CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 1.2820 1.2804 -0.0016 -0.1% 1.2768
High 1.2850 1.2825 -0.0025 -0.2% 1.2851
Low 1.2794 1.2734 -0.0060 -0.5% 1.2734
Close 1.2813 1.2746 -0.0067 -0.5% 1.2746
Range 0.0056 0.0091 0.0035 62.5% 0.0117
ATR 0.0063 0.0065 0.0002 3.2% 0.0000
Volume 166 55 -111 -66.9% 761
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3041 1.2985 1.2796
R3 1.2950 1.2894 1.2771
R2 1.2859 1.2859 1.2763
R1 1.2803 1.2803 1.2754 1.2786
PP 1.2768 1.2768 1.2768 1.2760
S1 1.2712 1.2712 1.2738 1.2695
S2 1.2677 1.2677 1.2729
S3 1.2586 1.2621 1.2721
S4 1.2495 1.2530 1.2696
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3128 1.3054 1.2810
R3 1.3011 1.2937 1.2778
R2 1.2894 1.2894 1.2767
R1 1.2820 1.2820 1.2757 1.2799
PP 1.2777 1.2777 1.2777 1.2766
S1 1.2703 1.2703 1.2735 1.2682
S2 1.2660 1.2660 1.2725
S3 1.2543 1.2586 1.2714
S4 1.2426 1.2469 1.2682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2851 1.2734 0.0117 0.9% 0.0057 0.4% 10% False True 152
10 1.2851 1.2657 0.0194 1.5% 0.0055 0.4% 46% False False 108
20 1.2851 1.2516 0.0335 2.6% 0.0061 0.5% 69% False False 81
40 1.2920 1.2438 0.0482 3.8% 0.0052 0.4% 64% False False 53
60 1.2920 1.2438 0.0482 3.8% 0.0043 0.3% 64% False False 38
80 1.2920 1.2183 0.0737 5.8% 0.0038 0.3% 76% False False 30
100 1.2920 1.1980 0.0940 7.4% 0.0032 0.2% 81% False False 25
120 1.3040 1.1980 0.1060 8.3% 0.0028 0.2% 72% False False 21
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 0.0009
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3212
2.618 1.3063
1.618 1.2972
1.000 1.2916
0.618 1.2881
HIGH 1.2825
0.618 1.2790
0.500 1.2780
0.382 1.2769
LOW 1.2734
0.618 1.2678
1.000 1.2643
1.618 1.2587
2.618 1.2496
4.250 1.2347
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 1.2780 1.2792
PP 1.2768 1.2777
S1 1.2757 1.2761

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

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