CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 1.2897 1.2884 -0.0013 -0.1% 1.2884
High 1.2897 1.2884 -0.0013 -0.1% 1.2980
Low 1.2897 1.2884 -0.0013 -0.1% 1.2844
Close 1.2897 1.2884 -0.0013 -0.1% 1.2865
Range
ATR 0.0033 0.0032 -0.0001 -4.3% 0.0000
Volume 13 13 0 0.0% 207
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.2884 1.2884 1.2884
R3 1.2884 1.2884 1.2884
R2 1.2884 1.2884 1.2884
R1 1.2884 1.2884 1.2884 1.2884
PP 1.2884 1.2884 1.2884 1.2884
S1 1.2884 1.2884 1.2884 1.2884
S2 1.2884 1.2884 1.2884
S3 1.2884 1.2884 1.2884
S4 1.2884 1.2884 1.2884
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% 0.0032 0.3% 29% False False 19
10 1.2980 1.2844 0.0136 1.1% 0.0019 0.1% 29% False False 41
20 1.2980 1.2844 0.0136 1.1% 0.0012 0.1% 29% False False 23
40 1.3083 1.2844 0.0239 1.9% 0.0008 0.1% 17% False False 12
60 1.3257 1.2800 0.0457 3.5% 0.0007 0.1% 18% False False 9
80 1.3257 1.2800 0.0457 3.5% 0.0007 0.1% 18% False False 7
100 1.3257 1.2800 0.0457 3.5% 0.0006 0.0% 18% False False 6
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 0.0006
Fibonacci Retracements and Extensions
4.250 1.2884
2.618 1.2884
1.618 1.2884
1.000 1.2884
0.618 1.2884
HIGH 1.2884
0.618 1.2884
0.500 1.2884
0.382 1.2884
LOW 1.2884
0.618 1.2884
1.000 1.2884
1.618 1.2884
2.618 1.2884
4.250 1.2884
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 1.2884 1.2880
PP 1.2884 1.2875
S1 1.2884 1.2871

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

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