CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 1.2754 1.2763 0.0009 0.1% 1.2758
High 1.2789 1.2786 -0.0003 0.0% 1.2848
Low 1.2754 1.2711 -0.0043 -0.3% 1.2727
Close 1.2756 1.2744 -0.0012 -0.1% 1.2742
Range 0.0035 0.0075 0.0040 114.3% 0.0121
ATR 0.0067 0.0068 0.0001 0.9% 0.0000
Volume 211 17 -194 -91.9% 740
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2972 1.2933 1.2785
R3 1.2897 1.2858 1.2765
R2 1.2822 1.2822 1.2758
R1 1.2783 1.2783 1.2751 1.2765
PP 1.2747 1.2747 1.2747 1.2738
S1 1.2708 1.2708 1.2737 1.2690
S2 1.2672 1.2672 1.2730
S3 1.2597 1.2633 1.2723
S4 1.2522 1.2558 1.2703
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 1.2711 0.0114 0.9% 0.0067 0.5% 29% False True 146
10 1.2848 1.2711 0.0137 1.1% 0.0066 0.5% 24% False True 128
20 1.2851 1.2622 0.0229 1.8% 0.0059 0.5% 53% False False 116
40 1.2851 1.2438 0.0413 3.2% 0.0060 0.5% 74% False False 81
60 1.2920 1.2438 0.0482 3.8% 0.0048 0.4% 63% False False 57
80 1.2920 1.2298 0.0622 4.9% 0.0040 0.3% 72% False False 44
100 1.2920 1.2021 0.0899 7.1% 0.0037 0.3% 80% False False 36
120 1.2920 1.1980 0.0940 7.4% 0.0032 0.2% 81% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3105
2.618 1.2982
1.618 1.2907
1.000 1.2861
0.618 1.2832
HIGH 1.2786
0.618 1.2757
0.500 1.2749
0.382 1.2740
LOW 1.2711
0.618 1.2665
1.000 1.2636
1.618 1.2590
2.618 1.2515
4.250 1.2392
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 1.2749 1.2757
PP 1.2747 1.2752
S1 1.2746 1.2748

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

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