CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 1.2568 1.2589 0.0021 0.2% 1.2680
High 1.2636 1.2616 -0.0020 -0.2% 1.2724
Low 1.2547 1.2535 -0.0012 -0.1% 1.2423
Close 1.2598 1.2554 -0.0044 -0.3% 1.2444
Range 0.0089 0.0081 -0.0008 -9.0% 0.0301
ATR 0.0103 0.0101 -0.0002 -1.5% 0.0000
Volume 68,065 56,384 -11,681 -17.2% 368,116
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2811 1.2764 1.2599
R3 1.2730 1.2683 1.2576
R2 1.2649 1.2649 1.2569
R1 1.2602 1.2602 1.2561 1.2585
PP 1.2568 1.2568 1.2568 1.2560
S1 1.2521 1.2521 1.2547 1.2504
S2 1.2487 1.2487 1.2539
S3 1.2406 1.2440 1.2532
S4 1.2325 1.2359 1.2509
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 1.2636 1.2416 0.0220 1.8% 0.0119 0.9% 63% False False 73,906
10 1.2737 1.2416 0.0321 2.6% 0.0109 0.9% 43% False False 69,387
20 1.2895 1.2416 0.0479 3.8% 0.0107 0.9% 29% False False 40,834
40 1.2895 1.2416 0.0479 3.8% 0.0091 0.7% 29% False False 20,514
60 1.2895 1.2108 0.0787 6.3% 0.0086 0.7% 57% False False 13,696
80 1.2895 1.1915 0.0980 7.8% 0.0084 0.7% 65% False False 10,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0022
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2960
2.618 1.2828
1.618 1.2747
1.000 1.2697
0.618 1.2666
HIGH 1.2616
0.618 1.2585
0.500 1.2576
0.382 1.2566
LOW 1.2535
0.618 1.2485
1.000 1.2454
1.618 1.2404
2.618 1.2323
4.250 1.2191
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 1.2576 1.2545
PP 1.2568 1.2535
S1 1.2561 1.2526

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

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