CME Japanese Yen Future September 2012

Trading Metrics calculated at close of trading on 12-Apr-2012

Day Change Summary
	Previous	Current
	11-Apr-2012	12-Apr-2012	Change	Change %	Previous Week
Open	1.2411	1.2379	-0.0032	-0.3%	1.2073
High	1.2423	1.2406	-0.0017	-0.1%	1.2304
Low	1.2355	1.2360	0.0005	0.0%	1.2033
Close	1.2384	1.2400	0.0016	0.1%	1.2289
Range	0.0068	0.0046	-0.0022	-32.4%	0.0271
ATR	0.0108	0.0103	-0.0004	-4.1%	0.0000
Volume	100	50	-50	-50.0%	353

Daily Pivots for day following 12-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.2527	1.2509	1.2425
R3	1.2481	1.2463	1.2413
R2	1.2435	1.2435	1.2408
R1	1.2417	1.2417	1.2404	1.2426
PP	1.2389	1.2389	1.2389	1.2393
S1	1.2371	1.2371	1.2396	1.2380
S2	1.2343	1.2343	1.2392
S3	1.2297	1.2325	1.2387
S4	1.2251	1.2279	1.2375

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	1.2423	1.2250	0.0173	1.4%	0.0078	0.6%	87%	False	False	71
10	1.2423	1.2033	0.0390	3.1%	0.0108	0.9%	94%	False	False	61
20	1.2423	1.1927	0.0496	4.0%	0.0096	0.8%	95%	False	False	52
40	1.2709	1.1915	0.0794	6.4%	0.0064	0.5%	61%	False	False	31

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.2602
2.618	1.2526
1.618	1.2480
1.000	1.2452
0.618	1.2434
HIGH	1.2406
0.618	1.2388
0.500	1.2383
0.382	1.2378
LOW	1.2360
0.618	1.2332
1.000	1.2314
1.618	1.2286
2.618	1.2240
4.250	1.2165

Fisher Pivots for day following 12-Apr-2012
Pivot	1 day	3 day
R1	1.2394	1.2379
PP	1.2389	1.2358
S1	1.2383	1.2337

Download as Excel Spreadsheet

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

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