CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 1.2920 1.2874 -0.0046 -0.4% 1.2898
High 1.2920 1.2874 -0.0046 -0.4% 1.2951
Low 1.2907 1.2874 -0.0033 -0.3% 1.2874
Close 1.2907 1.2874 -0.0033 -0.3% 1.2874
Range 0.0013 0.0000 -0.0013 -100.0% 0.0077
ATR 0.0040 0.0040 -0.0001 -1.3% 0.0000
Volume 0 1 1 14
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.2874 1.2874 1.2874
R3 1.2874 1.2874 1.2874
R2 1.2874 1.2874 1.2874
R1 1.2874 1.2874 1.2874 1.2874
PP 1.2874 1.2874 1.2874 1.2874
S1 1.2874 1.2874 1.2874 1.2874
S2 1.2874 1.2874 1.2874
S3 1.2874 1.2874 1.2874
S4 1.2874 1.2874 1.2874
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3131 1.3079 1.2916
R3 1.3054 1.3002 1.2895
R2 1.2977 1.2977 1.2888
R1 1.2925 1.2925 1.2881 1.2913
PP 1.2900 1.2900 1.2900 1.2893
S1 1.2848 1.2848 1.2867 1.2836
S2 1.2823 1.2823 1.2860
S3 1.2746 1.2771 1.2853
S4 1.2669 1.2694 1.2832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2951 1.2874 0.0077 0.6% 0.0004 0.0% 0% False True 2
10 1.3083 1.2874 0.0209 1.6% 0.0002 0.0% 0% False True 1
20 1.3083 1.2851 0.0232 1.8% 0.0005 0.0% 10% False False 1
40 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 16% False False 2
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 16% False False 2
80 1.3257 1.2800 0.0457 3.5% 0.0004 0.0% 16% False False 2
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2874
2.618 1.2874
1.618 1.2874
1.000 1.2874
0.618 1.2874
HIGH 1.2874
0.618 1.2874
0.500 1.2874
0.382 1.2874
LOW 1.2874
0.618 1.2874
1.000 1.2874
1.618 1.2874
2.618 1.2874
4.250 1.2874
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 1.2874 1.2913
PP 1.2874 1.2900
S1 1.2874 1.2887

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

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