CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 1.2639 1.2586 -0.0053 -0.4% 1.2628
High 1.2640 1.2586 -0.0054 -0.4% 1.2698
Low 1.2613 1.2565 -0.0048 -0.4% 1.2457
Close 1.2615 1.2571 -0.0044 -0.3% 1.2461
Range 0.0027 0.0021 -0.0006 -22.2% 0.0241
ATR 0.0071 0.0070 -0.0002 -2.1% 0.0000
Volume 28 10 -18 -64.3% 152
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2637 1.2625 1.2583
R3 1.2616 1.2604 1.2577
R2 1.2595 1.2595 1.2575
R1 1.2583 1.2583 1.2573 1.2579
PP 1.2574 1.2574 1.2574 1.2572
S1 1.2562 1.2562 1.2569 1.2558
S2 1.2553 1.2553 1.2567
S3 1.2532 1.2541 1.2565
S4 1.2511 1.2520 1.2559
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3262 1.3102 1.2594
R3 1.3021 1.2861 1.2527
R2 1.2780 1.2780 1.2505
R1 1.2620 1.2620 1.2483 1.2580
PP 1.2539 1.2539 1.2539 1.2518
S1 1.2379 1.2379 1.2439 1.2339
S2 1.2298 1.2298 1.2417
S3 1.2057 1.2138 1.2395
S4 1.1816 1.1897 1.2328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2640 1.2438 0.0202 1.6% 0.0063 0.5% 66% False False 30
10 1.2747 1.2438 0.0309 2.5% 0.0060 0.5% 43% False False 38
20 1.2920 1.2438 0.0482 3.8% 0.0046 0.4% 28% False False 25
40 1.2920 1.2438 0.0482 3.8% 0.0033 0.3% 28% False False 15
60 1.2920 1.2146 0.0774 6.2% 0.0030 0.2% 55% False False 12
80 1.2920 1.1980 0.0940 7.5% 0.0024 0.2% 63% False False 10
100 1.3090 1.1980 0.1110 8.8% 0.0021 0.2% 53% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2675
2.618 1.2641
1.618 1.2620
1.000 1.2607
0.618 1.2599
HIGH 1.2586
0.618 1.2578
0.500 1.2576
0.382 1.2573
LOW 1.2565
0.618 1.2552
1.000 1.2544
1.618 1.2531
2.618 1.2510
4.250 1.2476
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 1.2576 1.2560
PP 1.2574 1.2550
S1 1.2573 1.2539

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

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