CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1.2755 1.2683 -0.0072 -0.6% 1.2766
High 1.2758 1.2819 0.0061 0.5% 1.2819
Low 1.2652 1.2654 0.0002 0.0% 1.2652
Close 1.2681 1.2776 0.0095 0.7% 1.2776
Range 0.0106 0.0165 0.0059 55.7% 0.0167
ATR 0.0069 0.0076 0.0007 10.0% 0.0000
Volume 138,889 175,457 36,568 26.3% 476,203
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3245 1.3175 1.2867
R3 1.3080 1.3010 1.2821
R2 1.2915 1.2915 1.2806
R1 1.2845 1.2845 1.2791 1.2880
PP 1.2750 1.2750 1.2750 1.2767
S1 1.2680 1.2680 1.2761 1.2715
S2 1.2585 1.2585 1.2746
S3 1.2420 1.2515 1.2731
S4 1.2255 1.2350 1.2685
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3250 1.3180 1.2868
R3 1.3083 1.3013 1.2822
R2 1.2916 1.2916 1.2807
R1 1.2846 1.2846 1.2791 1.2881
PP 1.2749 1.2749 1.2749 1.2767
S1 1.2679 1.2679 1.2761 1.2714
S2 1.2582 1.2582 1.2745
S3 1.2415 1.2512 1.2730
S4 1.2248 1.2345 1.2684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2819 1.2652 0.0167 1.3% 0.0086 0.7% 74% True False 113,501
10 1.2819 1.2652 0.0167 1.3% 0.0065 0.5% 74% True False 82,546
20 1.2819 1.2556 0.0263 2.1% 0.0071 0.6% 84% True False 79,392
40 1.2854 1.2556 0.0298 2.3% 0.0073 0.6% 74% False False 73,755
60 1.2854 1.2416 0.0438 3.4% 0.0083 0.6% 82% False False 70,460
80 1.2895 1.2416 0.0479 3.7% 0.0086 0.7% 75% False False 54,411
100 1.2895 1.2252 0.0643 5.0% 0.0083 0.6% 81% False False 43,549
120 1.2895 1.1927 0.0968 7.6% 0.0085 0.7% 88% False False 36,301
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 0.0012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3520
2.618 1.3251
1.618 1.3086
1.000 1.2984
0.618 1.2921
HIGH 1.2819
0.618 1.2756
0.500 1.2737
0.382 1.2717
LOW 1.2654
0.618 1.2552
1.000 1.2489
1.618 1.2387
2.618 1.2222
4.250 1.1953
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1.2763 1.2763
PP 1.2750 1.2749
S1 1.2737 1.2736

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

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