CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 1.3044 1.3057 0.0013 0.1% 1.3041
High 1.3054 1.3060 0.0006 0.0% 1.3060
Low 1.3029 1.3002 -0.0027 -0.2% 1.3002
Close 1.3054 1.3022 -0.0032 -0.2% 1.3022
Range 0.0025 0.0058 0.0033 132.0% 0.0058
ATR 0.0036 0.0037 0.0002 4.5% 0.0000
Volume 24 13 -11 -45.8% 47
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3202 1.3170 1.3054
R3 1.3144 1.3112 1.3038
R2 1.3086 1.3086 1.3033
R1 1.3054 1.3054 1.3027 1.3041
PP 1.3028 1.3028 1.3028 1.3022
S1 1.2996 1.2996 1.3017 1.2983
S2 1.2970 1.2970 1.3011
S3 1.2912 1.2938 1.3006
S4 1.2854 1.2880 1.2990
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3202 1.3170 1.3054
R3 1.3144 1.3112 1.3038
R2 1.3086 1.3086 1.3033
R1 1.3054 1.3054 1.3027 1.3041
PP 1.3028 1.3028 1.3028 1.3022
S1 1.2996 1.2996 1.3017 1.2983
S2 1.2970 1.2970 1.3011
S3 1.2912 1.2938 1.3006
S4 1.2854 1.2880 1.2990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3060 1.3002 0.0058 0.4% 0.0022 0.2% 34% True True 9
10 1.3089 1.2945 0.0144 1.1% 0.0033 0.3% 53% False False 20
20 1.3089 1.2844 0.0245 1.9% 0.0027 0.2% 73% False False 29
40 1.3089 1.2844 0.0245 1.9% 0.0015 0.1% 73% False False 17
60 1.3257 1.2800 0.0457 3.5% 0.0013 0.1% 49% False False 12
80 1.3257 1.2800 0.0457 3.5% 0.0011 0.1% 49% False False 9
100 1.3257 1.2800 0.0457 3.5% 0.0009 0.1% 49% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3307
2.618 1.3212
1.618 1.3154
1.000 1.3118
0.618 1.3096
HIGH 1.3060
0.618 1.3038
0.500 1.3031
0.382 1.3024
LOW 1.3002
0.618 1.2966
1.000 1.2944
1.618 1.2908
2.618 1.2850
4.250 1.2756
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 1.3031 1.3031
PP 1.3028 1.3028
S1 1.3025 1.3025

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

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