CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 1.2476 1.2437 -0.0039 -0.3% 1.2680
High 1.2512 1.2602 0.0090 0.7% 1.2724
Low 1.2423 1.2416 -0.0007 -0.1% 1.2423
Close 1.2444 1.2564 0.0120 1.0% 1.2444
Range 0.0089 0.0186 0.0097 109.0% 0.0301
ATR 0.0097 0.0104 0.0006 6.5% 0.0000
Volume 64,158 78,977 14,819 23.1% 368,116
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3085 1.3011 1.2666
R3 1.2899 1.2825 1.2615
R2 1.2713 1.2713 1.2598
R1 1.2639 1.2639 1.2581 1.2676
PP 1.2527 1.2527 1.2527 1.2546
S1 1.2453 1.2453 1.2547 1.2490
S2 1.2341 1.2341 1.2530
S3 1.2155 1.2267 1.2513
S4 1.1969 1.2081 1.2462
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3433 1.3240 1.2610
R3 1.3132 1.2939 1.2527
R2 1.2831 1.2831 1.2499
R1 1.2638 1.2638 1.2472 1.2584
PP 1.2530 1.2530 1.2530 1.2504
S1 1.2337 1.2337 1.2416 1.2283
S2 1.2229 1.2229 1.2389
S3 1.1928 1.2036 1.2361
S4 1.1627 1.1735 1.2278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2705 1.2416 0.0289 2.3% 0.0123 1.0% 51% False True 77,268
10 1.2737 1.2416 0.0321 2.6% 0.0107 0.9% 46% False True 64,289
20 1.2895 1.2416 0.0479 3.8% 0.0107 0.8% 31% False True 34,650
40 1.2895 1.2416 0.0479 3.8% 0.0091 0.7% 31% False True 17,410
60 1.2895 1.2033 0.0862 6.9% 0.0089 0.7% 62% False False 11,624
80 1.2895 1.1915 0.0980 7.8% 0.0083 0.7% 66% False False 8,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.3393
2.618 1.3089
1.618 1.2903
1.000 1.2788
0.618 1.2717
HIGH 1.2602
0.618 1.2531
0.500 1.2509
0.382 1.2487
LOW 1.2416
0.618 1.2301
1.000 1.2230
1.618 1.2115
2.618 1.1929
4.250 1.1626
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 1.2546 1.2547
PP 1.2527 1.2530
S1 1.2509 1.2513

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

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