CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 1.2793 1.2763 -0.0030 -0.2% 1.2767
High 1.2806 1.2763 -0.0043 -0.3% 1.2815
Low 1.2779 1.2692 -0.0087 -0.7% 1.2711
Close 1.2779 1.2711 -0.0068 -0.5% 1.2799
Range 0.0027 0.0071 0.0044 163.0% 0.0104
ATR 0.0065 0.0066 0.0002 2.5% 0.0000
Volume 238 87 -151 -63.4% 688
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2935 1.2894 1.2750
R3 1.2864 1.2823 1.2731
R2 1.2793 1.2793 1.2724
R1 1.2752 1.2752 1.2718 1.2737
PP 1.2722 1.2722 1.2722 1.2715
S1 1.2681 1.2681 1.2704 1.2666
S2 1.2651 1.2651 1.2698
S3 1.2580 1.2610 1.2691
S4 1.2509 1.2539 1.2672
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3087 1.3047 1.2856
R3 1.2983 1.2943 1.2828
R2 1.2879 1.2879 1.2818
R1 1.2839 1.2839 1.2809 1.2859
PP 1.2775 1.2775 1.2775 1.2785
S1 1.2735 1.2735 1.2789 1.2755
S2 1.2671 1.2671 1.2780
S3 1.2567 1.2631 1.2770
S4 1.2463 1.2527 1.2742
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2810 1.2692 0.0118 0.9% 0.0055 0.4% 16% False True 150
10 1.2848 1.2692 0.0156 1.2% 0.0065 0.5% 12% False True 150
20 1.2851 1.2670 0.0181 1.4% 0.0059 0.5% 23% False False 132
40 1.2851 1.2438 0.0413 3.2% 0.0060 0.5% 66% False False 89
60 1.2920 1.2438 0.0482 3.8% 0.0049 0.4% 57% False False 66
80 1.2920 1.2337 0.0583 4.6% 0.0041 0.3% 64% False False 50
100 1.2920 1.2069 0.0851 6.7% 0.0038 0.3% 75% False False 41
120 1.2920 1.1980 0.0940 7.4% 0.0033 0.3% 78% False False 35
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3065
2.618 1.2949
1.618 1.2878
1.000 1.2834
0.618 1.2807
HIGH 1.2763
0.618 1.2736
0.500 1.2728
0.382 1.2719
LOW 1.2692
0.618 1.2648
1.000 1.2621
1.618 1.2577
2.618 1.2506
4.250 1.2390
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 1.2728 1.2751
PP 1.2722 1.2738
S1 1.2717 1.2724

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

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