CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 1.2670 1.2716 0.0046 0.4% 1.2819
High 1.2670 1.2802 0.0132 1.0% 1.2819
Low 1.2670 1.2716 0.0046 0.4% 1.2625
Close 1.2670 1.2802 0.0132 1.0% 1.2625
Range 0.0000 0.0086 0.0086 0.0194
ATR 0.0041 0.0048 0.0006 15.7% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3031 1.3003 1.2849
R3 1.2945 1.2917 1.2826
R2 1.2859 1.2859 1.2818
R1 1.2831 1.2831 1.2810 1.2845
PP 1.2773 1.2773 1.2773 1.2781
S1 1.2745 1.2745 1.2794 1.2759
S2 1.2687 1.2687 1.2786
S3 1.2601 1.2659 1.2778
S4 1.2515 1.2573 1.2755
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3272 1.3142 1.2732
R3 1.3078 1.2948 1.2678
R2 1.2884 1.2884 1.2661
R1 1.2754 1.2754 1.2643 1.2722
PP 1.2690 1.2690 1.2690 1.2674
S1 1.2560 1.2560 1.2607 1.2528
S2 1.2496 1.2496 1.2589
S3 1.2302 1.2366 1.2572
S4 1.2108 1.2172 1.2518
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2802 1.2625 0.0177 1.4% 0.0019 0.1% 100% True False 1
10 1.2840 1.2625 0.0215 1.7% 0.0009 0.1% 82% False 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 19 trading days
Fibonacci Retracements and Extensions
4.250 1.3168
2.618 1.3027
1.618 1.2941
1.000 1.2888
0.618 1.2855
HIGH 1.2802
0.618 1.2769
0.500 1.2759
0.382 1.2749
LOW 1.2716
0.618 1.2663
1.000 1.2630
1.618 1.2577
2.618 1.2491
4.250 1.2351
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 1.2788 1.2776
PP 1.2773 1.2750
S1 1.2759 1.2725

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

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