CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 1.2628 1.2622 -0.0006 0.0% 1.2859
High 1.2640 1.2660 0.0020 0.2% 1.2859
Low 1.2628 1.2622 -0.0006 0.0% 1.2580
Close 1.2640 1.2649 0.0009 0.1% 1.2618
Range 0.0012 0.0038 0.0026 216.7% 0.0279
ATR 0.0056 0.0055 -0.0001 -2.3% 0.0000
Volume 8 47 39 487.5% 98
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2758 1.2741 1.2670
R3 1.2720 1.2703 1.2659
R2 1.2682 1.2682 1.2656
R1 1.2665 1.2665 1.2652 1.2674
PP 1.2644 1.2644 1.2644 1.2648
S1 1.2627 1.2627 1.2646 1.2636
S2 1.2606 1.2606 1.2642
S3 1.2568 1.2589 1.2639
S4 1.2530 1.2551 1.2628
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 1.2660 1.2600 0.0060 0.5% 0.0015 0.1% 82% True False 12
10 1.2920 1.2580 0.0340 2.7% 0.0029 0.2% 20% False False 16
20 1.2920 1.2517 0.0403 3.2% 0.0025 0.2% 33% False False 12
40 1.2920 1.2298 0.0622 4.9% 0.0020 0.2% 56% False False 7
60 1.2920 1.2069 0.0851 6.7% 0.0022 0.2% 68% False False 7
80 1.2920 1.1980 0.0940 7.4% 0.0018 0.1% 71% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2822
2.618 1.2759
1.618 1.2721
1.000 1.2698
0.618 1.2683
HIGH 1.2660
0.618 1.2645
0.500 1.2641
0.382 1.2637
LOW 1.2622
0.618 1.2599
1.000 1.2584
1.618 1.2561
2.618 1.2523
4.250 1.2461
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 1.2646 1.2643
PP 1.2644 1.2636
S1 1.2641 1.2630

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

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