CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 1.2788 1.2787 -0.0001 0.0% 1.2776
High 1.2801 1.2880 0.0079 0.6% 1.2829
Low 1.2778 1.2786 0.0008 0.1% 1.2664
Close 1.2790 1.2869 0.0079 0.6% 1.2786
Range 0.0023 0.0094 0.0071 308.7% 0.0165
ATR 0.0065 0.0067 0.0002 3.1% 0.0000
Volume 19,548 52,766 33,218 169.9% 48,071
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3127 1.3092 1.2921
R3 1.3033 1.2998 1.2895
R2 1.2939 1.2939 1.2886
R1 1.2904 1.2904 1.2878 1.2922
PP 1.2845 1.2845 1.2845 1.2854
S1 1.2810 1.2810 1.2860 1.2828
S2 1.2751 1.2751 1.2852
S3 1.2657 1.2716 1.2843
S4 1.2563 1.2622 1.2817
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 1.2880 1.2664 0.0216 1.7% 0.0084 0.7% 95% True False 22,623
10 1.2880 1.2664 0.0216 1.7% 0.0066 0.5% 95% True False 12,302
20 1.2880 1.2565 0.0315 2.4% 0.0064 0.5% 97% True False 6,319
40 1.2880 1.2565 0.0315 2.4% 0.0061 0.5% 97% True False 3,226
60 1.2880 1.2438 0.0442 3.4% 0.0061 0.5% 98% True False 2,165
80 1.2920 1.2438 0.0482 3.7% 0.0053 0.4% 89% False False 1,628
100 1.2920 1.2298 0.0622 4.8% 0.0045 0.4% 92% False False 1,303
120 1.2920 1.2069 0.0851 6.6% 0.0042 0.3% 94% False False 1,087
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3280
2.618 1.3126
1.618 1.3032
1.000 1.2974
0.618 1.2938
HIGH 1.2880
0.618 1.2844
0.500 1.2833
0.382 1.2822
LOW 1.2786
0.618 1.2728
1.000 1.2692
1.618 1.2634
2.618 1.2540
4.250 1.2387
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 1.2857 1.2837
PP 1.2845 1.2805
S1 1.2833 1.2773

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

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