CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 1.2639 1.2631 -0.0008 -0.1% 1.2569
High 1.2650 1.2656 0.0006 0.0% 1.2639
Low 1.2612 1.2560 -0.0052 -0.4% 1.2516
Close 1.2619 1.2581 -0.0038 -0.3% 1.2583
Range 0.0038 0.0096 0.0058 152.6% 0.0123
ATR 0.0066 0.0069 0.0002 3.2% 0.0000
Volume 1 14 13 1,300.0% 368
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2887 1.2830 1.2634
R3 1.2791 1.2734 1.2607
R2 1.2695 1.2695 1.2599
R1 1.2638 1.2638 1.2590 1.2619
PP 1.2599 1.2599 1.2599 1.2589
S1 1.2542 1.2542 1.2572 1.2523
S2 1.2503 1.2503 1.2563
S3 1.2407 1.2446 1.2555
S4 1.2311 1.2350 1.2528
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 1.2656 1.2516 0.0140 1.1% 0.0049 0.4% 46% True False 44
10 1.2663 1.2516 0.0147 1.2% 0.0053 0.4% 44% False False 54
20 1.2747 1.2438 0.0309 2.5% 0.0056 0.4% 46% False False 46
40 1.2920 1.2438 0.0482 3.8% 0.0040 0.3% 30% False False 28
60 1.2920 1.2298 0.0622 4.9% 0.0033 0.3% 45% False False 20
80 1.2920 1.1980 0.0940 7.5% 0.0030 0.2% 64% False False 16
100 1.2920 1.1980 0.0940 7.5% 0.0026 0.2% 64% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3064
2.618 1.2907
1.618 1.2811
1.000 1.2752
0.618 1.2715
HIGH 1.2656
0.618 1.2619
0.500 1.2608
0.382 1.2597
LOW 1.2560
0.618 1.2501
1.000 1.2464
1.618 1.2405
2.618 1.2309
4.250 1.2152
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 1.2608 1.2608
PP 1.2599 1.2599
S1 1.2590 1.2590

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

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