CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 1.2493 1.2564 0.0071 0.6% 1.2465
High 1.2592 1.2564 -0.0028 -0.2% 1.2592
Low 1.2468 1.2523 0.0055 0.4% 1.2425
Close 1.2538 1.2528 -0.0010 -0.1% 1.2538
Range 0.0124 0.0041 -0.0083 -66.9% 0.0167
ATR 0.0093 0.0090 -0.0004 -4.0% 0.0000
Volume 70 226 156 222.9% 572
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 1.2661 1.2636 1.2551
R3 1.2620 1.2595 1.2539
R2 1.2579 1.2579 1.2536
R1 1.2554 1.2554 1.2532 1.2546
PP 1.2538 1.2538 1.2538 1.2535
S1 1.2513 1.2513 1.2524 1.2505
S2 1.2497 1.2497 1.2520
S3 1.2456 1.2472 1.2517
S4 1.2415 1.2431 1.2505
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.3019 1.2946 1.2630
R3 1.2852 1.2779 1.2584
R2 1.2685 1.2685 1.2569
R1 1.2612 1.2612 1.2553 1.2649
PP 1.2518 1.2518 1.2518 1.2537
S1 1.2445 1.2445 1.2523 1.2482
S2 1.2351 1.2351 1.2507
S3 1.2184 1.2278 1.2492
S4 1.2017 1.2111 1.2446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2592 1.2425 0.0167 1.3% 0.0076 0.6% 62% False False 146
10 1.2592 1.2278 0.0314 2.5% 0.0086 0.7% 80% False False 94
20 1.2592 1.2250 0.0342 2.7% 0.0076 0.6% 81% False False 72
40 1.2592 1.1915 0.0677 5.4% 0.0082 0.7% 91% False False 60
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 0.0016
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2738
2.618 1.2671
1.618 1.2630
1.000 1.2605
0.618 1.2589
HIGH 1.2564
0.618 1.2548
0.500 1.2544
0.382 1.2539
LOW 1.2523
0.618 1.2498
1.000 1.2482
1.618 1.2457
2.618 1.2416
4.250 1.2349
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 1.2544 1.2523
PP 1.2538 1.2519
S1 1.2533 1.2514

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

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