CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 1.2429 1.2396 -0.0033 -0.3% 1.2207
High 1.2429 1.2420 -0.0009 -0.1% 1.2310
Low 1.2384 1.2382 -0.0002 0.0% 1.2088
Close 1.2405 1.2420 0.0015 0.1% 1.2310
Range 0.0045 0.0038 -0.0007 -15.6% 0.0222
ATR 0.0073 0.0071 -0.0003 -3.4% 0.0000
Volume 4 3 -1 -25.0% 21
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2521 1.2509 1.2441
R3 1.2483 1.2471 1.2430
R2 1.2445 1.2445 1.2427
R1 1.2433 1.2433 1.2423 1.2439
PP 1.2407 1.2407 1.2407 1.2411
S1 1.2395 1.2395 1.2417 1.2401
S2 1.2369 1.2369 1.2413
S3 1.2331 1.2357 1.2410
S4 1.2293 1.2319 1.2399
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2902 1.2828 1.2432
R3 1.2680 1.2606 1.2371
R2 1.2458 1.2458 1.2351
R1 1.2384 1.2384 1.2330 1.2421
PP 1.2236 1.2236 1.2236 1.2255
S1 1.2162 1.2162 1.2290 1.2199
S2 1.2014 1.2014 1.2269
S3 1.1792 1.1940 1.2249
S4 1.1570 1.1718 1.2188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2429 1.2288 0.0141 1.1% 0.0045 0.4% 94% False False 11
10 1.2429 1.2088 0.0341 2.7% 0.0036 0.3% 97% False False 6
20 1.2429 1.1980 0.0449 3.6% 0.0021 0.2% 98% False False 5
40 1.2732 1.1980 0.0752 6.1% 0.0014 0.1% 59% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2582
2.618 1.2519
1.618 1.2481
1.000 1.2458
0.618 1.2443
HIGH 1.2420
0.618 1.2405
0.500 1.2401
0.382 1.2397
LOW 1.2382
0.618 1.2359
1.000 1.2344
1.618 1.2321
2.618 1.2283
4.250 1.2221
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 1.2414 1.2400
PP 1.2407 1.2379
S1 1.2401 1.2359

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

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