CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 1.2616 1.2734 0.0118 0.9% 1.2774
High 1.2778 1.2764 -0.0014 -0.1% 1.2798
Low 1.2600 1.2708 0.0108 0.9% 1.2566
Close 1.2753 1.2749 -0.0004 0.0% 1.2574
Range 0.0178 0.0056 -0.0122 -68.5% 0.0232
ATR 0.0082 0.0080 -0.0002 -2.3% 0.0000
Volume 113,077 82,461 -30,616 -27.1% 362,139
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2908 1.2885 1.2780
R3 1.2852 1.2829 1.2764
R2 1.2796 1.2796 1.2759
R1 1.2773 1.2773 1.2754 1.2785
PP 1.2740 1.2740 1.2740 1.2746
S1 1.2717 1.2717 1.2744 1.2729
S2 1.2684 1.2684 1.2739
S3 1.2628 1.2661 1.2734
S4 1.2572 1.2605 1.2718
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 1.2778 1.2556 0.0222 1.7% 0.0079 0.6% 87% False False 79,404
10 1.2799 1.2556 0.0243 1.9% 0.0077 0.6% 79% False False 76,239
20 1.2842 1.2556 0.0286 2.2% 0.0080 0.6% 67% False False 75,664
40 1.2854 1.2492 0.0362 2.8% 0.0081 0.6% 71% False False 67,707
60 1.2895 1.2416 0.0479 3.8% 0.0090 0.7% 70% False False 58,750
80 1.2895 1.2416 0.0479 3.8% 0.0086 0.7% 70% False False 44,110
100 1.2895 1.2108 0.0787 6.2% 0.0084 0.7% 81% False False 35,301
120 1.2895 1.1915 0.0980 7.7% 0.0083 0.7% 85% False False 29,423
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3002
2.618 1.2911
1.618 1.2855
1.000 1.2820
0.618 1.2799
HIGH 1.2764
0.618 1.2743
0.500 1.2736
0.382 1.2729
LOW 1.2708
0.618 1.2673
1.000 1.2652
1.618 1.2617
2.618 1.2561
4.250 1.2470
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 1.2745 1.2725
PP 1.2740 1.2701
S1 1.2736 1.2677

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

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