CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 1.2544 1.2612 0.0068 0.5% 1.2467
High 1.2625 1.2622 -0.0003 0.0% 1.2625
Low 1.2543 1.2612 0.0069 0.6% 1.2464
Close 1.2625 1.2619 -0.0006 0.0% 1.2619
Range 0.0082 0.0010 -0.0072 -87.8% 0.0161
ATR 0.0049 0.0046 -0.0003 -5.2% 0.0000
Volume 1 9 8 800.0% 20
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2648 1.2643 1.2625
R3 1.2638 1.2633 1.2622
R2 1.2628 1.2628 1.2621
R1 1.2623 1.2623 1.2620 1.2626
PP 1.2618 1.2618 1.2618 1.2619
S1 1.2613 1.2613 1.2618 1.2616
S2 1.2608 1.2608 1.2617
S3 1.2598 1.2603 1.2616
S4 1.2588 1.2593 1.2614
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3052 1.2997 1.2708
R3 1.2891 1.2836 1.2663
R2 1.2730 1.2730 1.2649
R1 1.2675 1.2675 1.2634 1.2703
PP 1.2569 1.2569 1.2569 1.2583
S1 1.2514 1.2514 1.2604 1.2542
S2 1.2408 1.2408 1.2589
S3 1.2247 1.2353 1.2575
S4 1.2086 1.2192 1.2530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2625 1.2464 0.0161 1.3% 0.0037 0.3% 96% False False 4
10 1.2650 1.2450 0.0200 1.6% 0.0033 0.3% 85% False False 8
20 1.2741 1.2450 0.0291 2.3% 0.0022 0.2% 58% False False 5
40 1.2927 1.2450 0.0477 3.8% 0.0015 0.1% 35% False False 3
60 1.2953 1.2450 0.0503 4.0% 0.0012 0.1% 34% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2665
2.618 1.2648
1.618 1.2638
1.000 1.2632
0.618 1.2628
HIGH 1.2622
0.618 1.2618
0.500 1.2617
0.382 1.2616
LOW 1.2612
0.618 1.2606
1.000 1.2602
1.618 1.2596
2.618 1.2586
4.250 1.2570
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 1.2618 1.2598
PP 1.2618 1.2577
S1 1.2617 1.2556

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

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