CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 1.2613 1.2578 -0.0035 -0.3% 1.2812
High 1.2646 1.2627 -0.0019 -0.2% 1.2842
Low 1.2564 1.2555 -0.0009 -0.1% 1.2547
Close 1.2594 1.2621 0.0027 0.2% 1.2599
Range 0.0082 0.0072 -0.0010 -12.2% 0.0295
ATR 0.0093 0.0092 -0.0002 -1.6% 0.0000
Volume 23,276 50,194 26,918 115.6% 27,054
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2817 1.2791 1.2661
R3 1.2745 1.2719 1.2641
R2 1.2673 1.2673 1.2634
R1 1.2647 1.2647 1.2628 1.2660
PP 1.2601 1.2601 1.2601 1.2608
S1 1.2575 1.2575 1.2614 1.2588
S2 1.2529 1.2529 1.2608
S3 1.2457 1.2503 1.2601
S4 1.2385 1.2431 1.2581
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3548 1.3368 1.2761
R3 1.3253 1.3073 1.2680
R2 1.2958 1.2958 1.2653
R1 1.2778 1.2778 1.2626 1.2721
PP 1.2663 1.2663 1.2663 1.2634
S1 1.2483 1.2483 1.2572 1.2426
S2 1.2368 1.2368 1.2545
S3 1.2073 1.2188 1.2518
S4 1.1778 1.1893 1.2437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2655 1.2547 0.0108 0.9% 0.0083 0.7% 69% False False 22,065
10 1.2895 1.2547 0.0348 2.8% 0.0105 0.8% 21% False False 12,282
20 1.2895 1.2435 0.0460 3.6% 0.0095 0.8% 40% False False 6,265
40 1.2895 1.2252 0.0643 5.1% 0.0083 0.7% 57% False False 3,183
60 1.2895 1.1927 0.0968 7.7% 0.0087 0.7% 72% False False 2,141
80 1.2895 1.1915 0.0980 7.8% 0.0075 0.6% 72% False False 1,609
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 0.0027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2933
2.618 1.2815
1.618 1.2743
1.000 1.2699
0.618 1.2671
HIGH 1.2627
0.618 1.2599
0.500 1.2591
0.382 1.2583
LOW 1.2555
0.618 1.2511
1.000 1.2483
1.618 1.2439
2.618 1.2367
4.250 1.2249
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 1.2611 1.2614
PP 1.2601 1.2607
S1 1.2591 1.2601

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

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