CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 1.2859 1.2741 -0.0118 -0.9% 1.2600
High 1.2859 1.2741 -0.0118 -0.9% 1.2920
Low 1.2808 1.2741 -0.0067 -0.5% 1.2600
Close 1.2808 1.2741 -0.0067 -0.5% 1.2847
Range 0.0051 0.0000 -0.0051 -100.0% 0.0320
ATR 0.0065 0.0066 0.0000 0.2% 0.0000
Volume 29 11 -18 -62.1% 42
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2741 1.2741 1.2741
R3 1.2741 1.2741 1.2741
R2 1.2741 1.2741 1.2741
R1 1.2741 1.2741 1.2741 1.2741
PP 1.2741 1.2741 1.2741 1.2741
S1 1.2741 1.2741 1.2741 1.2741
S2 1.2741 1.2741 1.2741
S3 1.2741 1.2741 1.2741
S4 1.2741 1.2741 1.2741
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3749 1.3618 1.3023
R3 1.3429 1.3298 1.2935
R2 1.3109 1.3109 1.2906
R1 1.2978 1.2978 1.2876 1.3044
PP 1.2789 1.2789 1.2789 1.2822
S1 1.2658 1.2658 1.2818 1.2724
S2 1.2469 1.2469 1.2788
S3 1.2149 1.2338 1.2759
S4 1.1829 1.2018 1.2671
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2920 1.2680 0.0240 1.9% 0.0041 0.3% 25% False False 12
10 1.2920 1.2517 0.0403 3.2% 0.0026 0.2% 56% False False 10
20 1.2920 1.2460 0.0460 3.6% 0.0027 0.2% 61% False False 8
40 1.2920 1.2288 0.0632 5.0% 0.0025 0.2% 72% False False 6
60 1.2920 1.1980 0.0940 7.4% 0.0020 0.2% 81% False False 6
80 1.2946 1.1980 0.0966 7.6% 0.0017 0.1% 79% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0000
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2741
2.618 1.2741
1.618 1.2741
1.000 1.2741
0.618 1.2741
HIGH 1.2741
0.618 1.2741
0.500 1.2741
0.382 1.2741
LOW 1.2741
0.618 1.2741
1.000 1.2741
1.618 1.2741
2.618 1.2741
4.250 1.2741
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 1.2741 1.2831
PP 1.2741 1.2801
S1 1.2741 1.2771

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

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