CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1.2763 1.2685 -0.0078 -0.6% 1.2776
High 1.2768 1.2829 0.0061 0.5% 1.2829
Low 1.2664 1.2665 0.0001 0.0% 1.2664
Close 1.2692 1.2786 0.0094 0.7% 1.2786
Range 0.0104 0.0164 0.0060 57.7% 0.0165
ATR 0.0061 0.0069 0.0007 12.0% 0.0000
Volume 13,946 21,325 7,379 52.9% 48,071
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3252 1.3183 1.2876
R3 1.3088 1.3019 1.2831
R2 1.2924 1.2924 1.2816
R1 1.2855 1.2855 1.2801 1.2890
PP 1.2760 1.2760 1.2760 1.2777
S1 1.2691 1.2691 1.2771 1.2726
S2 1.2596 1.2596 1.2756
S3 1.2432 1.2527 1.2741
S4 1.2268 1.2363 1.2696
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3255 1.3185 1.2877
R3 1.3090 1.3020 1.2831
R2 1.2925 1.2925 1.2816
R1 1.2855 1.2855 1.2801 1.2890
PP 1.2760 1.2760 1.2760 1.2777
S1 1.2690 1.2690 1.2771 1.2725
S2 1.2595 1.2595 1.2756
S3 1.2430 1.2525 1.2741
S4 1.2265 1.2360 1.2695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2829 1.2664 0.0165 1.3% 0.0084 0.7% 74% True False 9,899
10 1.2829 1.2664 0.0165 1.3% 0.0061 0.5% 74% True False 5,134
20 1.2829 1.2565 0.0264 2.1% 0.0063 0.5% 84% True False 2,725
40 1.2851 1.2565 0.0286 2.2% 0.0061 0.5% 77% False False 1,420
60 1.2851 1.2438 0.0413 3.2% 0.0061 0.5% 84% False False 963
80 1.2920 1.2438 0.0482 3.8% 0.0052 0.4% 72% False False 724
100 1.2920 1.2298 0.0622 4.9% 0.0045 0.3% 78% False False 580
120 1.2920 1.2021 0.0899 7.0% 0.0041 0.3% 85% False False 484
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 0.0008
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3526
2.618 1.3258
1.618 1.3094
1.000 1.2993
0.618 1.2930
HIGH 1.2829
0.618 1.2766
0.500 1.2747
0.382 1.2728
LOW 1.2665
0.618 1.2564
1.000 1.2501
1.618 1.2400
2.618 1.2236
4.250 1.1968
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1.2773 1.2773
PP 1.2760 1.2760
S1 1.2747 1.2747

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

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