CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 1.2539 1.2479 -0.0060 -0.5% 1.2564
High 1.2543 1.2481 -0.0062 -0.5% 1.2600
Low 1.2470 1.2435 -0.0035 -0.3% 1.2507
Close 1.2473 1.2473 0.0000 0.0% 1.2536
Range 0.0073 0.0046 -0.0027 -37.0% 0.0093
ATR 0.0079 0.0076 -0.0002 -3.0% 0.0000
Volume 125 107 -18 -14.4% 912
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 1.2601 1.2583 1.2498
R3 1.2555 1.2537 1.2486
R2 1.2509 1.2509 1.2481
R1 1.2491 1.2491 1.2477 1.2477
PP 1.2463 1.2463 1.2463 1.2456
S1 1.2445 1.2445 1.2469 1.2431
S2 1.2417 1.2417 1.2465
S3 1.2371 1.2399 1.2460
S4 1.2325 1.2353 1.2448
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.2827 1.2774 1.2587
R3 1.2734 1.2681 1.2562
R2 1.2641 1.2641 1.2553
R1 1.2588 1.2588 1.2545 1.2568
PP 1.2548 1.2548 1.2548 1.2538
S1 1.2495 1.2495 1.2527 1.2475
S2 1.2455 1.2455 1.2519
S3 1.2362 1.2402 1.2510
S4 1.2269 1.2309 1.2485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2573 1.2435 0.0138 1.1% 0.0056 0.4% 28% False True 139
10 1.2600 1.2435 0.0165 1.3% 0.0062 0.5% 23% False True 138
20 1.2600 1.2252 0.0348 2.8% 0.0069 0.6% 64% False False 102
40 1.2600 1.2015 0.0585 4.7% 0.0083 0.7% 78% False False 81
60 1.2600 1.1915 0.0685 5.5% 0.0069 0.6% 81% False False 58
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2677
2.618 1.2601
1.618 1.2555
1.000 1.2527
0.618 1.2509
HIGH 1.2481
0.618 1.2463
0.500 1.2458
0.382 1.2453
LOW 1.2435
0.618 1.2407
1.000 1.2389
1.618 1.2361
2.618 1.2315
4.250 1.2240
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 1.2468 1.2498
PP 1.2463 1.2489
S1 1.2458 1.2481

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

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