CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 1.3054 1.3112 0.0058 0.4% 1.3004
High 1.3133 1.3154 0.0021 0.2% 1.3072
Low 1.3052 1.3110 0.0058 0.4% 1.2801
Close 1.3131 1.3150 0.0019 0.1% 1.3059
Range 0.0081 0.0044 -0.0037 -45.7% 0.0271
ATR 0.0063 0.0062 -0.0001 -2.2% 0.0000
Volume 285 368 83 29.1% 321
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3270 1.3254 1.3174
R3 1.3226 1.3210 1.3162
R2 1.3182 1.3182 1.3158
R1 1.3166 1.3166 1.3154 1.3174
PP 1.3138 1.3138 1.3138 1.3142
S1 1.3122 1.3122 1.3146 1.3130
S2 1.3094 1.3094 1.3142
S3 1.3050 1.3078 1.3138
S4 1.3006 1.3034 1.3126
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3790 1.3696 1.3208
R3 1.3519 1.3425 1.3134
R2 1.3248 1.3248 1.3109
R1 1.3154 1.3154 1.3084 1.3201
PP 1.2977 1.2977 1.2977 1.3001
S1 1.2883 1.2883 1.3034 1.2930
S2 1.2706 1.2706 1.3009
S3 1.2435 1.2612 1.2984
S4 1.2164 1.2341 1.2910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3154 1.2801 0.0353 2.7% 0.0092 0.7% 99% True False 184
10 1.3154 1.2801 0.0353 2.7% 0.0078 0.6% 99% True False 111
20 1.3154 1.2801 0.0353 2.7% 0.0054 0.4% 99% True False 70
40 1.3154 1.2801 0.0353 2.7% 0.0036 0.3% 99% True False 47
60 1.3154 1.2801 0.0353 2.7% 0.0025 0.2% 99% True False 31
80 1.3257 1.2800 0.0457 3.5% 0.0020 0.2% 77% False False 24
100 1.3257 1.2800 0.0457 3.5% 0.0017 0.1% 77% False False 20
120 1.3257 1.2800 0.0457 3.5% 0.0015 0.1% 77% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3341
2.618 1.3269
1.618 1.3225
1.000 1.3198
0.618 1.3181
HIGH 1.3154
0.618 1.3137
0.500 1.3132
0.382 1.3127
LOW 1.3110
0.618 1.3083
1.000 1.3066
1.618 1.3039
2.618 1.2995
4.250 1.2923
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 1.3144 1.3113
PP 1.3138 1.3076
S1 1.3132 1.3040

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

View Archives - Comment on this page... - Back to Index of Symbols