CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 1.2752 1.2755 0.0003 0.0% 1.2715
High 1.2772 1.2758 -0.0014 -0.1% 1.2793
Low 1.2733 1.2652 -0.0081 -0.6% 1.2684
Close 1.2755 1.2681 -0.0074 -0.6% 1.2767
Range 0.0039 0.0106 0.0067 171.8% 0.0109
ATR 0.0066 0.0069 0.0003 4.4% 0.0000
Volume 65,302 138,889 73,587 112.7% 281,418
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3015 1.2954 1.2739
R3 1.2909 1.2848 1.2710
R2 1.2803 1.2803 1.2700
R1 1.2742 1.2742 1.2691 1.2720
PP 1.2697 1.2697 1.2697 1.2686
S1 1.2636 1.2636 1.2671 1.2614
S2 1.2591 1.2591 1.2662
S3 1.2485 1.2530 1.2652
S4 1.2379 1.2424 1.2623
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3075 1.3030 1.2827
R3 1.2966 1.2921 1.2797
R2 1.2857 1.2857 1.2787
R1 1.2812 1.2812 1.2777 1.2835
PP 1.2748 1.2748 1.2748 1.2759
S1 1.2703 1.2703 1.2757 1.2726
S2 1.2639 1.2639 1.2747
S3 1.2530 1.2594 1.2737
S4 1.2421 1.2485 1.2707
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2793 1.2652 0.0141 1.1% 0.0061 0.5% 21% False True 86,557
10 1.2793 1.2652 0.0141 1.1% 0.0054 0.4% 21% False True 73,246
20 1.2799 1.2556 0.0243 1.9% 0.0067 0.5% 51% False False 74,365
40 1.2854 1.2514 0.0340 2.7% 0.0072 0.6% 49% False False 71,272
60 1.2854 1.2416 0.0438 3.5% 0.0081 0.6% 61% False False 68,372
80 1.2895 1.2416 0.0479 3.8% 0.0085 0.7% 55% False False 52,220
100 1.2895 1.2252 0.0643 5.1% 0.0082 0.6% 67% False False 41,795
120 1.2895 1.1927 0.0968 7.6% 0.0084 0.7% 78% False False 34,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3209
2.618 1.3036
1.618 1.2930
1.000 1.2864
0.618 1.2824
HIGH 1.2758
0.618 1.2718
0.500 1.2705
0.382 1.2692
LOW 1.2652
0.618 1.2586
1.000 1.2546
1.618 1.2480
2.618 1.2374
4.250 1.2202
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 1.2705 1.2721
PP 1.2697 1.2707
S1 1.2689 1.2694

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

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