CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 1.2726 1.2768 0.0042 0.3% 1.2657
High 1.2767 1.2851 0.0084 0.7% 1.2780
Low 1.2726 1.2768 0.0042 0.3% 1.2657
Close 1.2767 1.2779 0.0012 0.1% 1.2767
Range 0.0041 0.0083 0.0042 102.4% 0.0123
ATR 0.0067 0.0068 0.0001 1.8% 0.0000
Volume 54 312 258 477.8% 321
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3048 1.2997 1.2825
R3 1.2965 1.2914 1.2802
R2 1.2882 1.2882 1.2794
R1 1.2831 1.2831 1.2787 1.2857
PP 1.2799 1.2799 1.2799 1.2812
S1 1.2748 1.2748 1.2771 1.2774
S2 1.2716 1.2716 1.2764
S3 1.2633 1.2665 1.2756
S4 1.2550 1.2582 1.2733
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3104 1.3058 1.2835
R3 1.2981 1.2935 1.2801
R2 1.2858 1.2858 1.2790
R1 1.2812 1.2812 1.2778 1.2835
PP 1.2735 1.2735 1.2735 1.2746
S1 1.2689 1.2689 1.2756 1.2712
S2 1.2612 1.2612 1.2744
S3 1.2489 1.2566 1.2733
S4 1.2366 1.2443 1.2699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2851 1.2657 0.0194 1.5% 0.0055 0.4% 63% True False 108
10 1.2851 1.2539 0.0312 2.4% 0.0065 0.5% 77% True False 68
20 1.2851 1.2438 0.0413 3.2% 0.0062 0.5% 83% True False 62
40 1.2920 1.2438 0.0482 3.8% 0.0049 0.4% 71% False False 43
60 1.2920 1.2438 0.0482 3.8% 0.0039 0.3% 71% False False 30
80 1.2920 1.2088 0.0832 6.5% 0.0036 0.3% 83% False False 24
100 1.2920 1.1980 0.0940 7.4% 0.0030 0.2% 85% False False 20
120 1.3189 1.1980 0.1209 9.5% 0.0027 0.2% 66% False False 17
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 0.0010
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3204
2.618 1.3068
1.618 1.2985
1.000 1.2934
0.618 1.2902
HIGH 1.2851
0.618 1.2819
0.500 1.2810
0.382 1.2800
LOW 1.2768
0.618 1.2717
1.000 1.2685
1.618 1.2634
2.618 1.2551
4.250 1.2415
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 1.2810 1.2784
PP 1.2799 1.2782
S1 1.2789 1.2781

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

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