CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 1.2480 1.2489 0.0009 0.1% 1.2316
High 1.2506 1.2489 -0.0017 -0.1% 1.2476
Low 1.2425 1.2436 0.0011 0.1% 1.2278
Close 1.2493 1.2472 -0.0021 -0.2% 1.2460
Range 0.0081 0.0053 -0.0028 -34.6% 0.0198
ATR 0.0094 0.0091 -0.0003 -2.8% 0.0000
Volume 104 95 -9 -8.7% 167
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 1.2625 1.2601 1.2501
R3 1.2572 1.2548 1.2487
R2 1.2519 1.2519 1.2482
R1 1.2495 1.2495 1.2477 1.2481
PP 1.2466 1.2466 1.2466 1.2458
S1 1.2442 1.2442 1.2467 1.2428
S2 1.2413 1.2413 1.2462
S3 1.2360 1.2389 1.2457
S4 1.2307 1.2336 1.2443
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2999 1.2927 1.2569
R3 1.2801 1.2729 1.2514
R2 1.2603 1.2603 1.2496
R1 1.2531 1.2531 1.2478 1.2567
PP 1.2405 1.2405 1.2405 1.2423
S1 1.2333 1.2333 1.2442 1.2369
S2 1.2207 1.2207 1.2424
S3 1.2009 1.2135 1.2406
S4 1.1811 1.1937 1.2351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2567 1.2314 0.0253 2.0% 0.0094 0.8% 62% False False 110
10 1.2567 1.2252 0.0315 2.5% 0.0077 0.6% 70% False False 72
20 1.2567 1.2250 0.0317 2.5% 0.0073 0.6% 70% False False 66
40 1.2567 1.1915 0.0652 5.2% 0.0079 0.6% 85% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2714
2.618 1.2628
1.618 1.2575
1.000 1.2542
0.618 1.2522
HIGH 1.2489
0.618 1.2469
0.500 1.2463
0.382 1.2456
LOW 1.2436
0.618 1.2403
1.000 1.2383
1.618 1.2350
2.618 1.2297
4.250 1.2211
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 1.2469 1.2496
PP 1.2466 1.2488
S1 1.2463 1.2480

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

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