CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 1.2391 1.2472 0.0081 0.7% 1.2292
High 1.2395 1.2473 0.0078 0.6% 1.2429
Low 1.2373 1.2467 0.0094 0.8% 1.2288
Close 1.2373 1.2467 0.0094 0.8% 1.2373
Range 0.0022 0.0006 -0.0016 -72.7% 0.0141
ATR 0.0069 0.0071 0.0002 3.2% 0.0000
Volume 9 10 1 11.1% 50
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2487 1.2483 1.2470
R3 1.2481 1.2477 1.2469
R2 1.2475 1.2475 1.2468
R1 1.2471 1.2471 1.2468 1.2470
PP 1.2469 1.2469 1.2469 1.2469
S1 1.2465 1.2465 1.2466 1.2464
S2 1.2463 1.2463 1.2466
S3 1.2457 1.2459 1.2465
S4 1.2451 1.2453 1.2464
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 1.2473 1.2288 0.0185 1.5% 0.0050 0.4% 97% True False 8
10 1.2473 1.2088 0.0385 3.1% 0.0035 0.3% 98% True False 8
20 1.2473 1.1980 0.0493 4.0% 0.0021 0.2% 99% True False 4
40 1.2620 1.1980 0.0640 5.1% 0.0015 0.1% 76% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2499
2.618 1.2489
1.618 1.2483
1.000 1.2479
0.618 1.2477
HIGH 1.2473
0.618 1.2471
0.500 1.2470
0.382 1.2469
LOW 1.2467
0.618 1.2463
1.000 1.2461
1.618 1.2457
2.618 1.2451
4.250 1.2442
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 1.2470 1.2452
PP 1.2469 1.2438
S1 1.2468 1.2423

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

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