CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 1.2437 1.2568 0.0131 1.1% 1.2680
High 1.2602 1.2636 0.0034 0.3% 1.2724
Low 1.2416 1.2547 0.0131 1.1% 1.2423
Close 1.2564 1.2598 0.0034 0.3% 1.2444
Range 0.0186 0.0089 -0.0097 -52.2% 0.0301
ATR 0.0104 0.0103 -0.0001 -1.0% 0.0000
Volume 78,977 68,065 -10,912 -13.8% 368,116
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2861 1.2818 1.2647
R3 1.2772 1.2729 1.2622
R2 1.2683 1.2683 1.2614
R1 1.2640 1.2640 1.2606 1.2662
PP 1.2594 1.2594 1.2594 1.2604
S1 1.2551 1.2551 1.2590 1.2573
S2 1.2505 1.2505 1.2582
S3 1.2416 1.2462 1.2574
S4 1.2327 1.2373 1.2549
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% 0.0132 1.0% 63% False False 81,250
10 1.2737 1.2416 0.0321 2.5% 0.0108 0.9% 57% False False 68,768
20 1.2895 1.2416 0.0479 3.8% 0.0108 0.9% 38% False False 38,042
40 1.2895 1.2416 0.0479 3.8% 0.0091 0.7% 38% False False 19,110
60 1.2895 1.2071 0.0824 6.5% 0.0087 0.7% 64% False False 12,757
80 1.2895 1.1915 0.0980 7.8% 0.0084 0.7% 70% False False 9,576
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3014
2.618 1.2869
1.618 1.2780
1.000 1.2725
0.618 1.2691
HIGH 1.2636
0.618 1.2602
0.500 1.2592
0.382 1.2581
LOW 1.2547
0.618 1.2492
1.000 1.2458
1.618 1.2403
2.618 1.2314
4.250 1.2169
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 1.2596 1.2574
PP 1.2594 1.2550
S1 1.2592 1.2526

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

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