CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 1.2520 1.2546 0.0026 0.2% 1.2570
High 1.2558 1.2546 -0.0012 -0.1% 1.2570
Low 1.2520 1.2546 0.0026 0.2% 1.2454
Close 1.2558 1.2546 -0.0012 -0.1% 1.2558
Range 0.0038 0.0000 -0.0038 -100.0% 0.0116
ATR 0.0060 0.0057 -0.0003 -5.7% 0.0000
Volume 4 4 0 0.0% 8
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 1.2546 1.2546 1.2546
R3 1.2546 1.2546 1.2546
R2 1.2546 1.2546 1.2546
R1 1.2546 1.2546 1.2546 1.2546
PP 1.2546 1.2546 1.2546 1.2546
S1 1.2546 1.2546 1.2546 1.2546
S2 1.2546 1.2546 1.2546
S3 1.2546 1.2546 1.2546
S4 1.2546 1.2546 1.2546
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.2875 1.2833 1.2622
R3 1.2759 1.2717 1.2590
R2 1.2643 1.2643 1.2579
R1 1.2601 1.2601 1.2569 1.2564
PP 1.2527 1.2527 1.2527 1.2509
S1 1.2485 1.2485 1.2547 1.2448
S2 1.2411 1.2411 1.2537
S3 1.2295 1.2369 1.2526
S4 1.2179 1.2253 1.2494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2558 1.2454 0.0104 0.8% 0.0016 0.1% 88% False False 2
10 1.2570 1.2337 0.0233 1.9% 0.0009 0.1% 90% False False 2
20 1.2570 1.2288 0.0282 2.2% 0.0023 0.2% 91% False False 5
40 1.2570 1.1980 0.0590 4.7% 0.0016 0.1% 96% False False 6
60 1.2946 1.1980 0.0966 7.7% 0.0014 0.1% 59% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.2546
2.618 1.2546
1.618 1.2546
1.000 1.2546
0.618 1.2546
HIGH 1.2546
0.618 1.2546
0.500 1.2546
0.382 1.2546
LOW 1.2546
0.618 1.2546
1.000 1.2546
1.618 1.2546
2.618 1.2546
4.250 1.2546
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 1.2546 1.2533
PP 1.2546 1.2519
S1 1.2546 1.2506

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

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