CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 1.2396 1.2391 -0.0005 0.0% 1.2292
High 1.2420 1.2395 -0.0025 -0.2% 1.2429
Low 1.2382 1.2373 -0.0009 -0.1% 1.2288
Close 1.2420 1.2373 -0.0047 -0.4% 1.2373
Range 0.0038 0.0022 -0.0016 -42.1% 0.0141
ATR 0.0071 0.0069 -0.0002 -2.4% 0.0000
Volume 3 9 6 200.0% 50
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2446 1.2432 1.2385
R3 1.2424 1.2410 1.2379
R2 1.2402 1.2402 1.2377
R1 1.2388 1.2388 1.2375 1.2384
PP 1.2380 1.2380 1.2380 1.2379
S1 1.2366 1.2366 1.2371 1.2362
S2 1.2358 1.2358 1.2369
S3 1.2336 1.2344 1.2367
S4 1.2314 1.2322 1.2361
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2786 1.2721 1.2451
R3 1.2645 1.2580 1.2412
R2 1.2504 1.2504 1.2399
R1 1.2439 1.2439 1.2386 1.2472
PP 1.2363 1.2363 1.2363 1.2380
S1 1.2298 1.2298 1.2360 1.2331
S2 1.2222 1.2222 1.2347
S3 1.2081 1.2157 1.2334
S4 1.1940 1.2016 1.2295
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% 0.0049 0.4% 60% False False 10
10 1.2429 1.2088 0.0341 2.8% 0.0034 0.3% 84% False False 7
20 1.2429 1.1980 0.0449 3.6% 0.0021 0.2% 88% False False 4
40 1.2644 1.1980 0.0664 5.4% 0.0015 0.1% 59% False False 5
Crabel Price Patterns
NR True
NR4 True
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2489
2.618 1.2453
1.618 1.2431
1.000 1.2417
0.618 1.2409
HIGH 1.2395
0.618 1.2387
0.500 1.2384
0.382 1.2381
LOW 1.2373
0.618 1.2359
1.000 1.2351
1.618 1.2337
2.618 1.2315
4.250 1.2280
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 1.2384 1.2401
PP 1.2380 1.2392
S1 1.2377 1.2382

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

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