CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 1.2795 1.2817 0.0022 0.2% 1.2822
High 1.2795 1.2817 0.0022 0.2% 1.2953
Low 1.2795 1.2817 0.0022 0.2% 1.2809
Close 1.2795 1.2817 0.0022 0.2% 1.2809
Range
ATR 0.0051 0.0049 -0.0002 -4.1% 0.0000
Volume 1 1 0 0.0% 20
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.2817 1.2817 1.2817
R3 1.2817 1.2817 1.2817
R2 1.2817 1.2817 1.2817
R1 1.2817 1.2817 1.2817 1.2817
PP 1.2817 1.2817 1.2817 1.2817
S1 1.2817 1.2817 1.2817 1.2817
S2 1.2817 1.2817 1.2817
S3 1.2817 1.2817 1.2817
S4 1.2817 1.2817 1.2817
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3289 1.3193 1.2888
R3 1.3145 1.3049 1.2849
R2 1.3001 1.3001 1.2835
R1 1.2905 1.2905 1.2822 1.2881
PP 1.2857 1.2857 1.2857 1.2845
S1 1.2761 1.2761 1.2796 1.2737
S2 1.2713 1.2713 1.2783
S3 1.2569 1.2617 1.2769
S4 1.2425 1.2473 1.2730
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2859 1.2718 0.0141 1.1% 0.0010 0.1% 70% False False 1
10 1.2953 1.2718 0.0235 1.8% 0.0005 0.0% 42% False False 2
20 1.2953 1.2718 0.0235 1.8% 0.0003 0.0% 42% 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 1.2817
2.618 1.2817
1.618 1.2817
1.000 1.2817
0.618 1.2817
HIGH 1.2817
0.618 1.2817
0.500 1.2817
0.382 1.2817
LOW 1.2817
0.618 1.2817
1.000 1.2817
1.618 1.2817
2.618 1.2817
4.250 1.2817
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 1.2817 1.2801
PP 1.2817 1.2784
S1 1.2817 1.2768

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

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