CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 1.2642 1.2618 -0.0024 -0.2% 1.2859
High 1.2642 1.2618 -0.0024 -0.2% 1.2859
Low 1.2580 1.2618 0.0038 0.3% 1.2580
Close 1.2584 1.2618 0.0034 0.3% 1.2618
Range 0.0062 0.0000 -0.0062 -100.0% 0.0279
ATR 0.0068 0.0065 -0.0002 -3.6% 0.0000
Volume 3 5 2 66.7% 98
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2618 1.2618 1.2618
R3 1.2618 1.2618 1.2618
R2 1.2618 1.2618 1.2618
R1 1.2618 1.2618 1.2618 1.2618
PP 1.2618 1.2618 1.2618 1.2618
S1 1.2618 1.2618 1.2618 1.2618
S2 1.2618 1.2618 1.2618
S3 1.2618 1.2618 1.2618
S4 1.2618 1.2618 1.2618
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3523 1.3349 1.2771
R3 1.3244 1.3070 1.2695
R2 1.2965 1.2965 1.2669
R1 1.2791 1.2791 1.2644 1.2739
PP 1.2686 1.2686 1.2686 1.2659
S1 1.2512 1.2512 1.2592 1.2460
S2 1.2407 1.2407 1.2567
S3 1.2128 1.2233 1.2541
S4 1.1849 1.1954 1.2465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2859 1.2580 0.0279 2.2% 0.0026 0.2% 14% False False 19
10 1.2920 1.2580 0.0340 2.7% 0.0030 0.2% 11% False False 14
20 1.2920 1.2460 0.0460 3.6% 0.0027 0.2% 34% False False 10
40 1.2920 1.2298 0.0622 4.9% 0.0021 0.2% 51% False False 7
60 1.2920 1.1980 0.0940 7.4% 0.0021 0.2% 68% False False 6
80 1.2920 1.1980 0.0940 7.4% 0.0018 0.1% 68% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2618
2.618 1.2618
1.618 1.2618
1.000 1.2618
0.618 1.2618
HIGH 1.2618
0.618 1.2618
0.500 1.2618
0.382 1.2618
LOW 1.2618
0.618 1.2618
1.000 1.2618
1.618 1.2618
2.618 1.2618
4.250 1.2618
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 1.2618 1.2634
PP 1.2618 1.2628
S1 1.2618 1.2623

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

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