CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 1.2887 1.2926 0.0039 0.3% 1.3060
High 1.2938 1.2926 -0.0012 -0.1% 1.3084
Low 1.2884 1.2753 -0.0131 -1.0% 1.2878
Close 1.2899 1.2760 -0.0139 -1.1% 1.2906
Range 0.0054 0.0173 0.0119 220.4% 0.0206
ATR 0.0061 0.0069 0.0008 13.1% 0.0000
Volume 322 131 -191 -59.3% 1,545
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3332 1.3219 1.2855
R3 1.3159 1.3046 1.2808
R2 1.2986 1.2986 1.2792
R1 1.2873 1.2873 1.2776 1.2843
PP 1.2813 1.2813 1.2813 1.2798
S1 1.2700 1.2700 1.2744 1.2670
S2 1.2640 1.2640 1.2728
S3 1.2467 1.2527 1.2712
S4 1.2294 1.2354 1.2665
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3574 1.3446 1.3019
R3 1.3368 1.3240 1.2963
R2 1.3162 1.3162 1.2944
R1 1.3034 1.3034 1.2925 1.2995
PP 1.2956 1.2956 1.2956 1.2937
S1 1.2828 1.2828 1.2887 1.2789
S2 1.2750 1.2750 1.2868
S3 1.2544 1.2622 1.2849
S4 1.2338 1.2416 1.2793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3043 1.2753 0.0290 2.3% 0.0085 0.7% 2% False True 361
10 1.3174 1.2753 0.0421 3.3% 0.0067 0.5% 2% False True 231
20 1.3174 1.2753 0.0421 3.3% 0.0072 0.6% 2% False True 171
40 1.3174 1.2753 0.0421 3.3% 0.0051 0.4% 2% False True 102
60 1.3174 1.2753 0.0421 3.3% 0.0035 0.3% 2% False True 70
80 1.3257 1.2753 0.0504 3.9% 0.0029 0.2% 1% False True 53
100 1.3257 1.2753 0.0504 3.9% 0.0023 0.2% 1% False True 43
120 1.3257 1.2753 0.0504 3.9% 0.0020 0.2% 1% False True 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 138 trading days
Fibonacci Retracements and Extensions
4.250 1.3661
2.618 1.3379
1.618 1.3206
1.000 1.3099
0.618 1.3033
HIGH 1.2926
0.618 1.2860
0.500 1.2840
0.382 1.2819
LOW 1.2753
0.618 1.2646
1.000 1.2580
1.618 1.2473
2.618 1.2300
4.250 1.2018
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 1.2840 1.2846
PP 1.2813 1.2817
S1 1.2787 1.2789

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

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