CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 1.2557 1.2557 0.0000 0.0% 1.2546
High 1.2557 1.2596 0.0039 0.3% 1.2620
Low 1.2557 1.2514 -0.0043 -0.3% 1.2539
Close 1.2557 1.2561 0.0004 0.0% 1.2557
Range 0.0000 0.0082 0.0082 0.0081
ATR 0.0051 0.0053 0.0002 4.4% 0.0000
Volume 8 8 0 0.0% 20
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 1.2803 1.2764 1.2606
R3 1.2721 1.2682 1.2584
R2 1.2639 1.2639 1.2576
R1 1.2600 1.2600 1.2569 1.2620
PP 1.2557 1.2557 1.2557 1.2567
S1 1.2518 1.2518 1.2553 1.2538
S2 1.2475 1.2475 1.2546
S3 1.2393 1.2436 1.2538
S4 1.2311 1.2354 1.2516
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.2815 1.2767 1.2602
R3 1.2734 1.2686 1.2579
R2 1.2653 1.2653 1.2572
R1 1.2605 1.2605 1.2564 1.2629
PP 1.2572 1.2572 1.2572 1.2584
S1 1.2524 1.2524 1.2550 1.2548
S2 1.2491 1.2491 1.2542
S3 1.2410 1.2443 1.2535
S4 1.2329 1.2362 1.2512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2620 1.2514 0.0106 0.8% 0.0030 0.2% 44% False True 4
10 1.2620 1.2454 0.0166 1.3% 0.0023 0.2% 64% False False 3
20 1.2620 1.2298 0.0322 2.6% 0.0018 0.1% 82% False False 4
40 1.2620 1.1980 0.0640 5.1% 0.0020 0.2% 91% False False 4
60 1.2620 1.1980 0.0640 5.1% 0.0016 0.1% 91% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.2945
2.618 1.2811
1.618 1.2729
1.000 1.2678
0.618 1.2647
HIGH 1.2596
0.618 1.2565
0.500 1.2555
0.382 1.2545
LOW 1.2514
0.618 1.2463
1.000 1.2432
1.618 1.2381
2.618 1.2299
4.250 1.2166
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 1.2559 1.2559
PP 1.2557 1.2557
S1 1.2555 1.2555

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

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