CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 1.2315 1.2312 -0.0003 0.0% 1.2386
High 1.2343 1.2408 0.0065 0.5% 1.2463
Low 1.2278 1.2312 0.0034 0.3% 1.2252
Close 1.2317 1.2373 0.0056 0.5% 1.2278
Range 0.0065 0.0096 0.0031 47.7% 0.0211
ATR 0.0090 0.0090 0.0000 0.5% 0.0000
Volume 16 46 30 187.5% 267
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2652 1.2609 1.2426
R3 1.2556 1.2513 1.2399
R2 1.2460 1.2460 1.2391
R1 1.2417 1.2417 1.2382 1.2439
PP 1.2364 1.2364 1.2364 1.2375
S1 1.2321 1.2321 1.2364 1.2343
S2 1.2268 1.2268 1.2355
S3 1.2172 1.2225 1.2347
S4 1.2076 1.2129 1.2320
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2964 1.2832 1.2394
R3 1.2753 1.2621 1.2336
R2 1.2542 1.2542 1.2317
R1 1.2410 1.2410 1.2297 1.2371
PP 1.2331 1.2331 1.2331 1.2311
S1 1.2199 1.2199 1.2259 1.2160
S2 1.2120 1.2120 1.2239
S3 1.1909 1.1988 1.2220
S4 1.1698 1.1777 1.2162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2408 1.2252 0.0156 1.3% 0.0060 0.5% 78% True False 34
10 1.2463 1.2252 0.0211 1.7% 0.0060 0.5% 57% False False 42
20 1.2463 1.2033 0.0430 3.5% 0.0084 0.7% 79% False False 51
40 1.2463 1.1915 0.0548 4.4% 0.0072 0.6% 84% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2816
2.618 1.2659
1.618 1.2563
1.000 1.2504
0.618 1.2467
HIGH 1.2408
0.618 1.2371
0.500 1.2360
0.382 1.2349
LOW 1.2312
0.618 1.2253
1.000 1.2216
1.618 1.2157
2.618 1.2061
4.250 1.1904
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 1.2369 1.2363
PP 1.2364 1.2353
S1 1.2360 1.2343

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

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