CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 1.2820 1.2767 -0.0053 -0.4% 1.2758
High 1.2825 1.2815 -0.0010 -0.1% 1.2848
Low 1.2727 1.2767 0.0040 0.3% 1.2727
Close 1.2742 1.2803 0.0061 0.5% 1.2742
Range 0.0098 0.0048 -0.0050 -51.0% 0.0121
ATR 0.0067 0.0067 0.0000 0.7% 0.0000
Volume 246 199 -47 -19.1% 740
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2939 1.2919 1.2829
R3 1.2891 1.2871 1.2816
R2 1.2843 1.2843 1.2812
R1 1.2823 1.2823 1.2807 1.2833
PP 1.2795 1.2795 1.2795 1.2800
S1 1.2775 1.2775 1.2799 1.2785
S2 1.2747 1.2747 1.2794
S3 1.2699 1.2727 1.2790
S4 1.2651 1.2679 1.2777
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3135 1.3060 1.2809
R3 1.3014 1.2939 1.2775
R2 1.2893 1.2893 1.2764
R1 1.2818 1.2818 1.2753 1.2795
PP 1.2772 1.2772 1.2772 1.2761
S1 1.2697 1.2697 1.2731 1.2674
S2 1.2651 1.2651 1.2720
S3 1.2530 1.2576 1.2709
S4 1.2409 1.2455 1.2675
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2848 1.2727 0.0121 0.9% 0.0064 0.5% 63% False False 152
10 1.2850 1.2727 0.0123 1.0% 0.0059 0.5% 62% False False 138
20 1.2851 1.2539 0.0312 2.4% 0.0062 0.5% 85% False False 103
40 1.2851 1.2438 0.0413 3.2% 0.0056 0.4% 88% False False 74
60 1.2920 1.2438 0.0482 3.8% 0.0046 0.4% 76% False False 53
80 1.2920 1.2298 0.0622 4.9% 0.0039 0.3% 81% False False 41
100 1.2920 1.1980 0.0940 7.3% 0.0035 0.3% 88% False False 33
120 1.2920 1.1980 0.0940 7.3% 0.0030 0.2% 88% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3019
2.618 1.2941
1.618 1.2893
1.000 1.2863
0.618 1.2845
HIGH 1.2815
0.618 1.2797
0.500 1.2791
0.382 1.2785
LOW 1.2767
0.618 1.2737
1.000 1.2719
1.618 1.2689
2.618 1.2641
4.250 1.2563
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 1.2799 1.2794
PP 1.2795 1.2785
S1 1.2791 1.2776

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

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