CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 1.2086 1.2003 -0.0083 -0.7% 1.2187
High 1.2086 1.2003 -0.0083 -0.7% 1.2242
Low 1.2032 1.1985 -0.0047 -0.4% 1.2140
Close 1.2042 1.1987 -0.0055 -0.5% 1.2160
Range 0.0054 0.0018 -0.0036 -66.7% 0.0102
ATR 0.0050 0.0051 0.0000 1.0% 0.0000
Volume 70 10 -60 -85.7% 13
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2046 1.2034 1.1997
R3 1.2028 1.2016 1.1992
R2 1.2010 1.2010 1.1990
R1 1.1998 1.1998 1.1989 1.1995
PP 1.1992 1.1992 1.1992 1.1990
S1 1.1980 1.1980 1.1985 1.1977
S2 1.1974 1.1974 1.1984
S3 1.1956 1.1962 1.1982
S4 1.1938 1.1944 1.1977
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2487 1.2425 1.2216
R3 1.2385 1.2323 1.2188
R2 1.2283 1.2283 1.2179
R1 1.2221 1.2221 1.2169 1.2201
PP 1.2181 1.2181 1.2181 1.2171
S1 1.2119 1.2119 1.2151 1.2099
S2 1.2079 1.2079 1.2141
S3 1.1977 1.2017 1.2132
S4 1.1875 1.1915 1.2104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2180 1.1985 0.0195 1.6% 0.0038 0.3% 1% False True 21
10 1.2242 1.1985 0.0257 2.1% 0.0027 0.2% 1% False True 11
20 1.2400 1.1985 0.0415 3.5% 0.0026 0.2% 0% False True 14
40 1.2650 1.1985 0.0665 5.5% 0.0027 0.2% 0% False True 10
60 1.2927 1.1985 0.0942 7.9% 0.0021 0.2% 0% False True 7
80 1.2953 1.1985 0.0968 8.1% 0.0017 0.1% 0% False True 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2080
2.618 1.2050
1.618 1.2032
1.000 1.2021
0.618 1.2014
HIGH 1.2003
0.618 1.1996
0.500 1.1994
0.382 1.1992
LOW 1.1985
0.618 1.1974
1.000 1.1967
1.618 1.1956
2.618 1.1938
4.250 1.1909
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 1.1994 1.2076
PP 1.1992 1.2046
S1 1.1989 1.2017

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

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