CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 1.2467 1.2482 0.0015 0.1% 1.2559
High 1.2486 1.2482 -0.0004 0.0% 1.2650
Low 1.2467 1.2464 -0.0003 0.0% 1.2450
Close 1.2486 1.2464 -0.0022 -0.2% 1.2465
Range 0.0019 0.0018 -0.0001 -5.3% 0.0200
ATR 0.0045 0.0044 -0.0002 -3.7% 0.0000
Volume 6 1 -5 -83.3% 68
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2524 1.2512 1.2474
R3 1.2506 1.2494 1.2469
R2 1.2488 1.2488 1.2467
R1 1.2476 1.2476 1.2466 1.2473
PP 1.2470 1.2470 1.2470 1.2469
S1 1.2458 1.2458 1.2462 1.2455
S2 1.2452 1.2452 1.2461
S3 1.2434 1.2440 1.2459
S4 1.2416 1.2422 1.2454
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 1.2567 1.2450 0.0117 0.9% 0.0013 0.1% 12% False False 9
10 1.2650 1.2450 0.0200 1.6% 0.0026 0.2% 7% False False 9
20 1.2826 1.2450 0.0376 3.0% 0.0015 0.1% 4% False False 5
40 1.2953 1.2450 0.0503 4.0% 0.0012 0.1% 3% False False 3
60 1.2953 1.2450 0.0503 4.0% 0.0010 0.1% 3% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2559
2.618 1.2529
1.618 1.2511
1.000 1.2500
0.618 1.2493
HIGH 1.2482
0.618 1.2475
0.500 1.2473
0.382 1.2471
LOW 1.2464
0.618 1.2453
1.000 1.2446
1.618 1.2435
2.618 1.2417
4.250 1.2388
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 1.2473 1.2468
PP 1.2470 1.2467
S1 1.2467 1.2465

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

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