CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 1.2548 1.2624 0.0076 0.6% 1.2557
High 1.2548 1.2624 0.0076 0.6% 1.2686
Low 1.2517 1.2624 0.0107 0.9% 1.2460
Close 1.2517 1.2624 0.0107 0.9% 1.2686
Range 0.0031 0.0000 -0.0031 -100.0% 0.0226
ATR 0.0064 0.0067 0.0003 4.8% 0.0000
Volume 2 6 4 200.0% 33
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 1.2624 1.2624 1.2624
R3 1.2624 1.2624 1.2624
R2 1.2624 1.2624 1.2624
R1 1.2624 1.2624 1.2624 1.2624
PP 1.2624 1.2624 1.2624 1.2624
S1 1.2624 1.2624 1.2624 1.2624
S2 1.2624 1.2624 1.2624
S3 1.2624 1.2624 1.2624
S4 1.2624 1.2624 1.2624
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3289 1.3213 1.2810
R3 1.3063 1.2987 1.2748
R2 1.2837 1.2837 1.2727
R1 1.2761 1.2761 1.2707 1.2799
PP 1.2611 1.2611 1.2611 1.2630
S1 1.2535 1.2535 1.2665 1.2573
S2 1.2385 1.2385 1.2645
S3 1.2159 1.2309 1.2624
S4 1.1933 1.2083 1.2562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2686 1.2517 0.0169 1.3% 0.0021 0.2% 63% False False 6
10 1.2686 1.2460 0.0226 1.8% 0.0024 0.2% 73% False False 6
20 1.2686 1.2393 0.0293 2.3% 0.0019 0.2% 79% False False 4
40 1.2686 1.2088 0.0598 4.7% 0.0022 0.2% 90% False False 5
60 1.2686 1.1980 0.0706 5.6% 0.0017 0.1% 91% False False 5
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2624
2.618 1.2624
1.618 1.2624
1.000 1.2624
0.618 1.2624
HIGH 1.2624
0.618 1.2624
0.500 1.2624
0.382 1.2624
LOW 1.2624
0.618 1.2624
1.000 1.2624
1.618 1.2624
2.618 1.2624
4.250 1.2624
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 1.2624 1.2609
PP 1.2624 1.2593
S1 1.2624 1.2578

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

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