CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 1.2712 1.2700 -0.0012 -0.1% 1.2788
High 1.2750 1.2788 0.0038 0.3% 1.2977
Low 1.2686 1.2631 -0.0055 -0.4% 1.2764
Close 1.2689 1.2766 0.0077 0.6% 1.2782
Range 0.0064 0.0157 0.0093 145.3% 0.0213
ATR 0.0079 0.0084 0.0006 7.1% 0.0000
Volume 83,858 141,898 58,040 69.2% 356,517
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3199 1.3140 1.2852
R3 1.3042 1.2983 1.2809
R2 1.2885 1.2885 1.2795
R1 1.2826 1.2826 1.2780 1.2856
PP 1.2728 1.2728 1.2728 1.2743
S1 1.2669 1.2669 1.2752 1.2699
S2 1.2571 1.2571 1.2737
S3 1.2414 1.2512 1.2723
S4 1.2257 1.2355 1.2680
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3480 1.3344 1.2899
R3 1.3267 1.3131 1.2841
R2 1.3054 1.3054 1.2821
R1 1.2918 1.2918 1.2802 1.2880
PP 1.2841 1.2841 1.2841 1.2822
S1 1.2705 1.2705 1.2762 1.2667
S2 1.2628 1.2628 1.2743
S3 1.2415 1.2492 1.2723
S4 1.2202 1.2279 1.2665
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2977 1.2631 0.0346 2.7% 0.0127 1.0% 39% False True 113,558
10 1.2977 1.2631 0.0346 2.7% 0.0106 0.8% 39% False True 72,530
20 1.2977 1.2614 0.0363 2.8% 0.0081 0.6% 42% False False 37,132
40 1.2977 1.2565 0.0412 3.2% 0.0070 0.5% 49% False False 18,651
60 1.2977 1.2516 0.0461 3.6% 0.0065 0.5% 54% False False 12,457
80 1.2977 1.2438 0.0539 4.2% 0.0060 0.5% 61% False False 9,349
100 1.2977 1.2438 0.0539 4.2% 0.0052 0.4% 61% False False 7,480
120 1.2977 1.2088 0.0889 7.0% 0.0047 0.4% 76% False False 6,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3455
2.618 1.3199
1.618 1.3042
1.000 1.2945
0.618 1.2885
HIGH 1.2788
0.618 1.2728
0.500 1.2710
0.382 1.2691
LOW 1.2631
0.618 1.2534
1.000 1.2474
1.618 1.2377
2.618 1.2220
4.250 1.1964
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 1.2747 1.2750
PP 1.2728 1.2733
S1 1.2710 1.2717

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

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