CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 1.2832 1.2875 0.0043 0.3% 1.2641
High 1.2832 1.2875 0.0043 0.3% 1.2875
Low 1.2832 1.2870 0.0038 0.3% 1.2641
Close 1.2832 1.2870 0.0038 0.3% 1.2870
Range 0.0000 0.0005 0.0005 0.0234
ATR 0.0052 0.0052 -0.0001 -1.3% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2887 1.2883 1.2873
R3 1.2882 1.2878 1.2871
R2 1.2877 1.2877 1.2871
R1 1.2873 1.2873 1.2870 1.2873
PP 1.2872 1.2872 1.2872 1.2871
S1 1.2868 1.2868 1.2870 1.2868
S2 1.2867 1.2867 1.2869
S3 1.2862 1.2863 1.2869
S4 1.2857 1.2858 1.2867
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3497 1.3418 1.2999
R3 1.3263 1.3184 1.2934
R2 1.3029 1.3029 1.2913
R1 1.2950 1.2950 1.2891 1.2990
PP 1.2795 1.2795 1.2795 1.2815
S1 1.2716 1.2716 1.2849 1.2756
S2 1.2561 1.2561 1.2827
S3 1.2327 1.2482 1.2806
S4 1.2093 1.2248 1.2741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2875 1.2621 0.0254 2.0% 0.0001 0.0% 98% True False 1
10 1.2875 1.2547 0.0328 2.5% 0.0001 0.0% 98% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2896
2.618 1.2888
1.618 1.2883
1.000 1.2880
0.618 1.2878
HIGH 1.2875
0.618 1.2873
0.500 1.2873
0.382 1.2872
LOW 1.2870
0.618 1.2867
1.000 1.2865
1.618 1.2862
2.618 1.2857
4.250 1.2849
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 1.2873 1.2844
PP 1.2872 1.2818
S1 1.2871 1.2793

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

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