CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 1.2360 1.2443 0.0083 0.7% 1.2270
High 1.2458 1.2456 -0.0002 0.0% 1.2420
Low 1.2353 1.2363 0.0010 0.1% 1.2225
Close 1.2430 1.2383 -0.0047 -0.4% 1.2336
Range 0.0105 0.0093 -0.0012 -11.4% 0.0195
ATR 0.0123 0.0121 -0.0002 -1.7% 0.0000
Volume 89,296 73,379 -15,917 -17.8% 386,363
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2680 1.2624 1.2434
R3 1.2587 1.2531 1.2409
R2 1.2494 1.2494 1.2400
R1 1.2438 1.2438 1.2392 1.2420
PP 1.2401 1.2401 1.2401 1.2391
S1 1.2345 1.2345 1.2374 1.2327
S2 1.2308 1.2308 1.2366
S3 1.2215 1.2252 1.2357
S4 1.2122 1.2159 1.2332
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2912 1.2819 1.2443
R3 1.2717 1.2624 1.2390
R2 1.2522 1.2522 1.2372
R1 1.2429 1.2429 1.2354 1.2476
PP 1.2327 1.2327 1.2327 1.2350
S1 1.2234 1.2234 1.2318 1.2281
S2 1.2132 1.2132 1.2300
S3 1.1937 1.2039 1.2282
S4 1.1742 1.1844 1.2229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2458 1.2322 0.0136 1.1% 0.0081 0.7% 45% False False 77,906
10 1.2458 1.2057 0.0401 3.2% 0.0110 0.9% 81% False False 82,767
20 1.2458 1.1900 0.0558 4.5% 0.0121 1.0% 87% False False 90,564
40 1.2612 1.1889 0.0723 5.8% 0.0121 1.0% 68% False False 55,666
60 1.3174 1.1889 0.1285 10.4% 0.0106 0.9% 38% False False 37,188
80 1.3174 1.1889 0.1285 10.4% 0.0089 0.7% 38% False False 27,897
100 1.3174 1.1889 0.1285 10.4% 0.0072 0.6% 38% False False 22,322
120 1.3257 1.1889 0.1368 11.0% 0.0061 0.5% 36% False False 18,602
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2851
2.618 1.2699
1.618 1.2606
1.000 1.2549
0.618 1.2513
HIGH 1.2456
0.618 1.2420
0.500 1.2410
0.382 1.2399
LOW 1.2363
0.618 1.2306
1.000 1.2270
1.618 1.2213
2.618 1.2120
4.250 1.1968
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 1.2410 1.2390
PP 1.2401 1.2388
S1 1.2392 1.2385

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

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