CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 1.2663 1.2655 -0.0008 -0.1% 1.2557
High 1.2670 1.2686 0.0016 0.1% 1.2686
Low 1.2644 1.2640 -0.0004 0.0% 1.2460
Close 1.2659 1.2686 0.0027 0.2% 1.2686
Range 0.0026 0.0046 0.0020 76.9% 0.0226
ATR 0.0061 0.0060 -0.0001 -1.8% 0.0000
Volume 3 7 4 133.3% 33
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.2809 1.2793 1.2711
R3 1.2763 1.2747 1.2699
R2 1.2717 1.2717 1.2694
R1 1.2701 1.2701 1.2690 1.2709
PP 1.2671 1.2671 1.2671 1.2675
S1 1.2655 1.2655 1.2682 1.2663
S2 1.2625 1.2625 1.2678
S3 1.2579 1.2609 1.2673
S4 1.2533 1.2563 1.2661
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3289 1.3213 1.2810
R3 1.3063 1.2987 1.2748
R2 1.2837 1.2837 1.2727
R1 1.2761 1.2761 1.2707 1.2799
PP 1.2611 1.2611 1.2611 1.2630
S1 1.2535 1.2535 1.2665 1.2573
S2 1.2385 1.2385 1.2645
S3 1.2159 1.2309 1.2624
S4 1.1933 1.2083 1.2562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2686 1.2460 0.0226 1.8% 0.0040 0.3% 100% True False 6
10 1.2686 1.2460 0.0226 1.8% 0.0027 0.2% 100% True False 5
20 1.2686 1.2337 0.0349 2.8% 0.0018 0.1% 100% True False 3
40 1.2686 1.2069 0.0617 4.9% 0.0022 0.2% 100% True False 4
60 1.2686 1.1980 0.0706 5.6% 0.0017 0.1% 100% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2882
2.618 1.2806
1.618 1.2760
1.000 1.2732
0.618 1.2714
HIGH 1.2686
0.618 1.2668
0.500 1.2663
0.382 1.2658
LOW 1.2640
0.618 1.2612
1.000 1.2594
1.618 1.2566
2.618 1.2520
4.250 1.2445
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 1.2678 1.2648
PP 1.2671 1.2611
S1 1.2663 1.2573

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

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