CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
06-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 1.2271 1.2301 0.0030 0.2% 1.2073
High 1.2304 1.2335 0.0031 0.3% 1.2304
Low 1.2254 1.2273 0.0019 0.2% 1.2033
Close 1.2289 1.2273 -0.0016 -0.1% 1.2289
Range 0.0050 0.0062 0.0012 24.0% 0.0271
ATR 0.0110 0.0107 -0.0003 -3.1% 0.0000
Volume 145 26 -119 -82.1% 353
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2480 1.2438 1.2307
R3 1.2418 1.2376 1.2290
R2 1.2356 1.2356 1.2284
R1 1.2314 1.2314 1.2279 1.2304
PP 1.2294 1.2294 1.2294 1.2289
S1 1.2252 1.2252 1.2267 1.2242
S2 1.2232 1.2232 1.2262
S3 1.2170 1.2190 1.2256
S4 1.2108 1.2128 1.2239
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.3022 1.2926 1.2438
R3 1.2751 1.2655 1.2364
R2 1.2480 1.2480 1.2339
R1 1.2384 1.2384 1.2314 1.2432
PP 1.2209 1.2209 1.2209 1.2233
S1 1.2113 1.2113 1.2264 1.2161
S2 1.1938 1.1938 1.2239
S3 1.1667 1.1842 1.2214
S4 1.1396 1.1571 1.2140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2335 1.2071 0.0264 2.2% 0.0095 0.8% 77% True False 62
10 1.2335 1.2015 0.0320 2.6% 0.0110 0.9% 81% True False 65
20 1.2335 1.1915 0.0420 3.4% 0.0089 0.7% 85% True False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2599
2.618 1.2497
1.618 1.2435
1.000 1.2397
0.618 1.2373
HIGH 1.2335
0.618 1.2311
0.500 1.2304
0.382 1.2297
LOW 1.2273
0.618 1.2235
1.000 1.2211
1.618 1.2173
2.618 1.2111
4.250 1.2010
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 1.2304 1.2264
PP 1.2294 1.2255
S1 1.2283 1.2246

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

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