CME Japanese Yen Future December 2012

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	1.2768	1.2808	0.0040	0.3%	1.2657
High	1.2851	1.2826	-0.0025	-0.2%	1.2780
Low	1.2768	1.2796	0.0028	0.2%	1.2657
Close	1.2779	1.2815	0.0036	0.3%	1.2767
Range	0.0083	0.0030	-0.0053	-63.9%	0.0123
ATR	0.0068	0.0067	-0.0002	-2.2%	0.0000
Volume	312	164	-148	-47.4%	321

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2902	1.2889	1.2832
R3	1.2872	1.2859	1.2823
R2	1.2842	1.2842	1.2821
R1	1.2829	1.2829	1.2818	1.2836
PP	1.2812	1.2812	1.2812	1.2816
S1	1.2799	1.2799	1.2812	1.2806
S2	1.2782	1.2782	1.2810
S3	1.2752	1.2769	1.2807
S4	1.2722	1.2739	1.2799

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	1.2670	0.0181	1.4%	0.0053	0.4%	80%	False	False	121
10	1.2851	1.2539	0.0312	2.4%	0.0064	0.5%	88%	False	False	85
20	1.2851	1.2516	0.0335	2.6%	0.0055	0.4%	89%	False	False	70
40	1.2920	1.2438	0.0482	3.8%	0.0050	0.4%	78%	False	False	47
60	1.2920	1.2438	0.0482	3.8%	0.0040	0.3%	78%	False	False	33
80	1.2920	1.2088	0.0832	6.5%	0.0036	0.3%	87%	False	False	26
100	1.2920	1.1980	0.0940	7.3%	0.0030	0.2%	89%	False	False	22
120	1.3118	1.1980	0.1138	8.9%	0.0027	0.2%	73%	False	False	19

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	0.0010
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1.2954
2.618	1.2905
1.618	1.2875
1.000	1.2856
0.618	1.2845
HIGH	1.2826
0.618	1.2815
0.500	1.2811
0.382	1.2807
LOW	1.2796
0.618	1.2777
1.000	1.2766
1.618	1.2747
2.618	1.2717
4.250	1.2669

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	1.2814	1.2806
PP	1.2812	1.2797
S1	1.2811	1.2789

Download as Excel Spreadsheet

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

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