CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 1.2302 1.2318 0.0016 0.1% 1.2292
High 1.2352 1.2318 -0.0034 -0.3% 1.2429
Low 1.2302 1.2318 0.0016 0.1% 1.2288
Close 1.2352 1.2318 -0.0034 -0.3% 1.2373
Range 0.0050 0.0000 -0.0050 -100.0% 0.0141
ATR 0.0074 0.0071 -0.0003 -3.9% 0.0000
Volume 9 1 -8 -88.9% 50
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2318 1.2318 1.2318
R3 1.2318 1.2318 1.2318
R2 1.2318 1.2318 1.2318
R1 1.2318 1.2318 1.2318 1.2318
PP 1.2318 1.2318 1.2318 1.2318
S1 1.2318 1.2318 1.2318 1.2318
S2 1.2318 1.2318 1.2318
S3 1.2318 1.2318 1.2318
S4 1.2318 1.2318 1.2318
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 1.2480 1.2302 0.0178 1.4% 0.0028 0.2% 9% False False 11
10 1.2480 1.2288 0.0192 1.6% 0.0036 0.3% 16% False False 11
20 1.2480 1.2069 0.0411 3.3% 0.0026 0.2% 61% False False 6
40 1.2484 1.1980 0.0504 4.1% 0.0016 0.1% 67% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2318
2.618 1.2318
1.618 1.2318
1.000 1.2318
0.618 1.2318
HIGH 1.2318
0.618 1.2318
0.500 1.2318
0.382 1.2318
LOW 1.2318
0.618 1.2318
1.000 1.2318
1.618 1.2318
2.618 1.2318
4.250 1.2318
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 1.2318 1.2391
PP 1.2318 1.2367
S1 1.2318 1.2342

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

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