CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 1.2316 1.2380 0.0064 0.5% 1.2386
High 1.2363 1.2386 0.0023 0.2% 1.2463
Low 1.2316 1.2320 0.0004 0.0% 1.2252
Close 1.2345 1.2327 -0.0018 -0.1% 1.2278
Range 0.0047 0.0066 0.0019 40.4% 0.0211
ATR 0.0094 0.0092 -0.0002 -2.1% 0.0000
Volume 25 29 4 16.0% 267
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2542 1.2501 1.2363
R3 1.2476 1.2435 1.2345
R2 1.2410 1.2410 1.2339
R1 1.2369 1.2369 1.2333 1.2357
PP 1.2344 1.2344 1.2344 1.2338
S1 1.2303 1.2303 1.2321 1.2291
S2 1.2278 1.2278 1.2315
S3 1.2212 1.2237 1.2309
S4 1.2146 1.2171 1.2291
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2964 1.2832 1.2394
R3 1.2753 1.2621 1.2336
R2 1.2542 1.2542 1.2317
R1 1.2410 1.2410 1.2297 1.2371
PP 1.2331 1.2331 1.2331 1.2311
S1 1.2199 1.2199 1.2259 1.2160
S2 1.2120 1.2120 1.2239
S3 1.1909 1.1988 1.2220
S4 1.1698 1.1777 1.2162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2386 1.2252 0.0134 1.1% 0.0051 0.4% 56% True False 47
10 1.2463 1.2252 0.0211 1.7% 0.0055 0.4% 36% False False 50
20 1.2463 1.2033 0.0430 3.5% 0.0086 0.7% 68% False False 57
40 1.2501 1.1915 0.0586 4.8% 0.0071 0.6% 70% False False 39
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 True
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2667
2.618 1.2559
1.618 1.2493
1.000 1.2452
0.618 1.2427
HIGH 1.2386
0.618 1.2361
0.500 1.2353
0.382 1.2345
LOW 1.2320
0.618 1.2279
1.000 1.2254
1.618 1.2213
2.618 1.2147
4.250 1.2040
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 1.2353 1.2324
PP 1.2344 1.2322
S1 1.2336 1.2319

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

View Archives - Comment on this page... - Back to Index of Symbols