CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 1.2655 1.2619 -0.0036 -0.3% 1.2756
High 1.2668 1.2641 -0.0027 -0.2% 1.2774
Low 1.2588 1.2594 0.0006 0.0% 1.2588
Close 1.2623 1.2617 -0.0006 0.0% 1.2617
Range 0.0080 0.0047 -0.0033 -41.3% 0.0186
ATR 0.0072 0.0070 -0.0002 -2.5% 0.0000
Volume 134,984 71,038 -63,946 -47.4% 451,256
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.2758 1.2735 1.2643
R3 1.2711 1.2688 1.2630
R2 1.2664 1.2664 1.2626
R1 1.2641 1.2641 1.2621 1.2629
PP 1.2617 1.2617 1.2617 1.2612
S1 1.2594 1.2594 1.2613 1.2582
S2 1.2570 1.2570 1.2608
S3 1.2523 1.2547 1.2604
S4 1.2476 1.2500 1.2591
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.3218 1.3103 1.2719
R3 1.3032 1.2917 1.2668
R2 1.2846 1.2846 1.2651
R1 1.2731 1.2731 1.2634 1.2696
PP 1.2660 1.2660 1.2660 1.2642
S1 1.2545 1.2545 1.2600 1.2510
S2 1.2474 1.2474 1.2583
S3 1.2288 1.2359 1.2566
S4 1.2102 1.2173 1.2515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2774 1.2588 0.0186 1.5% 0.0067 0.5% 16% False False 90,251
10 1.2836 1.2588 0.0248 2.0% 0.0068 0.5% 12% False False 77,780
20 1.2922 1.2588 0.0334 2.6% 0.0067 0.5% 9% False False 75,267
40 1.2977 1.2588 0.0389 3.1% 0.0071 0.6% 7% False False 59,864
60 1.2977 1.2565 0.0412 3.3% 0.0069 0.6% 13% False False 39,983
80 1.2977 1.2516 0.0461 3.7% 0.0066 0.5% 22% False False 30,007
100 1.2977 1.2438 0.0539 4.3% 0.0062 0.5% 33% False False 24,011
120 1.2977 1.2438 0.0539 4.3% 0.0055 0.4% 33% False False 20,010
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2841
2.618 1.2764
1.618 1.2717
1.000 1.2688
0.618 1.2670
HIGH 1.2641
0.618 1.2623
0.500 1.2618
0.382 1.2612
LOW 1.2594
0.618 1.2565
1.000 1.2547
1.618 1.2518
2.618 1.2471
4.250 1.2394
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 1.2618 1.2658
PP 1.2617 1.2644
S1 1.2617 1.2631

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

View Archives - Comment on this page... - Back to Index of Symbols