CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 1.2310 1.2263 -0.0047 -0.4% 1.2360
High 1.2327 1.2283 -0.0044 -0.4% 1.2458
Low 1.2240 1.2233 -0.0007 -0.1% 1.2233
Close 1.2283 1.2263 -0.0020 -0.2% 1.2263
Range 0.0087 0.0050 -0.0037 -42.5% 0.0225
ATR 0.0118 0.0113 -0.0005 -4.1% 0.0000
Volume 80,129 52,531 -27,598 -34.4% 368,118
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2410 1.2386 1.2291
R3 1.2360 1.2336 1.2277
R2 1.2310 1.2310 1.2272
R1 1.2286 1.2286 1.2268 1.2288
PP 1.2260 1.2260 1.2260 1.2261
S1 1.2236 1.2236 1.2258 1.2238
S2 1.2210 1.2210 1.2254
S3 1.2160 1.2186 1.2249
S4 1.2110 1.2136 1.2236
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2993 1.2853 1.2387
R3 1.2768 1.2628 1.2325
R2 1.2543 1.2543 1.2304
R1 1.2403 1.2403 1.2284 1.2361
PP 1.2318 1.2318 1.2318 1.2297
S1 1.2178 1.2178 1.2242 1.2136
S2 1.2093 1.2093 1.2222
S3 1.1868 1.1953 1.2201
S4 1.1643 1.1728 1.2139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2458 1.2233 0.0225 1.8% 0.0090 0.7% 13% False True 73,623
10 1.2458 1.2225 0.0233 1.9% 0.0092 0.7% 16% False False 75,448
20 1.2458 1.2000 0.0458 3.7% 0.0115 0.9% 57% False False 86,557
40 1.2523 1.1889 0.0634 5.2% 0.0121 1.0% 59% False False 60,765
60 1.3174 1.1889 0.1285 10.5% 0.0106 0.9% 29% False False 40,610
80 1.3174 1.1889 0.1285 10.5% 0.0090 0.7% 29% False False 30,465
100 1.3174 1.1889 0.1285 10.5% 0.0074 0.6% 29% False False 24,376
120 1.3257 1.1889 0.1368 11.2% 0.0063 0.5% 27% False False 20,314
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 1.2496
2.618 1.2414
1.618 1.2364
1.000 1.2333
0.618 1.2314
HIGH 1.2283
0.618 1.2264
0.500 1.2258
0.382 1.2252
LOW 1.2233
0.618 1.2202
1.000 1.2183
1.618 1.2152
2.618 1.2102
4.250 1.2021
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 1.2261 1.2308
PP 1.2260 1.2293
S1 1.2258 1.2278

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

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