CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 1.2531 1.2489 -0.0042 -0.3% 1.2263
High 1.2561 1.2496 -0.0065 -0.5% 1.2473
Low 1.2457 1.2409 -0.0048 -0.4% 1.2245
Close 1.2472 1.2480 0.0008 0.1% 1.2445
Range 0.0104 0.0087 -0.0017 -16.3% 0.0228
ATR 0.0114 0.0112 -0.0002 -1.7% 0.0000
Volume 64,607 73,281 8,674 13.4% 433,807
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 1.2723 1.2688 1.2528
R3 1.2636 1.2601 1.2504
R2 1.2549 1.2549 1.2496
R1 1.2514 1.2514 1.2488 1.2488
PP 1.2462 1.2462 1.2462 1.2449
S1 1.2427 1.2427 1.2472 1.2401
S2 1.2375 1.2375 1.2464
S3 1.2288 1.2340 1.2456
S4 1.2201 1.2253 1.2432
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3072 1.2986 1.2570
R3 1.2844 1.2758 1.2508
R2 1.2616 1.2616 1.2487
R1 1.2530 1.2530 1.2466 1.2573
PP 1.2388 1.2388 1.2388 1.2409
S1 1.2302 1.2302 1.2424 1.2345
S2 1.2160 1.2160 1.2403
S3 1.1932 1.2074 1.2382
S4 1.1704 1.1846 1.2320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2561 1.2283 0.0278 2.2% 0.0120 1.0% 71% False False 80,982
10 1.2561 1.2233 0.0328 2.6% 0.0102 0.8% 75% False False 77,624
20 1.2561 1.2058 0.0503 4.0% 0.0101 0.8% 84% False False 78,851
40 1.2561 1.1889 0.0672 5.4% 0.0115 0.9% 88% False False 76,447
60 1.3067 1.1889 0.1178 9.4% 0.0111 0.9% 50% False False 51,315
80 1.3174 1.1889 0.1285 10.3% 0.0098 0.8% 46% False False 38,507
100 1.3174 1.1889 0.1285 10.3% 0.0083 0.7% 46% False False 30,812
120 1.3174 1.1889 0.1285 10.3% 0.0069 0.6% 46% False False 25,677
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2866
2.618 1.2724
1.618 1.2637
1.000 1.2583
0.618 1.2550
HIGH 1.2496
0.618 1.2463
0.500 1.2453
0.382 1.2442
LOW 1.2409
0.618 1.2355
1.000 1.2322
1.618 1.2268
2.618 1.2181
4.250 1.2039
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 1.2471 1.2485
PP 1.2462 1.2483
S1 1.2453 1.2482

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

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