CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 1.2507 1.2533 0.0026 0.2% 1.2465
High 1.2560 1.2600 0.0040 0.3% 1.2592
Low 1.2507 1.2533 0.0026 0.2% 1.2425
Close 1.2549 1.2568 0.0019 0.2% 1.2538
Range 0.0053 0.0067 0.0014 26.4% 0.0167
ATR 0.0087 0.0086 -0.0001 -1.6% 0.0000
Volume 237 62 -175 -73.8% 572
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 1.2768 1.2735 1.2605
R3 1.2701 1.2668 1.2586
R2 1.2634 1.2634 1.2580
R1 1.2601 1.2601 1.2574 1.2618
PP 1.2567 1.2567 1.2567 1.2575
S1 1.2534 1.2534 1.2562 1.2551
S2 1.2500 1.2500 1.2556
S3 1.2433 1.2467 1.2550
S4 1.2366 1.2400 1.2531
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 1.2600 1.2436 0.0164 1.3% 0.0068 0.5% 80% True False 138
10 1.2600 1.2312 0.0288 2.3% 0.0085 0.7% 89% True False 119
20 1.2600 1.2252 0.0348 2.8% 0.0070 0.6% 91% True False 80
40 1.2600 1.1915 0.0685 5.5% 0.0085 0.7% 95% True False 67
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2885
2.618 1.2775
1.618 1.2708
1.000 1.2667
0.618 1.2641
HIGH 1.2600
0.618 1.2574
0.500 1.2567
0.382 1.2559
LOW 1.2533
0.618 1.2492
1.000 1.2466
1.618 1.2425
2.618 1.2358
4.250 1.2248
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 1.2568 1.2563
PP 1.2567 1.2558
S1 1.2567 1.2554

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

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