CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 1.2580 1.2601 0.0021 0.2% 1.2528
High 1.2636 1.2647 0.0011 0.1% 1.2624
Low 1.2575 1.2542 -0.0033 -0.3% 1.2492
Close 1.2602 1.2565 -0.0037 -0.3% 1.2566
Range 0.0061 0.0105 0.0044 72.1% 0.0132
ATR 0.0096 0.0096 0.0001 0.7% 0.0000
Volume 56,760 75,919 19,159 33.8% 154,067
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2900 1.2837 1.2623
R3 1.2795 1.2732 1.2594
R2 1.2690 1.2690 1.2584
R1 1.2627 1.2627 1.2575 1.2606
PP 1.2585 1.2585 1.2585 1.2574
S1 1.2522 1.2522 1.2555 1.2501
S2 1.2480 1.2480 1.2546
S3 1.2375 1.2417 1.2536
S4 1.2270 1.2312 1.2507
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2957 1.2893 1.2639
R3 1.2825 1.2761 1.2602
R2 1.2693 1.2693 1.2590
R1 1.2629 1.2629 1.2578 1.2661
PP 1.2561 1.2561 1.2561 1.2577
S1 1.2497 1.2497 1.2554 1.2529
S2 1.2429 1.2429 1.2542
S3 1.2297 1.2365 1.2530
S4 1.2165 1.2233 1.2493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2647 1.2492 0.0155 1.2% 0.0085 0.7% 47% True False 52,129
10 1.2653 1.2492 0.0161 1.3% 0.0092 0.7% 45% False False 56,379
20 1.2737 1.2416 0.0321 2.6% 0.0100 0.8% 46% False False 62,573
40 1.2895 1.2416 0.0479 3.8% 0.0097 0.8% 31% False False 33,168
60 1.2895 1.2252 0.0643 5.1% 0.0088 0.7% 49% False False 22,145
80 1.2895 1.1927 0.0968 7.7% 0.0090 0.7% 66% False False 16,622
100 1.2895 1.1915 0.0980 7.8% 0.0080 0.6% 66% False False 13,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3093
2.618 1.2922
1.618 1.2817
1.000 1.2752
0.618 1.2712
HIGH 1.2647
0.618 1.2607
0.500 1.2595
0.382 1.2582
LOW 1.2542
0.618 1.2477
1.000 1.2437
1.618 1.2372
2.618 1.2267
4.250 1.2096
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 1.2595 1.2595
PP 1.2585 1.2585
S1 1.2575 1.2575

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

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