CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 1.2830 1.2797 -0.0033 -0.3% 1.2807
High 1.2834 1.2809 -0.0025 -0.2% 1.2922
Low 1.2793 1.2727 -0.0066 -0.5% 1.2802
Close 1.2809 1.2741 -0.0068 -0.5% 1.2832
Range 0.0041 0.0082 0.0041 100.0% 0.0120
ATR 0.0071 0.0072 0.0001 1.1% 0.0000
Volume 49,623 84,315 34,692 69.9% 344,254
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3005 1.2955 1.2786
R3 1.2923 1.2873 1.2764
R2 1.2841 1.2841 1.2756
R1 1.2791 1.2791 1.2749 1.2775
PP 1.2759 1.2759 1.2759 1.2751
S1 1.2709 1.2709 1.2733 1.2693
S2 1.2677 1.2677 1.2726
S3 1.2595 1.2627 1.2718
S4 1.2513 1.2545 1.2696
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 1.2727 0.0195 1.5% 0.0065 0.5% 7% False True 71,328
10 1.2922 1.2727 0.0195 1.5% 0.0061 0.5% 7% False True 70,051
20 1.2977 1.2631 0.0346 2.7% 0.0083 0.7% 32% False False 71,290
40 1.2977 1.2565 0.0412 3.2% 0.0069 0.5% 43% False False 36,132
60 1.2977 1.2539 0.0438 3.4% 0.0067 0.5% 46% False False 24,123
80 1.2977 1.2438 0.0539 4.2% 0.0064 0.5% 56% False False 18,104
100 1.2977 1.2438 0.0539 4.2% 0.0056 0.4% 56% False False 14,485
120 1.2977 1.2298 0.0679 5.3% 0.0049 0.4% 65% False False 12,071
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3158
2.618 1.3024
1.618 1.2942
1.000 1.2891
0.618 1.2860
HIGH 1.2809
0.618 1.2778
0.500 1.2768
0.382 1.2758
LOW 1.2727
0.618 1.2676
1.000 1.2645
1.618 1.2594
2.618 1.2512
4.250 1.2379
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 1.2768 1.2795
PP 1.2759 1.2777
S1 1.2750 1.2759

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

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