CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 1.2352 1.2322 -0.0030 -0.2% 1.2636
High 1.2380 1.2322 -0.0058 -0.5% 1.2636
Low 1.2329 1.2322 -0.0007 -0.1% 1.2329
Close 1.2342 1.2322 -0.0020 -0.2% 1.2342
Range 0.0051 0.0000 -0.0051 -100.0% 0.0307
ATR 0.0056 0.0053 -0.0003 -4.6% 0.0000
Volume 1 55 54 5,400.0% 14
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2322 1.2322 1.2322
R3 1.2322 1.2322 1.2322
R2 1.2322 1.2322 1.2322
R1 1.2322 1.2322 1.2322 1.2322
PP 1.2322 1.2322 1.2322 1.2322
S1 1.2322 1.2322 1.2322 1.2322
S2 1.2322 1.2322 1.2322
S3 1.2322 1.2322 1.2322
S4 1.2322 1.2322 1.2322
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3357 1.3156 1.2511
R3 1.3050 1.2849 1.2426
R2 1.2743 1.2743 1.2398
R1 1.2542 1.2542 1.2370 1.2489
PP 1.2436 1.2436 1.2436 1.2409
S1 1.2235 1.2235 1.2314 1.2182
S2 1.2129 1.2129 1.2286
S3 1.1822 1.1928 1.2258
S4 1.1515 1.1621 1.2173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2636 1.2322 0.0314 2.5% 0.0044 0.4% 0% False True 13
10 1.2636 1.2322 0.0314 2.5% 0.0041 0.3% 0% False True 8
20 1.2650 1.2322 0.0328 2.7% 0.0033 0.3% 0% False True 8
40 1.2927 1.2322 0.0605 4.9% 0.0020 0.2% 0% False True 5
60 1.2953 1.2322 0.0631 5.1% 0.0015 0.1% 0% False True 4
80 1.2953 1.2322 0.0631 5.1% 0.0012 0.1% 0% False True 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2322
2.618 1.2322
1.618 1.2322
1.000 1.2322
0.618 1.2322
HIGH 1.2322
0.618 1.2322
0.500 1.2322
0.382 1.2322
LOW 1.2322
0.618 1.2322
1.000 1.2322
1.618 1.2322
2.618 1.2322
4.250 1.2322
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 1.2322 1.2361
PP 1.2322 1.2348
S1 1.2322 1.2335

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

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