CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 1.2295 1.2274 -0.0021 -0.2% 1.2386
High 1.2298 1.2278 -0.0020 -0.2% 1.2463
Low 1.2260 1.2252 -0.0008 -0.1% 1.2252
Close 1.2298 1.2278 -0.0020 -0.2% 1.2278
Range 0.0038 0.0026 -0.0012 -31.6% 0.0211
ATR 0.0098 0.0094 -0.0004 -3.8% 0.0000
Volume 37 54 17 45.9% 267
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2347 1.2339 1.2292
R3 1.2321 1.2313 1.2285
R2 1.2295 1.2295 1.2283
R1 1.2287 1.2287 1.2280 1.2291
PP 1.2269 1.2269 1.2269 1.2272
S1 1.2261 1.2261 1.2276 1.2265
S2 1.2243 1.2243 1.2273
S3 1.2217 1.2235 1.2271
S4 1.2191 1.2209 1.2264
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2964 1.2832 1.2394
R3 1.2753 1.2621 1.2336
R2 1.2542 1.2542 1.2317
R1 1.2410 1.2410 1.2297 1.2371
PP 1.2331 1.2331 1.2331 1.2311
S1 1.2199 1.2199 1.2259 1.2160
S2 1.2120 1.2120 1.2239
S3 1.1909 1.1988 1.2220
S4 1.1698 1.1777 1.2162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2463 1.2252 0.0211 1.7% 0.0062 0.5% 12% False True 53
10 1.2463 1.2250 0.0213 1.7% 0.0067 0.5% 13% False False 51
20 1.2463 1.2015 0.0448 3.6% 0.0087 0.7% 59% False False 58
40 1.2525 1.1915 0.0610 5.0% 0.0071 0.6% 60% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2389
2.618 1.2346
1.618 1.2320
1.000 1.2304
0.618 1.2294
HIGH 1.2278
0.618 1.2268
0.500 1.2265
0.382 1.2262
LOW 1.2252
0.618 1.2236
1.000 1.2226
1.618 1.2210
2.618 1.2184
4.250 1.2142
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 1.2274 1.2309
PP 1.2269 1.2298
S1 1.2265 1.2288

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

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