CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 1.2191 1.2182 -0.0009 -0.1% 1.2322
High 1.2210 1.2197 -0.0013 -0.1% 1.2322
Low 1.2191 1.2182 -0.0009 -0.1% 1.2149
Close 1.2195 1.2197 0.0002 0.0% 1.2165
Range 0.0019 0.0015 -0.0004 -21.1% 0.0173
ATR 0.0055 0.0052 -0.0003 -5.2% 0.0000
Volume 3 2 -1 -33.3% 171
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2237 1.2232 1.2205
R3 1.2222 1.2217 1.2201
R2 1.2207 1.2207 1.2200
R1 1.2202 1.2202 1.2198 1.2205
PP 1.2192 1.2192 1.2192 1.2193
S1 1.2187 1.2187 1.2196 1.2190
S2 1.2177 1.2177 1.2194
S3 1.2162 1.2172 1.2193
S4 1.2147 1.2157 1.2189
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2731 1.2621 1.2260
R3 1.2558 1.2448 1.2213
R2 1.2385 1.2385 1.2197
R1 1.2275 1.2275 1.2181 1.2244
PP 1.2212 1.2212 1.2212 1.2196
S1 1.2102 1.2102 1.2149 1.2071
S2 1.2039 1.2039 1.2133
S3 1.1866 1.1929 1.2117
S4 1.1693 1.1756 1.2070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2268 1.2149 0.0119 1.0% 0.0029 0.2% 40% False False 24
10 1.2636 1.2149 0.0487 4.0% 0.0036 0.3% 10% False False 18
20 1.2650 1.2149 0.0501 4.1% 0.0036 0.3% 10% False False 13
40 1.2839 1.2149 0.0690 5.7% 0.0023 0.2% 7% False False 8
60 1.2953 1.2149 0.0804 6.6% 0.0017 0.1% 6% False False 6
80 1.2953 1.2149 0.0804 6.6% 0.0014 0.1% 6% False False 5
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 True
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2261
2.618 1.2236
1.618 1.2221
1.000 1.2212
0.618 1.2206
HIGH 1.2197
0.618 1.2191
0.500 1.2190
0.382 1.2188
LOW 1.2182
0.618 1.2173
1.000 1.2167
1.618 1.2158
2.618 1.2143
4.250 1.2118
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 1.2195 1.2194
PP 1.2192 1.2191
S1 1.2190 1.2188

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

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