CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 1.2579 1.2598 0.0019 0.2% 1.2808
High 1.2602 1.2633 0.0031 0.2% 1.2825
Low 1.2544 1.2548 0.0004 0.0% 1.2532
Close 1.2586 1.2579 -0.0007 -0.1% 1.2584
Range 0.0058 0.0085 0.0027 46.6% 0.0293
ATR 0.0100 0.0099 -0.0001 -1.1% 0.0000
Volume 73,947 71,417 -2,530 -3.4% 423,063
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2842 1.2795 1.2626
R3 1.2757 1.2710 1.2602
R2 1.2672 1.2672 1.2595
R1 1.2625 1.2625 1.2587 1.2606
PP 1.2587 1.2587 1.2587 1.2577
S1 1.2540 1.2540 1.2571 1.2521
S2 1.2502 1.2502 1.2563
S3 1.2417 1.2455 1.2556
S4 1.2332 1.2370 1.2532
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3526 1.3348 1.2745
R3 1.3233 1.3055 1.2665
R2 1.2940 1.2940 1.2638
R1 1.2762 1.2762 1.2611 1.2705
PP 1.2647 1.2647 1.2647 1.2618
S1 1.2469 1.2469 1.2557 1.2412
S2 1.2354 1.2354 1.2530
S3 1.2061 1.2176 1.2503
S4 1.1768 1.1883 1.2423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2721 1.2532 0.0189 1.5% 0.0091 0.7% 25% False False 84,155
10 1.2881 1.2532 0.0349 2.8% 0.0111 0.9% 13% False False 96,717
20 1.2881 1.2416 0.0465 3.7% 0.0101 0.8% 35% False False 90,923
40 1.2881 1.2233 0.0648 5.2% 0.0095 0.8% 53% False False 82,267
60 1.2881 1.1900 0.0981 7.8% 0.0103 0.8% 69% False False 85,142
80 1.2881 1.1889 0.0992 7.9% 0.0108 0.9% 70% False False 68,054
100 1.3174 1.1889 0.1285 10.2% 0.0101 0.8% 54% False False 54,486
120 1.3174 1.1889 0.1285 10.2% 0.0090 0.7% 54% False False 45,410
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2994
2.618 1.2856
1.618 1.2771
1.000 1.2718
0.618 1.2686
HIGH 1.2633
0.618 1.2601
0.500 1.2591
0.382 1.2580
LOW 1.2548
0.618 1.2495
1.000 1.2463
1.618 1.2410
2.618 1.2325
4.250 1.2187
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 1.2591 1.2591
PP 1.2587 1.2587
S1 1.2583 1.2583

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

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