CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 1.2462 1.2365 -0.0097 -0.8% 1.2301
High 1.2462 1.2365 -0.0097 -0.8% 1.2423
Low 1.2381 1.2285 -0.0096 -0.8% 1.2250
Close 1.2398 1.2332 -0.0066 -0.5% 1.2352
Range 0.0081 0.0080 -0.0001 -1.2% 0.0173
ATR 0.0099 0.0100 0.0001 1.0% 0.0000
Volume 70 91 21 30.0% 248
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2567 1.2530 1.2376
R3 1.2487 1.2450 1.2354
R2 1.2407 1.2407 1.2347
R1 1.2370 1.2370 1.2339 1.2349
PP 1.2327 1.2327 1.2327 1.2317
S1 1.2290 1.2290 1.2325 1.2269
S2 1.2247 1.2247 1.2317
S3 1.2167 1.2210 1.2310
S4 1.2087 1.2130 1.2288
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 1.2285 0.0178 1.4% 0.0062 0.5% 26% False True 52
10 1.2463 1.2156 0.0307 2.5% 0.0074 0.6% 57% False False 62
20 1.2463 1.2015 0.0448 3.6% 0.0096 0.8% 71% False False 60
40 1.2534 1.1915 0.0619 5.0% 0.0069 0.6% 67% False False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2705
2.618 1.2574
1.618 1.2494
1.000 1.2445
0.618 1.2414
HIGH 1.2365
0.618 1.2334
0.500 1.2325
0.382 1.2316
LOW 1.2285
0.618 1.2236
1.000 1.2205
1.618 1.2156
2.618 1.2076
4.250 1.1945
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 1.2330 1.2374
PP 1.2327 1.2360
S1 1.2325 1.2346

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

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