CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 1.2539 1.2620 0.0081 0.6% 1.2570
High 1.2570 1.2620 0.0050 0.4% 1.2570
Low 1.2539 1.2590 0.0051 0.4% 1.2454
Close 1.2568 1.2590 0.0022 0.2% 1.2558
Range 0.0031 0.0030 -0.0001 -3.2% 0.0116
ATR 0.0055 0.0055 0.0000 -0.4% 0.0000
Volume 4 3 -1 -25.0% 8
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 1.2690 1.2670 1.2607
R3 1.2660 1.2640 1.2598
R2 1.2630 1.2630 1.2596
R1 1.2610 1.2610 1.2593 1.2605
PP 1.2600 1.2600 1.2600 1.2598
S1 1.2580 1.2580 1.2587 1.2575
S2 1.2570 1.2570 1.2585
S3 1.2540 1.2550 1.2582
S4 1.2510 1.2520 1.2574
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 1.2620 1.2454 0.0166 1.3% 0.0028 0.2% 82% True False 3
10 1.2620 1.2393 0.0227 1.8% 0.0014 0.1% 87% True False 2
20 1.2620 1.2298 0.0322 2.6% 0.0017 0.1% 91% True False 4
40 1.2620 1.1980 0.0640 5.1% 0.0018 0.1% 95% True False 5
60 1.2844 1.1980 0.0864 6.9% 0.0015 0.1% 71% False False 4
Crabel Price Patterns
NR True
NR4 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2748
2.618 1.2699
1.618 1.2669
1.000 1.2650
0.618 1.2639
HIGH 1.2620
0.618 1.2609
0.500 1.2605
0.382 1.2601
LOW 1.2590
0.618 1.2571
1.000 1.2560
1.618 1.2541
2.618 1.2511
4.250 1.2463
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 1.2605 1.2587
PP 1.2600 1.2583
S1 1.2595 1.2580

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

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