CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 1.2578 1.2604 0.0026 0.2% 1.2812
High 1.2627 1.2649 0.0022 0.2% 1.2842
Low 1.2555 1.2598 0.0043 0.3% 1.2547
Close 1.2621 1.2630 0.0009 0.1% 1.2599
Range 0.0072 0.0051 -0.0021 -29.2% 0.0295
ATR 0.0092 0.0089 -0.0003 -3.2% 0.0000
Volume 50,194 39,487 -10,707 -21.3% 27,054
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2779 1.2755 1.2658
R3 1.2728 1.2704 1.2644
R2 1.2677 1.2677 1.2639
R1 1.2653 1.2653 1.2635 1.2665
PP 1.2626 1.2626 1.2626 1.2632
S1 1.2602 1.2602 1.2625 1.2614
S2 1.2575 1.2575 1.2621
S3 1.2524 1.2551 1.2616
S4 1.2473 1.2500 1.2602
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 1.2555 0.0100 0.8% 0.0073 0.6% 75% False False 28,698
10 1.2895 1.2547 0.0348 2.8% 0.0096 0.8% 24% False False 16,170
20 1.2895 1.2460 0.0435 3.4% 0.0095 0.8% 39% False False 8,234
40 1.2895 1.2252 0.0643 5.1% 0.0082 0.6% 59% False False 4,168
60 1.2895 1.2015 0.0880 7.0% 0.0087 0.7% 70% False False 2,799
80 1.2895 1.1915 0.0980 7.8% 0.0076 0.6% 73% False False 2,102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0028
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2866
2.618 1.2783
1.618 1.2732
1.000 1.2700
0.618 1.2681
HIGH 1.2649
0.618 1.2630
0.500 1.2624
0.382 1.2617
LOW 1.2598
0.618 1.2566
1.000 1.2547
1.618 1.2515
2.618 1.2464
4.250 1.2381
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 1.2628 1.2621
PP 1.2626 1.2611
S1 1.2624 1.2602

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

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