CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 1.2325 1.2357 0.0032 0.3% 1.2633
High 1.2359 1.2357 -0.0002 0.0% 1.2640
Low 1.2325 1.2357 0.0032 0.3% 1.2325
Close 1.2359 1.2357 -0.0002 0.0% 1.2357
Range 0.0034 0.0000 -0.0034 -100.0% 0.0315
ATR 0.0057 0.0053 -0.0004 -6.9% 0.0000
Volume 2 2 0 0.0% 28
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2357 1.2357 1.2357
R3 1.2357 1.2357 1.2357
R2 1.2357 1.2357 1.2357
R1 1.2357 1.2357 1.2357 1.2357
PP 1.2357 1.2357 1.2357 1.2357
S1 1.2357 1.2357 1.2357 1.2357
S2 1.2357 1.2357 1.2357
S3 1.2357 1.2357 1.2357
S4 1.2357 1.2357 1.2357
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.3386 1.3186 1.2530
R3 1.3071 1.2871 1.2444
R2 1.2756 1.2756 1.2415
R1 1.2556 1.2556 1.2386 1.2499
PP 1.2441 1.2441 1.2441 1.2412
S1 1.2241 1.2241 1.2328 1.2184
S2 1.2126 1.2126 1.2299
S3 1.1811 1.1926 1.2270
S4 1.1496 1.1611 1.2184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2640 1.2325 0.0315 2.5% 0.0008 0.1% 10% False False 5
10 1.2640 1.2325 0.0315 2.5% 0.0004 0.0% 10% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2357
2.618 1.2357
1.618 1.2357
1.000 1.2357
0.618 1.2357
HIGH 1.2357
0.618 1.2357
0.500 1.2357
0.382 1.2357
LOW 1.2357
0.618 1.2357
1.000 1.2357
1.618 1.2357
2.618 1.2357
4.250 1.2357
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 1.2357 1.2422
PP 1.2357 1.2400
S1 1.2357 1.2379

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

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