CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 1.2562 1.2532 -0.0030 -0.2% 1.2564
High 1.2573 1.2556 -0.0017 -0.1% 1.2600
Low 1.2517 1.2521 0.0004 0.0% 1.2507
Close 1.2531 1.2536 0.0005 0.0% 1.2536
Range 0.0056 0.0035 -0.0021 -37.5% 0.0093
ATR 0.0083 0.0080 -0.0003 -4.1% 0.0000
Volume 294 93 -201 -68.4% 912
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.2643 1.2624 1.2555
R3 1.2608 1.2589 1.2546
R2 1.2573 1.2573 1.2542
R1 1.2554 1.2554 1.2539 1.2564
PP 1.2538 1.2538 1.2538 1.2542
S1 1.2519 1.2519 1.2533 1.2529
S2 1.2503 1.2503 1.2530
S3 1.2468 1.2484 1.2526
S4 1.2433 1.2449 1.2517
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.2827 1.2774 1.2587
R3 1.2734 1.2681 1.2562
R2 1.2641 1.2641 1.2553
R1 1.2588 1.2588 1.2545 1.2568
PP 1.2548 1.2548 1.2548 1.2538
S1 1.2495 1.2495 1.2527 1.2475
S2 1.2455 1.2455 1.2519
S3 1.2362 1.2402 1.2510
S4 1.2269 1.2309 1.2485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2600 1.2507 0.0093 0.7% 0.0050 0.4% 31% False False 182
10 1.2600 1.2425 0.0175 1.4% 0.0069 0.5% 63% False False 148
20 1.2600 1.2252 0.0348 2.8% 0.0071 0.6% 82% False False 95
40 1.2600 1.1927 0.0673 5.4% 0.0083 0.7% 90% False False 74
60 1.2622 1.1915 0.0707 5.6% 0.0067 0.5% 88% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2705
2.618 1.2648
1.618 1.2613
1.000 1.2591
0.618 1.2578
HIGH 1.2556
0.618 1.2543
0.500 1.2539
0.382 1.2534
LOW 1.2521
0.618 1.2499
1.000 1.2486
1.618 1.2464
2.618 1.2429
4.250 1.2372
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 1.2539 1.2559
PP 1.2538 1.2551
S1 1.2537 1.2544

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

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