CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 1.2736 1.2746 0.0010 0.1% 1.2579
High 1.2766 1.2756 -0.0010 -0.1% 1.2788
Low 1.2725 1.2718 -0.0007 -0.1% 1.2565
Close 1.2759 1.2718 -0.0041 -0.3% 1.2718
Range 0.0041 0.0038 -0.0003 -7.3% 0.0223
ATR 0.0069 0.0067 -0.0002 -2.9% 0.0000
Volume 761 299 -462 -60.7% 1,955
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2845 1.2819 1.2739
R3 1.2807 1.2781 1.2728
R2 1.2769 1.2769 1.2725
R1 1.2743 1.2743 1.2721 1.2737
PP 1.2731 1.2731 1.2731 1.2728
S1 1.2705 1.2705 1.2715 1.2699
S2 1.2693 1.2693 1.2711
S3 1.2655 1.2667 1.2708
S4 1.2617 1.2629 1.2697
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3359 1.3262 1.2841
R3 1.3136 1.3039 1.2779
R2 1.2913 1.2913 1.2759
R1 1.2816 1.2816 1.2738 1.2865
PP 1.2690 1.2690 1.2690 1.2715
S1 1.2593 1.2593 1.2698 1.2642
S2 1.2467 1.2467 1.2677
S3 1.2244 1.2370 1.2657
S4 1.2021 1.2147 1.2595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2788 1.2565 0.0223 1.8% 0.0070 0.5% 69% False False 391
10 1.2806 1.2565 0.0241 1.9% 0.0063 0.5% 63% False False 326
20 1.2848 1.2565 0.0283 2.2% 0.0063 0.5% 54% False False 234
40 1.2851 1.2516 0.0335 2.6% 0.0062 0.5% 60% False False 158
60 1.2920 1.2438 0.0482 3.8% 0.0056 0.4% 58% False False 114
80 1.2920 1.2438 0.0482 3.8% 0.0048 0.4% 58% False False 87
100 1.2920 1.2183 0.0737 5.8% 0.0043 0.3% 73% False False 71
120 1.2920 1.1980 0.0940 7.4% 0.0037 0.3% 79% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2918
2.618 1.2855
1.618 1.2817
1.000 1.2794
0.618 1.2779
HIGH 1.2756
0.618 1.2741
0.500 1.2737
0.382 1.2733
LOW 1.2718
0.618 1.2695
1.000 1.2680
1.618 1.2657
2.618 1.2619
4.250 1.2557
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 1.2737 1.2712
PP 1.2731 1.2707
S1 1.2724 1.2701

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

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