CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 1.2612 1.2507 -0.0105 -0.8% 1.2515
High 1.2617 1.2627 0.0010 0.1% 1.2663
Low 1.2476 1.2483 0.0007 0.1% 1.2416
Close 1.2483 1.2589 0.0106 0.8% 1.2650
Range 0.0141 0.0144 0.0003 2.1% 0.0247
ATR 0.0096 0.0100 0.0003 3.5% 0.0000
Volume 91,776 90,664 -1,112 -1.2% 477,010
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 1.2998 1.2938 1.2668
R3 1.2854 1.2794 1.2629
R2 1.2710 1.2710 1.2615
R1 1.2650 1.2650 1.2602 1.2680
PP 1.2566 1.2566 1.2566 1.2582
S1 1.2506 1.2506 1.2576 1.2536
S2 1.2422 1.2422 1.2563
S3 1.2278 1.2362 1.2549
S4 1.2134 1.2218 1.2510
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3317 1.3231 1.2786
R3 1.3070 1.2984 1.2718
R2 1.2823 1.2823 1.2695
R1 1.2737 1.2737 1.2673 1.2780
PP 1.2576 1.2576 1.2576 1.2598
S1 1.2490 1.2490 1.2627 1.2533
S2 1.2329 1.2329 1.2605
S3 1.2082 1.2243 1.2582
S4 1.1835 1.1996 1.2514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2663 1.2442 0.0221 1.8% 0.0123 1.0% 67% False False 91,696
10 1.2663 1.2416 0.0247 2.0% 0.0094 0.7% 70% False False 85,949
20 1.2663 1.2283 0.0380 3.0% 0.0095 0.8% 81% False False 80,212
40 1.2663 1.2011 0.0652 5.2% 0.0104 0.8% 89% False False 82,476
60 1.2663 1.1889 0.0774 6.1% 0.0108 0.9% 90% False False 71,181
80 1.3174 1.1889 0.1285 10.2% 0.0103 0.8% 54% False False 53,487
100 1.3174 1.1889 0.1285 10.2% 0.0093 0.7% 54% False False 42,800
120 1.3174 1.1889 0.1285 10.2% 0.0080 0.6% 54% False False 35,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3239
2.618 1.3004
1.618 1.2860
1.000 1.2771
0.618 1.2716
HIGH 1.2627
0.618 1.2572
0.500 1.2555
0.382 1.2538
LOW 1.2483
0.618 1.2394
1.000 1.2339
1.618 1.2250
2.618 1.2106
4.250 1.1871
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 1.2578 1.2579
PP 1.2566 1.2569
S1 1.2555 1.2560

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

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