CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 1.2768 1.2709 -0.0059 -0.5% 1.2728
High 1.2772 1.2727 -0.0045 -0.4% 1.2803
Low 1.2671 1.2653 -0.0018 -0.1% 1.2693
Close 1.2697 1.2677 -0.0020 -0.2% 1.2785
Range 0.0101 0.0074 -0.0027 -26.7% 0.0110
ATR 0.0081 0.0080 0.0000 -0.6% 0.0000
Volume 80,868 70,675 -10,193 -12.6% 348,327
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2908 1.2866 1.2718
R3 1.2834 1.2792 1.2697
R2 1.2760 1.2760 1.2691
R1 1.2718 1.2718 1.2684 1.2702
PP 1.2686 1.2686 1.2686 1.2678
S1 1.2644 1.2644 1.2670 1.2628
S2 1.2612 1.2612 1.2663
S3 1.2538 1.2570 1.2657
S4 1.2464 1.2496 1.2636
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 1.2799 1.2653 0.0146 1.2% 0.0075 0.6% 16% False True 69,466
10 1.2815 1.2653 0.0162 1.3% 0.0081 0.6% 15% False True 74,413
20 1.2854 1.2653 0.0201 1.6% 0.0076 0.6% 12% False True 71,112
40 1.2854 1.2416 0.0438 3.5% 0.0088 0.7% 60% False False 67,024
60 1.2895 1.2416 0.0479 3.8% 0.0090 0.7% 54% False False 50,612
80 1.2895 1.2278 0.0617 4.9% 0.0087 0.7% 65% False False 37,991
100 1.2895 1.2015 0.0880 6.9% 0.0087 0.7% 75% False False 30,405
120 1.2895 1.1915 0.0980 7.7% 0.0082 0.6% 78% False False 25,340
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3042
2.618 1.2921
1.618 1.2847
1.000 1.2801
0.618 1.2773
HIGH 1.2727
0.618 1.2699
0.500 1.2690
0.382 1.2681
LOW 1.2653
0.618 1.2607
1.000 1.2579
1.618 1.2533
2.618 1.2459
4.250 1.2339
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 1.2690 1.2726
PP 1.2686 1.2709
S1 1.2681 1.2693

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

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