CME Japanese Yen Future September 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 1.2182 1.2190 0.0008 0.1% 1.2294
High 1.2182 1.2190 0.0008 0.1% 1.2360
Low 1.2164 1.2180 0.0016 0.1% 1.2164
Close 1.2164 1.2180 0.0016 0.1% 1.2180
Range 0.0018 0.0010 -0.0008 -44.4% 0.0196
ATR 0.0059 0.0056 -0.0002 -4.0% 0.0000
Volume 4 1 -3 -75.0% 12
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2213 1.2207 1.2186
R3 1.2203 1.2197 1.2183
R2 1.2193 1.2193 1.2182
R1 1.2187 1.2187 1.2181 1.2185
PP 1.2183 1.2183 1.2183 1.2183
S1 1.2177 1.2177 1.2179 1.2175
S2 1.2173 1.2173 1.2178
S3 1.2163 1.2167 1.2177
S4 1.2153 1.2157 1.2175
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.2823 1.2697 1.2288
R3 1.2627 1.2501 1.2234
R2 1.2431 1.2431 1.2216
R1 1.2305 1.2305 1.2198 1.2270
PP 1.2235 1.2235 1.2235 1.2217
S1 1.2109 1.2109 1.2162 1.2074
S2 1.2039 1.2039 1.2144
S3 1.1843 1.1913 1.2126
S4 1.1647 1.1717 1.2072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2360 1.2164 0.0196 1.6% 0.0023 0.2% 8% False False 2
10 1.2640 1.2164 0.0476 3.9% 0.0016 0.1% 3% False False 4
20 1.2652 1.2164 0.0488 4.0% 0.0012 0.1% 3% False False 5
Crabel Price Patterns
NR True
NR4 True
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2233
2.618 1.2216
1.618 1.2206
1.000 1.2200
0.618 1.2196
HIGH 1.2190
0.618 1.2186
0.500 1.2185
0.382 1.2184
LOW 1.2180
0.618 1.2174
1.000 1.2170
1.618 1.2164
2.618 1.2154
4.250 1.2138
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 1.2185 1.2235
PP 1.2183 1.2217
S1 1.2182 1.2198

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

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