CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 1.2690 1.2716 0.0026 0.2% 1.2594
High 1.2715 1.2780 0.0065 0.5% 1.2677
Low 1.2670 1.2716 0.0046 0.4% 1.2539
Close 1.2715 1.2747 0.0032 0.3% 1.2640
Range 0.0045 0.0064 0.0019 42.2% 0.0138
ATR 0.0069 0.0069 0.0000 -0.4% 0.0000
Volume 23 54 31 134.8% 148
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2940 1.2907 1.2782
R3 1.2876 1.2843 1.2765
R2 1.2812 1.2812 1.2759
R1 1.2779 1.2779 1.2753 1.2796
PP 1.2748 1.2748 1.2748 1.2756
S1 1.2715 1.2715 1.2741 1.2732
S2 1.2684 1.2684 1.2735
S3 1.2620 1.2651 1.2729
S4 1.2556 1.2587 1.2712
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3033 1.2974 1.2716
R3 1.2895 1.2836 1.2678
R2 1.2757 1.2757 1.2665
R1 1.2698 1.2698 1.2653 1.2728
PP 1.2619 1.2619 1.2619 1.2633
S1 1.2560 1.2560 1.2627 1.2590
S2 1.2481 1.2481 1.2615
S3 1.2343 1.2422 1.2602
S4 1.2205 1.2284 1.2564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2780 1.2622 0.0158 1.2% 0.0056 0.4% 79% True False 55
10 1.2780 1.2539 0.0241 1.9% 0.0059 0.5% 86% True False 47
20 1.2780 1.2438 0.0342 2.7% 0.0060 0.5% 90% True False 49
40 1.2920 1.2438 0.0482 3.8% 0.0046 0.4% 64% False False 34
60 1.2920 1.2337 0.0583 4.6% 0.0037 0.3% 70% False False 24
80 1.2920 1.2088 0.0832 6.5% 0.0034 0.3% 79% False False 20
100 1.2920 1.1980 0.0940 7.4% 0.0029 0.2% 82% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3052
2.618 1.2948
1.618 1.2884
1.000 1.2844
0.618 1.2820
HIGH 1.2780
0.618 1.2756
0.500 1.2748
0.382 1.2740
LOW 1.2716
0.618 1.2676
1.000 1.2652
1.618 1.2612
2.618 1.2548
4.250 1.2444
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 1.2748 1.2738
PP 1.2748 1.2728
S1 1.2747 1.2719

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

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