CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 1.2274 1.2396 0.0122 1.0% 1.2057
High 1.2409 1.2420 0.0011 0.1% 1.2272
Low 1.2225 1.2335 0.0110 0.9% 1.2011
Close 1.2389 1.2368 -0.0021 -0.2% 1.2149
Range 0.0184 0.0085 -0.0099 -53.8% 0.0261
ATR 0.0136 0.0133 -0.0004 -2.7% 0.0000
Volume 106,325 81,059 -25,266 -23.8% 395,198
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2629 1.2584 1.2415
R3 1.2544 1.2499 1.2391
R2 1.2459 1.2459 1.2384
R1 1.2414 1.2414 1.2376 1.2394
PP 1.2374 1.2374 1.2374 1.2365
S1 1.2329 1.2329 1.2360 1.2309
S2 1.2289 1.2289 1.2352
S3 1.2204 1.2244 1.2345
S4 1.2119 1.2159 1.2321
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2927 1.2799 1.2293
R3 1.2666 1.2538 1.2221
R2 1.2405 1.2405 1.2197
R1 1.2277 1.2277 1.2173 1.2341
PP 1.2144 1.2144 1.2144 1.2176
S1 1.2016 1.2016 1.2125 1.2080
S2 1.1883 1.1883 1.2101
S3 1.1622 1.1755 1.2077
S4 1.1361 1.1494 1.2005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2420 1.2058 0.0362 2.9% 0.0114 0.9% 86% True False 83,904
10 1.2420 1.2011 0.0409 3.3% 0.0140 1.1% 87% True False 94,220
20 1.2420 1.1889 0.0531 4.3% 0.0128 1.0% 90% True False 89,448
40 1.2926 1.1889 0.1037 8.4% 0.0123 1.0% 46% False False 47,991
60 1.3174 1.1889 0.1285 10.4% 0.0104 0.8% 37% False False 32,050
80 1.3174 1.1889 0.1285 10.4% 0.0085 0.7% 37% False False 24,045
100 1.3174 1.1889 0.1285 10.4% 0.0069 0.6% 37% False False 19,237
120 1.3257 1.1889 0.1368 11.1% 0.0059 0.5% 35% False False 16,031
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2781
2.618 1.2643
1.618 1.2558
1.000 1.2505
0.618 1.2473
HIGH 1.2420
0.618 1.2388
0.500 1.2378
0.382 1.2367
LOW 1.2335
0.618 1.2282
1.000 1.2250
1.618 1.2197
2.618 1.2112
4.250 1.1974
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 1.2378 1.2353
PP 1.2374 1.2338
S1 1.2371 1.2323

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

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