CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 1.2443 1.2371 -0.0072 -0.6% 1.2270
High 1.2456 1.2383 -0.0073 -0.6% 1.2420
Low 1.2363 1.2266 -0.0097 -0.8% 1.2225
Close 1.2383 1.2317 -0.0066 -0.5% 1.2336
Range 0.0093 0.0117 0.0024 25.8% 0.0195
ATR 0.0121 0.0120 0.0000 -0.2% 0.0000
Volume 73,379 72,783 -596 -0.8% 386,363
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2673 1.2612 1.2381
R3 1.2556 1.2495 1.2349
R2 1.2439 1.2439 1.2338
R1 1.2378 1.2378 1.2328 1.2350
PP 1.2322 1.2322 1.2322 1.2308
S1 1.2261 1.2261 1.2306 1.2233
S2 1.2205 1.2205 1.2296
S3 1.2088 1.2144 1.2285
S4 1.1971 1.2027 1.2253
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 1.2266 0.0192 1.6% 0.0087 0.7% 27% False True 76,251
10 1.2458 1.2058 0.0400 3.2% 0.0101 0.8% 65% False False 80,077
20 1.2458 1.1900 0.0558 4.5% 0.0123 1.0% 75% False False 90,925
40 1.2549 1.1889 0.0660 5.4% 0.0122 1.0% 65% False False 57,477
60 1.3174 1.1889 0.1285 10.4% 0.0107 0.9% 33% False False 38,400
80 1.3174 1.1889 0.1285 10.4% 0.0089 0.7% 33% False False 28,807
100 1.3174 1.1889 0.1285 10.4% 0.0073 0.6% 33% False False 23,049
120 1.3257 1.1889 0.1368 11.1% 0.0062 0.5% 31% False False 19,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2880
2.618 1.2689
1.618 1.2572
1.000 1.2500
0.618 1.2455
HIGH 1.2383
0.618 1.2338
0.500 1.2325
0.382 1.2311
LOW 1.2266
0.618 1.2194
1.000 1.2149
1.618 1.2077
2.618 1.1960
4.250 1.1769
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 1.2325 1.2362
PP 1.2322 1.2347
S1 1.2320 1.2332

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

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