CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 1.2803 1.2732 -0.0071 -0.6% 1.3100
High 1.2844 1.2732 -0.0112 -0.9% 1.3118
Low 1.2801 1.2732 -0.0069 -0.5% 1.2928
Close 1.2801 1.2732 -0.0069 -0.5% 1.2938
Range 0.0043 0.0000 -0.0043 -100.0% 0.0190
ATR
Volume 2 2 0 0.0% 10
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.2732 1.2732 1.2732
R3 1.2732 1.2732 1.2732
R2 1.2732 1.2732 1.2732
R1 1.2732 1.2732 1.2732 1.2732
PP 1.2732 1.2732 1.2732 1.2732
S1 1.2732 1.2732 1.2732 1.2732
S2 1.2732 1.2732 1.2732
S3 1.2732 1.2732 1.2732
S4 1.2732 1.2732 1.2732
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3565 1.3441 1.3043
R3 1.3375 1.3251 1.2990
R2 1.3185 1.3185 1.2973
R1 1.3061 1.3061 1.2955 1.3028
PP 1.2995 1.2995 1.2995 1.2978
S1 1.2871 1.2871 1.2921 1.2838
S2 1.2805 1.2805 1.2903
S3 1.2615 1.2681 1.2886
S4 1.2425 1.2491 1.2834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2946 1.2732 0.0214 1.7% 0.0010 0.1% 0% False True 1
10 1.3118 1.2732 0.0386 3.0% 0.0013 0.1% 0% False True 1
Crabel Price Patterns
NR True
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2732
2.618 1.2732
1.618 1.2732
1.000 1.2732
0.618 1.2732
HIGH 1.2732
0.618 1.2732
0.500 1.2732
0.382 1.2732
LOW 1.2732
0.618 1.2732
1.000 1.2732
1.618 1.2732
2.618 1.2732
4.250 1.2732
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 1.2732 1.2788
PP 1.2732 1.2769
S1 1.2732 1.2751

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

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