CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 1.2365 1.2465 0.0100 0.8% 1.2316
High 1.2476 1.2559 0.0083 0.7% 1.2476
Low 1.2314 1.2465 0.0151 1.2% 1.2278
Close 1.2460 1.2550 0.0090 0.7% 1.2460
Range 0.0162 0.0094 -0.0068 -42.0% 0.0198
ATR 0.0095 0.0096 0.0000 0.3% 0.0000
Volume 51 64 13 25.5% 167
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2807 1.2772 1.2602
R3 1.2713 1.2678 1.2576
R2 1.2619 1.2619 1.2567
R1 1.2584 1.2584 1.2559 1.2602
PP 1.2525 1.2525 1.2525 1.2533
S1 1.2490 1.2490 1.2541 1.2508
S2 1.2431 1.2431 1.2533
S3 1.2337 1.2396 1.2524
S4 1.2243 1.2302 1.2498
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2999 1.2927 1.2569
R3 1.2801 1.2729 1.2514
R2 1.2603 1.2603 1.2496
R1 1.2531 1.2531 1.2478 1.2567
PP 1.2405 1.2405 1.2405 1.2423
S1 1.2333 1.2333 1.2442 1.2369
S2 1.2207 1.2207 1.2424
S3 1.2009 1.2135 1.2406
S4 1.1811 1.1937 1.2351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2559 1.2278 0.0281 2.2% 0.0097 0.8% 97% True False 41
10 1.2559 1.2252 0.0307 2.4% 0.0076 0.6% 97% True False 48
20 1.2559 1.2071 0.0488 3.9% 0.0081 0.6% 98% True False 51
40 1.2559 1.1915 0.0644 5.1% 0.0077 0.6% 99% True False 42
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2959
2.618 1.2805
1.618 1.2711
1.000 1.2653
0.618 1.2617
HIGH 1.2559
0.618 1.2523
0.500 1.2512
0.382 1.2501
LOW 1.2465
0.618 1.2407
1.000 1.2371
1.618 1.2313
2.618 1.2219
4.250 1.2066
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 1.2537 1.2512
PP 1.2525 1.2474
S1 1.2512 1.2436

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

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