CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 1.2621 1.2597 -0.0024 -0.2% 1.2639
High 1.2621 1.2597 -0.0024 -0.2% 1.2639
Low 1.2606 1.2594 -0.0012 -0.1% 1.2517
Close 1.2606 1.2594 -0.0012 -0.1% 1.2594
Range 0.0015 0.0003 -0.0012 -80.0% 0.0122
ATR 0.0063 0.0060 -0.0004 -5.8% 0.0000
Volume 6 4 -2 -33.3% 32
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.2604 1.2602 1.2596
R3 1.2601 1.2599 1.2595
R2 1.2598 1.2598 1.2595
R1 1.2596 1.2596 1.2594 1.2596
PP 1.2595 1.2595 1.2595 1.2595
S1 1.2593 1.2593 1.2594 1.2593
S2 1.2592 1.2592 1.2593
S3 1.2589 1.2590 1.2593
S4 1.2586 1.2587 1.2592
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.2949 1.2894 1.2661
R3 1.2827 1.2772 1.2628
R2 1.2705 1.2705 1.2616
R1 1.2650 1.2650 1.2605 1.2617
PP 1.2583 1.2583 1.2583 1.2567
S1 1.2528 1.2528 1.2583 1.2495
S2 1.2461 1.2461 1.2572
S3 1.2339 1.2406 1.2560
S4 1.2217 1.2284 1.2527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2639 1.2517 0.0122 1.0% 0.0010 0.1% 63% False False 6
10 1.2686 1.2460 0.0226 1.8% 0.0025 0.2% 59% False False 6
20 1.2686 1.2454 0.0232 1.8% 0.0020 0.2% 60% False False 4
40 1.2686 1.2088 0.0598 4.7% 0.0022 0.2% 85% False False 5
60 1.2686 1.1980 0.0706 5.6% 0.0017 0.1% 87% False False 5
80 1.3118 1.1980 0.1138 9.0% 0.0016 0.1% 54% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2610
2.618 1.2605
1.618 1.2602
1.000 1.2600
0.618 1.2599
HIGH 1.2597
0.618 1.2596
0.500 1.2596
0.382 1.2595
LOW 1.2594
0.618 1.2592
1.000 1.2591
1.618 1.2589
2.618 1.2586
4.250 1.2581
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 1.2596 1.2609
PP 1.2595 1.2604
S1 1.2595 1.2599

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

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