CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 1.2844 1.2897 0.0053 0.4% 1.2884
High 1.2865 1.2897 0.0032 0.2% 1.2980
Low 1.2844 1.2897 0.0053 0.4% 1.2844
Close 1.2865 1.2897 0.0032 0.2% 1.2865
Range 0.0021 0.0000 -0.0021 -100.0% 0.0136
ATR 0.0033 0.0033 0.0000 -0.3% 0.0000
Volume 7 13 6 85.7% 207
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.2897 1.2897 1.2897
R3 1.2897 1.2897 1.2897
R2 1.2897 1.2897 1.2897
R1 1.2897 1.2897 1.2897 1.2897
PP 1.2897 1.2897 1.2897 1.2897
S1 1.2897 1.2897 1.2897 1.2897
S2 1.2897 1.2897 1.2897
S3 1.2897 1.2897 1.2897
S4 1.2897 1.2897 1.2897
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3304 1.3221 1.2940
R3 1.3168 1.3085 1.2902
R2 1.3032 1.3032 1.2890
R1 1.2949 1.2949 1.2877 1.2923
PP 1.2896 1.2896 1.2896 1.2883
S1 1.2813 1.2813 1.2853 1.2787
S2 1.2760 1.2760 1.2840
S3 1.2624 1.2677 1.2828
S4 1.2488 1.2541 1.2790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2980 1.2844 0.0136 1.1% 0.0036 0.3% 39% False False 42
10 1.2980 1.2844 0.0136 1.1% 0.0019 0.1% 39% False False 43
20 1.2980 1.2844 0.0136 1.1% 0.0013 0.1% 39% False False 23
40 1.3083 1.2800 0.0283 2.2% 0.0011 0.1% 34% False False 12
60 1.3257 1.2800 0.0457 3.5% 0.0007 0.1% 21% False False 8
80 1.3257 1.2800 0.0457 3.5% 0.0007 0.1% 21% False False 7
100 1.3257 1.2800 0.0457 3.5% 0.0006 0.0% 21% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2897
2.618 1.2897
1.618 1.2897
1.000 1.2897
0.618 1.2897
HIGH 1.2897
0.618 1.2897
0.500 1.2897
0.382 1.2897
LOW 1.2897
0.618 1.2897
1.000 1.2897
1.618 1.2897
2.618 1.2897
4.250 1.2897
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 1.2897 1.2888
PP 1.2897 1.2879
S1 1.2897 1.2871

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

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