CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 1.2553 1.2620 0.0067 0.5% 1.2561
High 1.2641 1.2665 0.0024 0.2% 1.2665
Low 1.2514 1.2604 0.0090 0.7% 1.2514
Close 1.2619 1.2624 0.0005 0.0% 1.2624
Range 0.0127 0.0061 -0.0066 -52.0% 0.0151
ATR 0.0099 0.0096 -0.0003 -2.7% 0.0000
Volume 76,152 48,145 -28,007 -36.8% 303,002
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2814 1.2780 1.2658
R3 1.2753 1.2719 1.2641
R2 1.2692 1.2692 1.2635
R1 1.2658 1.2658 1.2630 1.2675
PP 1.2631 1.2631 1.2631 1.2640
S1 1.2597 1.2597 1.2618 1.2614
S2 1.2570 1.2570 1.2613
S3 1.2509 1.2536 1.2607
S4 1.2448 1.2475 1.2590
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3054 1.2990 1.2707
R3 1.2903 1.2839 1.2666
R2 1.2752 1.2752 1.2652
R1 1.2688 1.2688 1.2638 1.2720
PP 1.2601 1.2601 1.2601 1.2617
S1 1.2537 1.2537 1.2610 1.2569
S2 1.2450 1.2450 1.2596
S3 1.2299 1.2386 1.2582
S4 1.2148 1.2235 1.2541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2665 1.2514 0.0151 1.2% 0.0082 0.6% 73% True False 60,600
10 1.2665 1.2492 0.0173 1.4% 0.0094 0.7% 76% True False 56,704
20 1.2737 1.2416 0.0321 2.5% 0.0103 0.8% 65% False False 64,304
40 1.2895 1.2416 0.0479 3.8% 0.0099 0.8% 43% False False 36,269
60 1.2895 1.2252 0.0643 5.1% 0.0089 0.7% 58% False False 24,213
80 1.2895 1.2015 0.0880 7.0% 0.0091 0.7% 69% False False 18,175
100 1.2895 1.1915 0.0980 7.8% 0.0081 0.6% 72% False False 14,542
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2924
2.618 1.2825
1.618 1.2764
1.000 1.2726
0.618 1.2703
HIGH 1.2665
0.618 1.2642
0.500 1.2635
0.382 1.2627
LOW 1.2604
0.618 1.2566
1.000 1.2543
1.618 1.2505
2.618 1.2444
4.250 1.2345
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 1.2635 1.2613
PP 1.2631 1.2601
S1 1.2628 1.2590

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

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