CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 1.2088 1.2171 0.0083 0.7% 1.2115
High 1.2088 1.2171 0.0083 0.7% 1.2173
Low 1.2088 1.2146 0.0058 0.5% 1.2069
Close 1.2088 1.2146 0.0058 0.5% 1.2109
Range 0.0000 0.0025 0.0025 0.0104
ATR 0.0067 0.0068 0.0001 1.7% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2229 1.2213 1.2160
R3 1.2204 1.2188 1.2153
R2 1.2179 1.2179 1.2151
R1 1.2163 1.2163 1.2148 1.2159
PP 1.2154 1.2154 1.2154 1.2152
S1 1.2138 1.2138 1.2144 1.2134
S2 1.2129 1.2129 1.2141
S3 1.2104 1.2113 1.2139
S4 1.2079 1.2088 1.2132
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2429 1.2373 1.2166
R3 1.2325 1.2269 1.2138
R2 1.2221 1.2221 1.2128
R1 1.2165 1.2165 1.2119 1.2141
PP 1.2117 1.2117 1.2117 1.2105
S1 1.2061 1.2061 1.2099 1.2037
S2 1.2013 1.2013 1.2090
S3 1.1909 1.1957 1.2080
S4 1.1805 1.1853 1.2052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2207 1.2088 0.0119 1.0% 0.0013 0.1% 49% False False 1
10 1.2207 1.2069 0.0138 1.1% 0.0009 0.1% 56% False False 1
20 1.2296 1.1980 0.0316 2.6% 0.0008 0.1% 53% False False 5
40 1.3040 1.1980 0.1060 8.7% 0.0009 0.1% 16% False False 3
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 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2277
2.618 1.2236
1.618 1.2211
1.000 1.2196
0.618 1.2186
HIGH 1.2171
0.618 1.2161
0.500 1.2159
0.382 1.2156
LOW 1.2146
0.618 1.2131
1.000 1.2121
1.618 1.2106
2.618 1.2081
4.250 1.2040
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 1.2159 1.2148
PP 1.2154 1.2147
S1 1.2150 1.2147

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

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