CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 1.2479 1.2468 -0.0011 -0.1% 1.2564
High 1.2481 1.2650 0.0169 1.4% 1.2600
Low 1.2435 1.2460 0.0025 0.2% 1.2507
Close 1.2473 1.2633 0.0160 1.3% 1.2536
Range 0.0046 0.0190 0.0144 313.0% 0.0093
ATR 0.0076 0.0085 0.0008 10.6% 0.0000
Volume 107 165 58 54.2% 912
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 1.3151 1.3082 1.2738
R3 1.2961 1.2892 1.2685
R2 1.2771 1.2771 1.2668
R1 1.2702 1.2702 1.2650 1.2737
PP 1.2581 1.2581 1.2581 1.2598
S1 1.2512 1.2512 1.2616 1.2547
S2 1.2391 1.2391 1.2598
S3 1.2201 1.2322 1.2581
S4 1.2011 1.2132 1.2529
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 1.2650 1.2435 0.0215 1.7% 0.0083 0.7% 92% True False 113
10 1.2650 1.2435 0.0215 1.7% 0.0075 0.6% 92% True False 145
20 1.2650 1.2252 0.0398 3.2% 0.0076 0.6% 96% True False 108
40 1.2650 1.2015 0.0635 5.0% 0.0084 0.7% 97% True False 85
60 1.2650 1.1915 0.0735 5.8% 0.0072 0.6% 98% True False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.3458
2.618 1.3147
1.618 1.2957
1.000 1.2840
0.618 1.2767
HIGH 1.2650
0.618 1.2577
0.500 1.2555
0.382 1.2533
LOW 1.2460
0.618 1.2343
1.000 1.2270
1.618 1.2153
2.618 1.1963
4.250 1.1653
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 1.2607 1.2603
PP 1.2581 1.2573
S1 1.2555 1.2543

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

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