CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 1.2622 1.2660 0.0038 0.3% 1.2616
High 1.2660 1.2747 0.0087 0.7% 1.2747
Low 1.2622 1.2660 0.0038 0.3% 1.2600
Close 1.2649 1.2743 0.0094 0.7% 1.2743
Range 0.0038 0.0087 0.0049 128.9% 0.0147
ATR 0.0055 0.0058 0.0003 5.7% 0.0000
Volume 47 131 84 178.7% 190
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2978 1.2947 1.2791
R3 1.2891 1.2860 1.2767
R2 1.2804 1.2804 1.2759
R1 1.2773 1.2773 1.2751 1.2789
PP 1.2717 1.2717 1.2717 1.2724
S1 1.2686 1.2686 1.2735 1.2702
S2 1.2630 1.2630 1.2727
S3 1.2543 1.2599 1.2719
S4 1.2456 1.2512 1.2695
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3138 1.3087 1.2824
R3 1.2991 1.2940 1.2783
R2 1.2844 1.2844 1.2770
R1 1.2793 1.2793 1.2756 1.2819
PP 1.2697 1.2697 1.2697 1.2709
S1 1.2646 1.2646 1.2730 1.2672
S2 1.2550 1.2550 1.2716
S3 1.2403 1.2499 1.2703
S4 1.2256 1.2352 1.2662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2747 1.2600 0.0147 1.2% 0.0032 0.3% 97% True False 38
10 1.2859 1.2580 0.0279 2.2% 0.0029 0.2% 58% False False 28
20 1.2920 1.2517 0.0403 3.2% 0.0028 0.2% 56% False False 18
40 1.2920 1.2298 0.0622 4.9% 0.0022 0.2% 72% False False 10
60 1.2920 1.2069 0.0851 6.7% 0.0023 0.2% 79% False False 9
80 1.2920 1.1980 0.0940 7.4% 0.0019 0.1% 81% False False 8
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 0.0000
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1.3117
2.618 1.2975
1.618 1.2888
1.000 1.2834
0.618 1.2801
HIGH 1.2747
0.618 1.2714
0.500 1.2704
0.382 1.2693
LOW 1.2660
0.618 1.2606
1.000 1.2573
1.618 1.2519
2.618 1.2432
4.250 1.2290
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 1.2730 1.2724
PP 1.2717 1.2704
S1 1.2704 1.2685

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

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