CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 1.2380 1.2315 -0.0065 -0.5% 1.2386
High 1.2386 1.2343 -0.0043 -0.3% 1.2463
Low 1.2320 1.2278 -0.0042 -0.3% 1.2252
Close 1.2327 1.2317 -0.0010 -0.1% 1.2278
Range 0.0066 0.0065 -0.0001 -1.5% 0.0211
ATR 0.0092 0.0090 -0.0002 -2.1% 0.0000
Volume 29 16 -13 -44.8% 267
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2508 1.2477 1.2353
R3 1.2443 1.2412 1.2335
R2 1.2378 1.2378 1.2329
R1 1.2347 1.2347 1.2323 1.2363
PP 1.2313 1.2313 1.2313 1.2320
S1 1.2282 1.2282 1.2311 1.2298
S2 1.2248 1.2248 1.2305
S3 1.2183 1.2217 1.2299
S4 1.2118 1.2152 1.2281
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 1.2386 1.2252 0.0134 1.1% 0.0048 0.4% 49% False False 32
10 1.2463 1.2252 0.0211 1.7% 0.0055 0.4% 31% False False 42
20 1.2463 1.2033 0.0430 3.5% 0.0086 0.7% 66% False False 51
40 1.2463 1.1915 0.0548 4.4% 0.0069 0.6% 73% False False 39
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2619
2.618 1.2513
1.618 1.2448
1.000 1.2408
0.618 1.2383
HIGH 1.2343
0.618 1.2318
0.500 1.2311
0.382 1.2303
LOW 1.2278
0.618 1.2238
1.000 1.2213
1.618 1.2173
2.618 1.2108
4.250 1.2002
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 1.2315 1.2332
PP 1.2313 1.2327
S1 1.2311 1.2322

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

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