CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 1.2160 1.2187 0.0027 0.2% 1.2191
High 1.2160 1.2187 0.0027 0.2% 1.2238
Low 1.2160 1.2185 0.0025 0.2% 1.2160
Close 1.2160 1.2185 0.0025 0.2% 1.2160
Range 0.0000 0.0002 0.0002 0.0078
ATR 0.0049 0.0048 -0.0002 -3.2% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2192 1.2190 1.2186
R3 1.2190 1.2188 1.2186
R2 1.2188 1.2188 1.2185
R1 1.2186 1.2186 1.2185 1.2186
PP 1.2186 1.2186 1.2186 1.2186
S1 1.2184 1.2184 1.2185 1.2184
S2 1.2184 1.2184 1.2185
S3 1.2182 1.2182 1.2184
S4 1.2180 1.2180 1.2184
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2420 1.2368 1.2203
R3 1.2342 1.2290 1.2181
R2 1.2264 1.2264 1.2174
R1 1.2212 1.2212 1.2167 1.2199
PP 1.2186 1.2186 1.2186 1.2180
S1 1.2134 1.2134 1.2153 1.2121
S2 1.2108 1.2108 1.2146
S3 1.2030 1.2056 1.2139
S4 1.1952 1.1978 1.2117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2238 1.2160 0.0078 0.6% 0.0005 0.0% 32% False False 1
10 1.2322 1.2149 0.0173 1.4% 0.0015 0.1% 21% False False 18
20 1.2636 1.2149 0.0487 4.0% 0.0029 0.2% 7% False False 10
40 1.2827 1.2149 0.0678 5.6% 0.0021 0.2% 5% False False 7
60 1.2953 1.2149 0.0804 6.6% 0.0017 0.1% 4% False False 6
80 1.2953 1.2149 0.0804 6.6% 0.0014 0.1% 4% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2196
2.618 1.2192
1.618 1.2190
1.000 1.2189
0.618 1.2188
HIGH 1.2187
0.618 1.2186
0.500 1.2186
0.382 1.2186
LOW 1.2185
0.618 1.2184
1.000 1.2183
1.618 1.2182
2.618 1.2180
4.250 1.2177
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 1.2186 1.2184
PP 1.2186 1.2183
S1 1.2185 1.2182

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

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