CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 1.2802 1.2754 -0.0048 -0.4% 1.2758
High 1.2802 1.2789 -0.0013 -0.1% 1.2848
Low 1.2722 1.2754 0.0032 0.3% 1.2727
Close 1.2737 1.2756 0.0019 0.1% 1.2742
Range 0.0080 0.0035 -0.0045 -56.3% 0.0121
ATR 0.0068 0.0067 -0.0001 -1.7% 0.0000
Volume 60 211 151 251.7% 740
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2871 1.2849 1.2775
R3 1.2836 1.2814 1.2766
R2 1.2801 1.2801 1.2762
R1 1.2779 1.2779 1.2759 1.2790
PP 1.2766 1.2766 1.2766 1.2772
S1 1.2744 1.2744 1.2753 1.2755
S2 1.2731 1.2731 1.2750
S3 1.2696 1.2709 1.2746
S4 1.2661 1.2674 1.2737
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 1.2825 1.2722 0.0103 0.8% 0.0065 0.5% 33% False False 183
10 1.2850 1.2722 0.0128 1.0% 0.0064 0.5% 27% False False 143
20 1.2851 1.2539 0.0312 2.4% 0.0061 0.5% 70% False False 116
40 1.2851 1.2438 0.0413 3.2% 0.0058 0.5% 77% False False 81
60 1.2920 1.2438 0.0482 3.8% 0.0047 0.4% 66% False False 57
80 1.2920 1.2298 0.0622 4.9% 0.0040 0.3% 74% False False 44
100 1.2920 1.1980 0.0940 7.4% 0.0036 0.3% 83% False False 36
120 1.2920 1.1980 0.0940 7.4% 0.0031 0.2% 83% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2938
2.618 1.2881
1.618 1.2846
1.000 1.2824
0.618 1.2811
HIGH 1.2789
0.618 1.2776
0.500 1.2772
0.382 1.2767
LOW 1.2754
0.618 1.2732
1.000 1.2719
1.618 1.2697
2.618 1.2662
4.250 1.2605
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 1.2772 1.2769
PP 1.2766 1.2764
S1 1.2761 1.2760

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

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