CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 1.2607 1.2569 -0.0038 -0.3% 1.2774
High 1.2623 1.2609 -0.0014 -0.1% 1.2798
Low 1.2566 1.2556 -0.0010 -0.1% 1.2566
Close 1.2574 1.2597 0.0023 0.2% 1.2574
Range 0.0057 0.0053 -0.0004 -7.0% 0.0232
ATR 0.0079 0.0077 -0.0002 -2.3% 0.0000
Volume 67,092 58,194 -8,898 -13.3% 362,139
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2746 1.2725 1.2626
R3 1.2693 1.2672 1.2612
R2 1.2640 1.2640 1.2607
R1 1.2619 1.2619 1.2602 1.2630
PP 1.2587 1.2587 1.2587 1.2593
S1 1.2566 1.2566 1.2592 1.2577
S2 1.2534 1.2534 1.2587
S3 1.2481 1.2513 1.2582
S4 1.2428 1.2460 1.2568
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3342 1.3190 1.2702
R3 1.3110 1.2958 1.2638
R2 1.2878 1.2878 1.2617
R1 1.2726 1.2726 1.2595 1.2686
PP 1.2646 1.2646 1.2646 1.2626
S1 1.2494 1.2494 1.2553 1.2454
S2 1.2414 1.2414 1.2531
S3 1.2182 1.2262 1.2510
S4 1.1950 1.2030 1.2446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2772 1.2556 0.0216 1.7% 0.0073 0.6% 19% False True 73,954
10 1.2800 1.2556 0.0244 1.9% 0.0073 0.6% 17% False True 70,496
20 1.2854 1.2556 0.0298 2.4% 0.0074 0.6% 14% False True 71,906
40 1.2854 1.2416 0.0438 3.5% 0.0083 0.7% 41% False False 65,999
60 1.2895 1.2416 0.0479 3.8% 0.0088 0.7% 38% False False 54,238
80 1.2895 1.2314 0.0581 4.6% 0.0087 0.7% 49% False False 40,718
100 1.2895 1.2033 0.0862 6.8% 0.0086 0.7% 65% False False 32,585
120 1.2895 1.1915 0.0980 7.8% 0.0082 0.6% 70% False False 27,159
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2834
2.618 1.2748
1.618 1.2695
1.000 1.2662
0.618 1.2642
HIGH 1.2609
0.618 1.2589
0.500 1.2583
0.382 1.2576
LOW 1.2556
0.618 1.2523
1.000 1.2503
1.618 1.2470
2.618 1.2417
4.250 1.2331
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 1.2592 1.2617
PP 1.2587 1.2610
S1 1.2583 1.2604

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

View Archives - Comment on this page... - Back to Index of Symbols