CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 1.2753 1.2730 -0.0023 -0.2% 1.2728
High 1.2779 1.2799 0.0020 0.2% 1.2803
Low 1.2693 1.2720 0.0027 0.2% 1.2693
Close 1.2730 1.2785 0.0055 0.4% 1.2785
Range 0.0086 0.0079 -0.0007 -8.1% 0.0110
ATR 0.0083 0.0083 0.0000 -0.3% 0.0000
Volume 74,902 70,324 -4,578 -6.1% 348,327
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3005 1.2974 1.2828
R3 1.2926 1.2895 1.2807
R2 1.2847 1.2847 1.2799
R1 1.2816 1.2816 1.2792 1.2832
PP 1.2768 1.2768 1.2768 1.2776
S1 1.2737 1.2737 1.2778 1.2753
S2 1.2689 1.2689 1.2771
S3 1.2610 1.2658 1.2763
S4 1.2531 1.2579 1.2742
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3090 1.3048 1.2846
R3 1.2980 1.2938 1.2815
R2 1.2870 1.2870 1.2805
R1 1.2828 1.2828 1.2795 1.2849
PP 1.2760 1.2760 1.2760 1.2771
S1 1.2718 1.2718 1.2775 1.2739
S2 1.2650 1.2650 1.2765
S3 1.2540 1.2608 1.2755
S4 1.2430 1.2498 1.2725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2803 1.2693 0.0110 0.9% 0.0083 0.6% 84% False False 69,665
10 1.2842 1.2693 0.0149 1.2% 0.0081 0.6% 62% False False 73,458
20 1.2854 1.2624 0.0230 1.8% 0.0076 0.6% 70% False False 69,226
40 1.2854 1.2416 0.0438 3.4% 0.0090 0.7% 84% False False 66,765
60 1.2895 1.2416 0.0479 3.7% 0.0091 0.7% 77% False False 47,255
80 1.2895 1.2252 0.0643 5.0% 0.0086 0.7% 83% False False 35,467
100 1.2895 1.2015 0.0880 6.9% 0.0088 0.7% 88% False False 28,385
120 1.2895 1.1915 0.0980 7.7% 0.0080 0.6% 89% False False 23,656
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3135
2.618 1.3006
1.618 1.2927
1.000 1.2878
0.618 1.2848
HIGH 1.2799
0.618 1.2769
0.500 1.2760
0.382 1.2750
LOW 1.2720
0.618 1.2671
1.000 1.2641
1.618 1.2592
2.618 1.2513
4.250 1.2384
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 1.2777 1.2772
PP 1.2768 1.2759
S1 1.2760 1.2746

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

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