CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 1.2955 1.3080 0.0125 1.0% 1.2897
High 1.3040 1.3089 0.0049 0.4% 1.3040
Low 1.2945 1.3067 0.0122 0.9% 1.2884
Close 1.3039 1.3084 0.0045 0.3% 1.3039
Range 0.0095 0.0022 -0.0073 -76.8% 0.0156
ATR 0.0038 0.0039 0.0001 2.2% 0.0000
Volume 1 46 45 4,500.0% 32
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3146 1.3137 1.3096
R3 1.3124 1.3115 1.3090
R2 1.3102 1.3102 1.3088
R1 1.3093 1.3093 1.3086 1.3098
PP 1.3080 1.3080 1.3080 1.3082
S1 1.3071 1.3071 1.3082 1.3076
S2 1.3058 1.3058 1.3080
S3 1.3036 1.3049 1.3078
S4 1.3014 1.3027 1.3072
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3456 1.3403 1.3125
R3 1.3300 1.3247 1.3082
R2 1.3144 1.3144 1.3068
R1 1.3091 1.3091 1.3053 1.3118
PP 1.2988 1.2988 1.2988 1.3001
S1 1.2935 1.2935 1.3025 1.2962
S2 1.2832 1.2832 1.3010
S3 1.2676 1.2779 1.2996
S4 1.2520 1.2623 1.2953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3089 1.2884 0.0205 1.6% 0.0028 0.2% 98% True False 15
10 1.3089 1.2844 0.0245 1.9% 0.0032 0.2% 98% True False 28
20 1.3089 1.2844 0.0245 1.9% 0.0019 0.1% 98% True False 25
40 1.3089 1.2844 0.0245 1.9% 0.0012 0.1% 98% True False 13
60 1.3257 1.2800 0.0457 3.5% 0.0010 0.1% 62% False False 9
80 1.3257 1.2800 0.0457 3.5% 0.0009 0.1% 62% False False 8
100 1.3257 1.2800 0.0457 3.5% 0.0007 0.1% 62% False False 6
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3183
2.618 1.3147
1.618 1.3125
1.000 1.3111
0.618 1.3103
HIGH 1.3089
0.618 1.3081
0.500 1.3078
0.382 1.3075
LOW 1.3067
0.618 1.3053
1.000 1.3045
1.618 1.3031
2.618 1.3009
4.250 1.2974
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 1.3082 1.3055
PP 1.3080 1.3026
S1 1.3078 1.2997

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

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