CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 1.2715 1.2730 0.0015 0.1% 1.2722
High 1.2752 1.2804 0.0052 0.4% 1.2804
Low 1.2715 1.2729 0.0014 0.1% 1.2698
Close 1.2729 1.2778 0.0049 0.4% 1.2778
Range 0.0037 0.0075 0.0038 102.7% 0.0106
ATR 0.0060 0.0061 0.0001 1.8% 0.0000
Volume 210 1,428 1,218 580.0% 2,978
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2995 1.2962 1.2819
R3 1.2920 1.2887 1.2799
R2 1.2845 1.2845 1.2792
R1 1.2812 1.2812 1.2785 1.2829
PP 1.2770 1.2770 1.2770 1.2779
S1 1.2737 1.2737 1.2771 1.2754
S2 1.2695 1.2695 1.2764
S3 1.2620 1.2662 1.2757
S4 1.2545 1.2587 1.2737
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3078 1.3034 1.2836
R3 1.2972 1.2928 1.2807
R2 1.2866 1.2866 1.2797
R1 1.2822 1.2822 1.2788 1.2844
PP 1.2760 1.2760 1.2760 1.2771
S1 1.2716 1.2716 1.2768 1.2738
S2 1.2654 1.2654 1.2759
S3 1.2548 1.2610 1.2749
S4 1.2442 1.2504 1.2720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2804 1.2698 0.0106 0.8% 0.0045 0.4% 75% True False 595
10 1.2804 1.2565 0.0239 1.9% 0.0057 0.4% 89% True False 493
20 1.2815 1.2565 0.0250 2.0% 0.0058 0.5% 85% False False 346
40 1.2851 1.2539 0.0312 2.4% 0.0059 0.5% 77% False False 222
60 1.2851 1.2438 0.0413 3.2% 0.0056 0.4% 82% False False 162
80 1.2920 1.2438 0.0482 3.8% 0.0049 0.4% 71% False False 124
100 1.2920 1.2298 0.0622 4.9% 0.0042 0.3% 77% False False 100
120 1.2920 1.1980 0.0940 7.4% 0.0039 0.3% 85% False False 84
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 0.0009
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3123
2.618 1.3000
1.618 1.2925
1.000 1.2879
0.618 1.2850
HIGH 1.2804
0.618 1.2775
0.500 1.2767
0.382 1.2758
LOW 1.2729
0.618 1.2683
1.000 1.2654
1.618 1.2608
2.618 1.2533
4.250 1.2410
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 1.2774 1.2770
PP 1.2770 1.2762
S1 1.2767 1.2755

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

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