CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 1.2564 1.2507 -0.0057 -0.5% 1.2465
High 1.2564 1.2560 -0.0004 0.0% 1.2592
Low 1.2523 1.2507 -0.0016 -0.1% 1.2425
Close 1.2528 1.2549 0.0021 0.2% 1.2538
Range 0.0041 0.0053 0.0012 29.3% 0.0167
ATR 0.0090 0.0087 -0.0003 -2.9% 0.0000
Volume 226 237 11 4.9% 572
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 1.2698 1.2676 1.2578
R3 1.2645 1.2623 1.2564
R2 1.2592 1.2592 1.2559
R1 1.2570 1.2570 1.2554 1.2581
PP 1.2539 1.2539 1.2539 1.2544
S1 1.2517 1.2517 1.2544 1.2528
S2 1.2486 1.2486 1.2539
S3 1.2433 1.2464 1.2534
S4 1.2380 1.2411 1.2520
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% 0.0070 0.6% 74% False False 146
10 1.2592 1.2278 0.0314 2.5% 0.0085 0.7% 86% False False 114
20 1.2592 1.2252 0.0340 2.7% 0.0070 0.6% 87% False False 82
40 1.2592 1.1915 0.0677 5.4% 0.0084 0.7% 94% False False 66
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 False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2785
2.618 1.2699
1.618 1.2646
1.000 1.2613
0.618 1.2593
HIGH 1.2560
0.618 1.2540
0.500 1.2534
0.382 1.2527
LOW 1.2507
0.618 1.2474
1.000 1.2454
1.618 1.2421
2.618 1.2368
4.250 1.2282
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 1.2544 1.2543
PP 1.2539 1.2536
S1 1.2534 1.2530

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

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