CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 1.2274 1.2316 0.0042 0.3% 1.2386
High 1.2278 1.2363 0.0085 0.7% 1.2463
Low 1.2252 1.2316 0.0064 0.5% 1.2252
Close 1.2278 1.2345 0.0067 0.5% 1.2278
Range 0.0026 0.0047 0.0021 80.8% 0.0211
ATR 0.0094 0.0094 -0.0001 -0.7% 0.0000
Volume 54 25 -29 -53.7% 267
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2482 1.2461 1.2371
R3 1.2435 1.2414 1.2358
R2 1.2388 1.2388 1.2354
R1 1.2367 1.2367 1.2349 1.2378
PP 1.2341 1.2341 1.2341 1.2347
S1 1.2320 1.2320 1.2341 1.2331
S2 1.2294 1.2294 1.2336
S3 1.2247 1.2273 1.2332
S4 1.2200 1.2226 1.2319
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 1.2462 1.2252 0.0210 1.7% 0.0054 0.4% 44% False False 55
10 1.2463 1.2250 0.0213 1.7% 0.0065 0.5% 45% False False 51
20 1.2463 1.2015 0.0448 3.6% 0.0087 0.7% 74% False False 58
40 1.2525 1.1915 0.0610 4.9% 0.0072 0.6% 70% False False 38
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 True
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2563
2.618 1.2486
1.618 1.2439
1.000 1.2410
0.618 1.2392
HIGH 1.2363
0.618 1.2345
0.500 1.2340
0.382 1.2334
LOW 1.2316
0.618 1.2287
1.000 1.2269
1.618 1.2240
2.618 1.2193
4.250 1.2116
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 1.2343 1.2333
PP 1.2341 1.2320
S1 1.2340 1.2308

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

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