CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 1.2612 1.2631 0.0019 0.2% 1.2793
High 1.2636 1.2788 0.0152 1.2% 1.2806
Low 1.2595 1.2614 0.0019 0.2% 1.2583
Close 1.2632 1.2765 0.0133 1.1% 1.2586
Range 0.0041 0.0174 0.0133 324.4% 0.0223
ATR 0.0063 0.0071 0.0008 12.5% 0.0000
Volume 146 511 365 250.0% 1,310
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3244 1.3179 1.2861
R3 1.3070 1.3005 1.2813
R2 1.2896 1.2896 1.2797
R1 1.2831 1.2831 1.2781 1.2864
PP 1.2722 1.2722 1.2722 1.2739
S1 1.2657 1.2657 1.2749 1.2690
S2 1.2548 1.2548 1.2733
S3 1.2374 1.2483 1.2717
S4 1.2200 1.2309 1.2669
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3327 1.3180 1.2709
R3 1.3104 1.2957 1.2647
R2 1.2881 1.2881 1.2627
R1 1.2734 1.2734 1.2606 1.2696
PP 1.2658 1.2658 1.2658 1.2640
S1 1.2511 1.2511 1.2566 1.2473
S2 1.2435 1.2435 1.2545
S3 1.2212 1.2288 1.2525
S4 1.1989 1.2065 1.2463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2788 1.2565 0.0223 1.7% 0.0078 0.6% 90% True False 313
10 1.2810 1.2565 0.0245 1.9% 0.0069 0.5% 82% False False 242
20 1.2850 1.2565 0.0285 2.2% 0.0067 0.5% 70% False False 192
40 1.2851 1.2516 0.0335 2.6% 0.0061 0.5% 74% False False 132
60 1.2920 1.2438 0.0482 3.8% 0.0056 0.4% 68% False False 96
80 1.2920 1.2438 0.0482 3.8% 0.0047 0.4% 68% False False 73
100 1.2920 1.2088 0.0832 6.5% 0.0042 0.3% 81% False False 60
120 1.2920 1.1980 0.0940 7.4% 0.0036 0.3% 84% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1.3528
2.618 1.3244
1.618 1.3070
1.000 1.2962
0.618 1.2896
HIGH 1.2788
0.618 1.2722
0.500 1.2701
0.382 1.2680
LOW 1.2614
0.618 1.2506
1.000 1.2440
1.618 1.2332
2.618 1.2158
4.250 1.1875
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 1.2744 1.2736
PP 1.2722 1.2706
S1 1.2701 1.2677

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

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