CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 1.2730 1.2776 0.0046 0.4% 1.2722
High 1.2804 1.2800 -0.0004 0.0% 1.2804
Low 1.2729 1.2757 0.0028 0.2% 1.2698
Close 1.2778 1.2759 -0.0019 -0.1% 1.2778
Range 0.0075 0.0043 -0.0032 -42.7% 0.0106
ATR 0.0061 0.0060 -0.0001 -2.1% 0.0000
Volume 1,428 7,266 5,838 408.8% 2,978
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2901 1.2873 1.2783
R3 1.2858 1.2830 1.2771
R2 1.2815 1.2815 1.2767
R1 1.2787 1.2787 1.2763 1.2780
PP 1.2772 1.2772 1.2772 1.2768
S1 1.2744 1.2744 1.2755 1.2737
S2 1.2729 1.2729 1.2751
S3 1.2686 1.2701 1.2747
S4 1.2643 1.2658 1.2735
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 1.2705 0.0099 0.8% 0.0048 0.4% 55% False False 1,981
10 1.2804 1.2595 0.0209 1.6% 0.0056 0.4% 78% False False 1,196
20 1.2810 1.2565 0.0245 1.9% 0.0058 0.5% 79% False False 699
40 1.2851 1.2539 0.0312 2.4% 0.0060 0.5% 71% False False 401
60 1.2851 1.2438 0.0413 3.2% 0.0057 0.4% 78% False False 283
80 1.2920 1.2438 0.0482 3.8% 0.0049 0.4% 67% False False 215
100 1.2920 1.2298 0.0622 4.9% 0.0042 0.3% 74% False False 172
120 1.2920 1.1980 0.0940 7.4% 0.0039 0.3% 83% False False 144
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2983
2.618 1.2913
1.618 1.2870
1.000 1.2843
0.618 1.2827
HIGH 1.2800
0.618 1.2784
0.500 1.2779
0.382 1.2773
LOW 1.2757
0.618 1.2730
1.000 1.2714
1.618 1.2687
2.618 1.2644
4.250 1.2574
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 1.2779 1.2760
PP 1.2772 1.2759
S1 1.2766 1.2759

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

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