CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 1.2520 1.2530 0.0010 0.1% 1.2946
High 1.2520 1.2544 0.0024 0.2% 1.2946
Low 1.2520 1.2530 0.0010 0.1% 1.2644
Close 1.2520 1.2544 0.0024 0.2% 1.2644
Range 0.0000 0.0014 0.0014 0.0302
ATR 0.0054 0.0051 -0.0002 -3.9% 0.0000
Volume 5 5 0 0.0% 8
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.2581 1.2577 1.2552
R3 1.2567 1.2563 1.2548
R2 1.2553 1.2553 1.2547
R1 1.2549 1.2549 1.2545 1.2551
PP 1.2539 1.2539 1.2539 1.2541
S1 1.2535 1.2535 1.2543 1.2537
S2 1.2525 1.2525 1.2541
S3 1.2511 1.2521 1.2540
S4 1.2497 1.2507 1.2536
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3651 1.3449 1.2810
R3 1.3349 1.3147 1.2727
R2 1.3047 1.3047 1.2699
R1 1.2845 1.2845 1.2672 1.2795
PP 1.2745 1.2745 1.2745 1.2720
S1 1.2543 1.2543 1.2616 1.2493
S2 1.2443 1.2443 1.2589
S3 1.2141 1.2241 1.2561
S4 1.1839 1.1939 1.2478
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2732 1.2520 0.0212 1.7% 0.0009 0.1% 11% False False 3
10 1.2960 1.2520 0.0440 3.5% 0.0013 0.1% 5% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2604
2.618 1.2581
1.618 1.2567
1.000 1.2558
0.618 1.2553
HIGH 1.2544
0.618 1.2539
0.500 1.2537
0.382 1.2535
LOW 1.2530
0.618 1.2521
1.000 1.2516
1.618 1.2507
2.618 1.2493
4.250 1.2471
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 1.2542 1.2570
PP 1.2539 1.2561
S1 1.2537 1.2553

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

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