CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 1.2544 1.2594 0.0050 0.4% 1.2569
High 1.2609 1.2594 -0.0015 -0.1% 1.2639
Low 1.2544 1.2594 0.0050 0.4% 1.2516
Close 1.2583 1.2594 0.0011 0.1% 1.2583
Range 0.0065 0.0000 -0.0065 -100.0% 0.0123
ATR 0.0072 0.0067 -0.0004 -6.0% 0.0000
Volume 62 92 30 48.4% 368
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2594 1.2594 1.2594
R3 1.2594 1.2594 1.2594
R2 1.2594 1.2594 1.2594
R1 1.2594 1.2594 1.2594 1.2594
PP 1.2594 1.2594 1.2594 1.2594
S1 1.2594 1.2594 1.2594 1.2594
S2 1.2594 1.2594 1.2594
S3 1.2594 1.2594 1.2594
S4 1.2594 1.2594 1.2594
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2948 1.2889 1.2651
R3 1.2825 1.2766 1.2617
R2 1.2702 1.2702 1.2606
R1 1.2643 1.2643 1.2594 1.2673
PP 1.2579 1.2579 1.2579 1.2594
S1 1.2520 1.2520 1.2572 1.2550
S2 1.2456 1.2456 1.2560
S3 1.2333 1.2397 1.2549
S4 1.2210 1.2274 1.2515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2639 1.2516 0.0123 1.0% 0.0048 0.4% 63% False False 92
10 1.2663 1.2438 0.0225 1.8% 0.0060 0.5% 69% False False 57
20 1.2747 1.2438 0.0309 2.5% 0.0051 0.4% 50% False False 45
40 1.2920 1.2438 0.0482 3.8% 0.0039 0.3% 32% False False 28
60 1.2920 1.2298 0.0622 4.9% 0.0031 0.2% 48% False False 20
80 1.2920 1.1980 0.0940 7.5% 0.0029 0.2% 65% False False 16
100 1.2920 1.1980 0.0940 7.5% 0.0024 0.2% 65% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.2594
2.618 1.2594
1.618 1.2594
1.000 1.2594
0.618 1.2594
HIGH 1.2594
0.618 1.2594
0.500 1.2594
0.382 1.2594
LOW 1.2594
0.618 1.2594
1.000 1.2594
1.618 1.2594
2.618 1.2594
4.250 1.2594
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 1.2594 1.2584
PP 1.2594 1.2573
S1 1.2594 1.2563

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

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