CME Japanese Yen Future March 2013


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 1.2711 1.2636 -0.0075 -0.6% 1.2645
High 1.2711 1.2636 -0.0075 -0.6% 1.2770
Low 1.2711 1.2636 -0.0075 -0.6% 1.2638
Close 1.2711 1.2636 -0.0075 -0.6% 1.2770
Range
ATR 0.0046 0.0048 0.0002 4.5% 0.0000
Volume 3 3 0 0.0% 5
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2636 1.2636 1.2636
R3 1.2636 1.2636 1.2636
R2 1.2636 1.2636 1.2636
R1 1.2636 1.2636 1.2636 1.2636
PP 1.2636 1.2636 1.2636 1.2636
S1 1.2636 1.2636 1.2636 1.2636
S2 1.2636 1.2636 1.2636
S3 1.2636 1.2636 1.2636
S4 1.2636 1.2636 1.2636
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3122 1.3078 1.2843
R3 1.2990 1.2946 1.2806
R2 1.2858 1.2858 1.2794
R1 1.2814 1.2814 1.2782 1.2836
PP 1.2726 1.2726 1.2726 1.2737
S1 1.2682 1.2682 1.2758 1.2704
S2 1.2594 1.2594 1.2746
S3 1.2462 1.2550 1.2734
S4 1.2330 1.2418 1.2697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2770 1.2636 0.0134 1.1% 0.0014 0.1% 0% False True 2
10 1.2770 1.2606 0.0164 1.3% 0.0007 0.1% 18% False False 1
20 1.2875 1.2606 0.0269 2.1% 0.0004 0.0% 11% False False 2
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2636
2.618 1.2636
1.618 1.2636
1.000 1.2636
0.618 1.2636
HIGH 1.2636
0.618 1.2636
0.500 1.2636
0.382 1.2636
LOW 1.2636
0.618 1.2636
1.000 1.2636
1.618 1.2636
2.618 1.2636
4.250 1.2636
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 1.2636 1.2674
PP 1.2636 1.2661
S1 1.2636 1.2649

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

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