CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 1.2802 1.2823 0.0021 0.2% 1.2768
High 1.2828 1.2848 0.0020 0.2% 1.2851
Low 1.2800 1.2763 -0.0037 -0.3% 1.2734
Close 1.2822 1.2774 -0.0048 -0.4% 1.2746
Range 0.0028 0.0085 0.0057 203.6% 0.0117
ATR 0.0063 0.0064 0.0002 2.5% 0.0000
Volume 73 43 -30 -41.1% 761
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3050 1.2997 1.2821
R3 1.2965 1.2912 1.2797
R2 1.2880 1.2880 1.2790
R1 1.2827 1.2827 1.2782 1.2811
PP 1.2795 1.2795 1.2795 1.2787
S1 1.2742 1.2742 1.2766 1.2726
S2 1.2710 1.2710 1.2758
S3 1.2625 1.2657 1.2751
S4 1.2540 1.2572 1.2727
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 1.2850 1.2734 0.0116 0.9% 0.0064 0.5% 34% False False 102
10 1.2851 1.2716 0.0135 1.1% 0.0057 0.4% 43% False False 116
20 1.2851 1.2516 0.0335 2.6% 0.0057 0.4% 77% False False 81
40 1.2851 1.2438 0.0413 3.2% 0.0053 0.4% 81% False False 59
60 1.2920 1.2438 0.0482 3.8% 0.0044 0.3% 70% False False 42
80 1.2920 1.2288 0.0632 4.9% 0.0039 0.3% 77% False False 33
100 1.2920 1.1980 0.0940 7.4% 0.0033 0.3% 84% False False 28
120 1.2946 1.1980 0.0966 7.6% 0.0029 0.2% 82% False False 23
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3209
2.618 1.3071
1.618 1.2986
1.000 1.2933
0.618 1.2901
HIGH 1.2848
0.618 1.2816
0.500 1.2806
0.382 1.2795
LOW 1.2763
0.618 1.2710
1.000 1.2678
1.618 1.2625
2.618 1.2540
4.250 1.2402
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 1.2806 1.2802
PP 1.2795 1.2793
S1 1.2785 1.2783

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

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