CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 1.1917 1.1943 0.0026 0.2% 1.2121
High 1.1960 1.1943 -0.0017 -0.1% 1.2180
Low 1.1908 1.1891 -0.0017 -0.1% 1.1939
Close 1.1949 1.1898 -0.0051 -0.4% 1.2003
Range 0.0052 0.0052 0.0000 0.0% 0.0241
ATR 0.0055 0.0055 0.0000 0.4% 0.0000
Volume 8 9 1 12.5% 106
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2067 1.2034 1.1927
R3 1.2015 1.1982 1.1912
R2 1.1963 1.1963 1.1908
R1 1.1930 1.1930 1.1903 1.1921
PP 1.1911 1.1911 1.1911 1.1906
S1 1.1878 1.1878 1.1893 1.1869
S2 1.1859 1.1859 1.1888
S3 1.1807 1.1826 1.1884
S4 1.1755 1.1774 1.1869
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.2764 1.2624 1.2136
R3 1.2523 1.2383 1.2069
R2 1.2282 1.2282 1.2047
R1 1.2142 1.2142 1.2025 1.2092
PP 1.2041 1.2041 1.2041 1.2015
S1 1.1901 1.1901 1.1981 1.1851
S2 1.1800 1.1800 1.1959
S3 1.1559 1.1660 1.1937
S4 1.1318 1.1419 1.1870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2086 1.1891 0.0195 1.6% 0.0049 0.4% 4% False True 20
10 1.2229 1.1891 0.0338 2.8% 0.0043 0.4% 2% False True 13
20 1.2268 1.1891 0.0377 3.2% 0.0030 0.2% 2% False True 13
40 1.2650 1.1891 0.0759 6.4% 0.0031 0.3% 1% False True 10
60 1.2927 1.1891 0.1036 8.7% 0.0023 0.2% 1% False True 8
80 1.2953 1.1891 0.1062 8.9% 0.0018 0.2% 1% False True 6
100 1.2953 1.1891 0.1062 8.9% 0.0016 0.1% 1% False True 5
Crabel Price Patterns
NR False
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 False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.2164
2.618 1.2079
1.618 1.2027
1.000 1.1995
0.618 1.1975
HIGH 1.1943
0.618 1.1923
0.500 1.1917
0.382 1.1911
LOW 1.1891
0.618 1.1859
1.000 1.1839
1.618 1.1807
2.618 1.1755
4.250 1.1670
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 1.1917 1.1951
PP 1.1911 1.1933
S1 1.1904 1.1916

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

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