CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 1.2816 1.2820 0.0004 0.0% 1.2657
High 1.2831 1.2850 0.0019 0.1% 1.2780
Low 1.2805 1.2794 -0.0011 -0.1% 1.2657
Close 1.2827 1.2813 -0.0014 -0.1% 1.2767
Range 0.0026 0.0056 0.0030 115.4% 0.0123
ATR 0.0064 0.0063 -0.0001 -0.9% 0.0000
Volume 64 166 102 159.4% 321
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2987 1.2956 1.2844
R3 1.2931 1.2900 1.2828
R2 1.2875 1.2875 1.2823
R1 1.2844 1.2844 1.2818 1.2832
PP 1.2819 1.2819 1.2819 1.2813
S1 1.2788 1.2788 1.2808 1.2776
S2 1.2763 1.2763 1.2803
S3 1.2707 1.2732 1.2798
S4 1.2651 1.2676 1.2782
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 1.2726 0.0125 1.0% 0.0047 0.4% 70% False False 152
10 1.2851 1.2622 0.0229 1.8% 0.0052 0.4% 83% False False 103
20 1.2851 1.2516 0.0335 2.6% 0.0057 0.4% 89% False False 79
40 1.2920 1.2438 0.0482 3.8% 0.0051 0.4% 78% False False 52
60 1.2920 1.2438 0.0482 3.8% 0.0041 0.3% 78% False False 37
80 1.2920 1.2146 0.0774 6.0% 0.0037 0.3% 86% False False 29
100 1.2920 1.1980 0.0940 7.3% 0.0031 0.2% 89% False False 24
120 1.3090 1.1980 0.1110 8.7% 0.0027 0.2% 75% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3088
2.618 1.2997
1.618 1.2941
1.000 1.2906
0.618 1.2885
HIGH 1.2850
0.618 1.2829
0.500 1.2822
0.382 1.2815
LOW 1.2794
0.618 1.2759
1.000 1.2738
1.618 1.2703
2.618 1.2647
4.250 1.2556
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 1.2822 1.2822
PP 1.2819 1.2819
S1 1.2816 1.2816

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

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