CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 1.2393 1.2478 0.0085 0.7% 1.2370
High 1.2393 1.2479 0.0086 0.7% 1.2479
Low 1.2393 1.2478 0.0085 0.7% 1.2337
Close 1.2393 1.2479 0.0086 0.7% 1.2479
Range 0.0000 0.0001 0.0001 0.0142
ATR 0.0060 0.0062 0.0002 3.1% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2482 1.2481 1.2480
R3 1.2481 1.2480 1.2479
R2 1.2480 1.2480 1.2479
R1 1.2479 1.2479 1.2479 1.2480
PP 1.2479 1.2479 1.2479 1.2479
S1 1.2478 1.2478 1.2479 1.2479
S2 1.2478 1.2478 1.2479
S3 1.2477 1.2477 1.2479
S4 1.2476 1.2476 1.2478
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2858 1.2810 1.2557
R3 1.2716 1.2668 1.2518
R2 1.2574 1.2574 1.2505
R1 1.2526 1.2526 1.2492 1.2550
PP 1.2432 1.2432 1.2432 1.2444
S1 1.2384 1.2384 1.2466 1.2408
S2 1.2290 1.2290 1.2453
S3 1.2148 1.2242 1.2440
S4 1.2006 1.2100 1.2401
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2479 1.2337 0.0142 1.1% 0.0002 0.0% 100% True False 1
10 1.2480 1.2298 0.0182 1.5% 0.0013 0.1% 99% False False 5
20 1.2480 1.2088 0.0392 3.1% 0.0024 0.2% 100% False False 6
40 1.2480 1.1980 0.0500 4.0% 0.0015 0.1% 100% False False 5
60 1.3118 1.1980 0.1138 9.1% 0.0014 0.1% 44% False False 4
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 False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2483
2.618 1.2482
1.618 1.2481
1.000 1.2480
0.618 1.2480
HIGH 1.2479
0.618 1.2479
0.500 1.2479
0.382 1.2478
LOW 1.2478
0.618 1.2477
1.000 1.2477
1.618 1.2476
2.618 1.2475
4.250 1.2474
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 1.2479 1.2455
PP 1.2479 1.2432
S1 1.2479 1.2408

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

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