CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1.2700 1.2770 0.0070 0.6% 1.2788
High 1.2788 1.2826 0.0038 0.3% 1.2977
Low 1.2631 1.2754 0.0123 1.0% 1.2764
Close 1.2766 1.2787 0.0021 0.2% 1.2782
Range 0.0157 0.0072 -0.0085 -54.1% 0.0213
ATR 0.0084 0.0083 -0.0001 -1.0% 0.0000
Volume 141,898 84,439 -57,459 -40.5% 356,517
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3005 1.2968 1.2827
R3 1.2933 1.2896 1.2807
R2 1.2861 1.2861 1.2800
R1 1.2824 1.2824 1.2794 1.2843
PP 1.2789 1.2789 1.2789 1.2798
S1 1.2752 1.2752 1.2780 1.2771
S2 1.2717 1.2717 1.2774
S3 1.2645 1.2680 1.2767
S4 1.2573 1.2608 1.2747
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 1.2924 1.2631 0.0293 2.3% 0.0116 0.9% 53% False False 112,412
10 1.2977 1.2631 0.0346 2.7% 0.0102 0.8% 45% False False 79,579
20 1.2977 1.2631 0.0346 2.7% 0.0076 0.6% 45% False False 41,329
40 1.2977 1.2565 0.0412 3.2% 0.0071 0.6% 54% False False 20,760
60 1.2977 1.2516 0.0461 3.6% 0.0066 0.5% 59% False False 13,864
80 1.2977 1.2438 0.0539 4.2% 0.0061 0.5% 65% False False 10,404
100 1.2977 1.2438 0.0539 4.2% 0.0053 0.4% 65% False False 8,324
120 1.2977 1.2088 0.0889 7.0% 0.0048 0.4% 79% False False 6,938
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3132
2.618 1.3014
1.618 1.2942
1.000 1.2898
0.618 1.2870
HIGH 1.2826
0.618 1.2798
0.500 1.2790
0.382 1.2782
LOW 1.2754
0.618 1.2710
1.000 1.2682
1.618 1.2638
2.618 1.2566
4.250 1.2448
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1.2790 1.2768
PP 1.2789 1.2748
S1 1.2788 1.2729

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

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