CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 1.2386 1.2462 0.0076 0.6% 1.2301
High 1.2463 1.2462 -0.0001 0.0% 1.2423
Low 1.2380 1.2381 0.0001 0.0% 1.2250
Close 1.2446 1.2398 -0.0048 -0.4% 1.2352
Range 0.0083 0.0081 -0.0002 -2.4% 0.0173
ATR 0.0100 0.0099 -0.0001 -1.4% 0.0000
Volume 15 70 55 366.7% 248
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2657 1.2608 1.2443
R3 1.2576 1.2527 1.2420
R2 1.2495 1.2495 1.2413
R1 1.2446 1.2446 1.2405 1.2430
PP 1.2414 1.2414 1.2414 1.2406
S1 1.2365 1.2365 1.2391 1.2349
S2 1.2333 1.2333 1.2383
S3 1.2252 1.2284 1.2376
S4 1.2171 1.2203 1.2353
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2861 1.2779 1.2447
R3 1.2688 1.2606 1.2400
R2 1.2515 1.2515 1.2384
R1 1.2433 1.2433 1.2368 1.2474
PP 1.2342 1.2342 1.2342 1.2362
S1 1.2260 1.2260 1.2336 1.2301
S2 1.2169 1.2169 1.2320
S3 1.1996 1.2087 1.2304
S4 1.1823 1.1914 1.2257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2463 1.2352 0.0111 0.9% 0.0059 0.5% 41% False False 54
10 1.2463 1.2108 0.0355 2.9% 0.0074 0.6% 82% False False 59
20 1.2463 1.1927 0.0536 4.3% 0.0097 0.8% 88% False False 56
40 1.2534 1.1915 0.0619 5.0% 0.0068 0.6% 78% False False 34
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2806
2.618 1.2674
1.618 1.2593
1.000 1.2543
0.618 1.2512
HIGH 1.2462
0.618 1.2431
0.500 1.2422
0.382 1.2412
LOW 1.2381
0.618 1.2331
1.000 1.2300
1.618 1.2250
2.618 1.2169
4.250 1.2037
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 1.2422 1.2408
PP 1.2414 1.2404
S1 1.2406 1.2401

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

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