992 1.1953 1.2017
PP 1.1934 1.1934 1.1934 1.1946
S1 1.1884 1.1884 1.1933 1.1909
S2 1.1826 1.1826 1.1923
S3 1.1718 1.1776 1.1913
S4 1.1610 1.1668 1.1884
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2825 1.2671 1.2130
R3 1.2558 1.2404 1.2056
R2 1.2291 1.2291 1.2032
R1 1.2137 1.2137 1.2007 1.2081
PP 1.2024 1.2024 1.2024 1.1996
S1 1.1870 1.1870 1.1959 1.1814
S2 1.1757 1.1757 1.1934
S3 1.1490 1.1603 1.1910
S4 1.1223 1.1336 1.1836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2151 1.1875 0.0276 2.3% 0.0086 0.7% 25% False True 104,594
10 1.2238 1.1875 0.0363 3.0% 0.0084 0.7% 19% False True 106,663
20 1.2335 1.1875 0.0460 3.9% 0.0087 0.7% 15% False True 106,960
40 1.2650 1.1875 0.0775 6.5% 0.0089 0.7% 9% False True 102,142
60 1.2922 1.1875 0.1047 8.8% 0.0082 0.7% 6% False True 93,184
80 1.2977 1.1875 0.1102 9.2% 0.0080 0.7% 6% False True 81,003
100 1.2977 1.1875 0.1102 9.2% 0.0077 0.6% 6% False True 64,847
120 1.2977 1.1875 0.1102 9.2% 0.0074 0.6% 6% False True 54,052
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2442
2.618 1.2266
1.618 1.2158
1.000 1.2091
0.618 1.2050
HIGH 1.1983
0.618 1.1942
0.500 1.1929
0.382 1.1916
LOW 1.1875
0.618 1.1808
1.000 1.1767
1.618 1.1700
2.618 1.1592
4.250 1.1416
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 1.1938 1.1950
PP 1.1934 1.1948
S1 1.1929 1.1945

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

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