CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 1.2480 1.2467 -0.0013 -0.1% 1.2559
High 1.2480 1.2486 0.0006 0.0% 1.2650
Low 1.2450 1.2467 0.0017 0.1% 1.2450
Close 1.2465 1.2486 0.0021 0.2% 1.2465
Range 0.0030 0.0019 -0.0011 -36.7% 0.0200
ATR 0.0047 0.0045 -0.0002 -4.0% 0.0000
Volume 14 6 -8 -57.1% 68
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2537 1.2530 1.2496
R3 1.2518 1.2511 1.2491
R2 1.2499 1.2499 1.2489
R1 1.2492 1.2492 1.2488 1.2496
PP 1.2480 1.2480 1.2480 1.2481
S1 1.2473 1.2473 1.2484 1.2477
S2 1.2461 1.2461 1.2483
S3 1.2442 1.2454 1.2481
S4 1.2423 1.2435 1.2476
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3122 1.2993 1.2575
R3 1.2922 1.2793 1.2520
R2 1.2722 1.2722 1.2502
R1 1.2593 1.2593 1.2483 1.2558
PP 1.2522 1.2522 1.2522 1.2504
S1 1.2393 1.2393 1.2447 1.2358
S2 1.2322 1.2322 1.2428
S3 1.2122 1.2193 1.2410
S4 1.1922 1.1993 1.2355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2650 1.2450 0.0200 1.6% 0.0033 0.3% 18% False False 12
10 1.2650 1.2450 0.0200 1.6% 0.0026 0.2% 18% False False 9
20 1.2826 1.2450 0.0376 3.0% 0.0015 0.1% 10% False False 5
40 1.2953 1.2450 0.0503 4.0% 0.0012 0.1% 7% False False 3
60 1.2953 1.2450 0.0503 4.0% 0.0010 0.1% 7% False False 3
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2567
2.618 1.2536
1.618 1.2517
1.000 1.2505
0.618 1.2498
HIGH 1.2486
0.618 1.2479
0.500 1.2477
0.382 1.2474
LOW 1.2467
0.618 1.2455
1.000 1.2448
1.618 1.2436
2.618 1.2417
4.250 1.2386
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 1.2483 1.2482
PP 1.2480 1.2479
S1 1.2477 1.2475

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

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