CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 1.2892 1.2837 -0.0055 -0.4% 1.2807
High 1.2922 1.2863 -0.0059 -0.5% 1.2922
Low 1.2810 1.2803 -0.0007 -0.1% 1.2802
Close 1.2832 1.2825 -0.0007 -0.1% 1.2832
Range 0.0112 0.0060 -0.0052 -46.4% 0.0120
ATR 0.0075 0.0074 -0.0001 -1.4% 0.0000
Volume 81,936 74,479 -7,457 -9.1% 344,254
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3010 1.2978 1.2858
R3 1.2950 1.2918 1.2842
R2 1.2890 1.2890 1.2836
R1 1.2858 1.2858 1.2831 1.2844
PP 1.2830 1.2830 1.2830 1.2824
S1 1.2798 1.2798 1.2820 1.2784
S2 1.2770 1.2770 1.2814
S3 1.2710 1.2738 1.2809
S4 1.2650 1.2678 1.2792
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3212 1.3142 1.2898
R3 1.3092 1.3022 1.2865
R2 1.2972 1.2972 1.2854
R1 1.2902 1.2902 1.2843 1.2937
PP 1.2852 1.2852 1.2852 1.2870
S1 1.2782 1.2782 1.2821 1.2817
S2 1.2732 1.2732 1.2810
S3 1.2612 1.2662 1.2799
S4 1.2492 1.2542 1.2766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2922 1.2803 0.0119 0.9% 0.0061 0.5% 18% False True 71,982
10 1.2922 1.2631 0.0291 2.3% 0.0070 0.5% 67% False False 79,233
20 1.2977 1.2631 0.0346 2.7% 0.0081 0.6% 56% False False 65,234
40 1.2977 1.2565 0.0412 3.2% 0.0069 0.5% 63% False False 32,790
60 1.2977 1.2539 0.0438 3.4% 0.0066 0.5% 65% False False 21,893
80 1.2977 1.2438 0.0539 4.2% 0.0062 0.5% 72% False False 16,430
100 1.2977 1.2438 0.0539 4.2% 0.0055 0.4% 72% False False 13,146
120 1.2977 1.2298 0.0679 5.3% 0.0049 0.4% 78% False False 10,955
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3118
2.618 1.3020
1.618 1.2960
1.000 1.2923
0.618 1.2900
HIGH 1.2863
0.618 1.2840
0.500 1.2833
0.382 1.2826
LOW 1.2803
0.618 1.2766
1.000 1.2743
1.618 1.2706
2.618 1.2646
4.250 1.2548
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 1.2833 1.2863
PP 1.2830 1.2850
S1 1.2828 1.2838

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

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