CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 1.2730 1.2774 0.0044 0.3% 1.2728
High 1.2799 1.2798 -0.0001 0.0% 1.2803
Low 1.2720 1.2762 0.0042 0.3% 1.2693
Close 1.2785 1.2765 -0.0020 -0.2% 1.2785
Range 0.0079 0.0036 -0.0043 -54.4% 0.0110
ATR 0.0083 0.0079 -0.0003 -4.0% 0.0000
Volume 70,324 50,562 -19,762 -28.1% 348,327
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2883 1.2860 1.2785
R3 1.2847 1.2824 1.2775
R2 1.2811 1.2811 1.2772
R1 1.2788 1.2788 1.2768 1.2782
PP 1.2775 1.2775 1.2775 1.2772
S1 1.2752 1.2752 1.2762 1.2746
S2 1.2739 1.2739 1.2758
S3 1.2703 1.2716 1.2755
S4 1.2667 1.2680 1.2745
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 1.2800 1.2693 0.0107 0.8% 0.0073 0.6% 67% False False 67,039
10 1.2842 1.2693 0.0149 1.2% 0.0077 0.6% 48% False False 72,672
20 1.2854 1.2639 0.0215 1.7% 0.0073 0.6% 59% False False 69,230
40 1.2854 1.2416 0.0438 3.4% 0.0087 0.7% 80% False False 65,958
60 1.2895 1.2416 0.0479 3.8% 0.0089 0.7% 73% False False 48,095
80 1.2895 1.2252 0.0643 5.0% 0.0086 0.7% 80% False False 36,098
100 1.2895 1.2015 0.0880 6.9% 0.0087 0.7% 85% False False 28,891
120 1.2895 1.1915 0.0980 7.7% 0.0080 0.6% 87% False False 24,078
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2951
2.618 1.2892
1.618 1.2856
1.000 1.2834
0.618 1.2820
HIGH 1.2798
0.618 1.2784
0.500 1.2780
0.382 1.2776
LOW 1.2762
0.618 1.2740
1.000 1.2726
1.618 1.2704
2.618 1.2668
4.250 1.2609
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 1.2780 1.2759
PP 1.2775 1.2752
S1 1.2770 1.2746

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

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