CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 1.2619 1.2654 0.0035 0.3% 1.2511
High 1.2669 1.2654 -0.0015 -0.1% 1.2669
Low 1.2606 1.2605 -0.0001 0.0% 1.2435
Close 1.2665 1.2618 -0.0047 -0.4% 1.2665
Range 0.0063 0.0049 -0.0014 -22.2% 0.0234
ATR 0.0083 0.0081 -0.0002 -2.0% 0.0000
Volume 397 114 -283 -71.3% 871
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 1.2773 1.2744 1.2645
R3 1.2724 1.2695 1.2631
R2 1.2675 1.2675 1.2627
R1 1.2646 1.2646 1.2622 1.2636
PP 1.2626 1.2626 1.2626 1.2621
S1 1.2597 1.2597 1.2614 1.2587
S2 1.2577 1.2577 1.2609
S3 1.2528 1.2548 1.2605
S4 1.2479 1.2499 1.2591
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.3292 1.3212 1.2794
R3 1.3058 1.2978 1.2729
R2 1.2824 1.2824 1.2708
R1 1.2744 1.2744 1.2686 1.2784
PP 1.2590 1.2590 1.2590 1.2610
S1 1.2510 1.2510 1.2644 1.2550
S2 1.2356 1.2356 1.2622
S3 1.2122 1.2276 1.2601
S4 1.1888 1.2042 1.2536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2669 1.2435 0.0234 1.9% 0.0084 0.7% 78% False False 181
10 1.2669 1.2435 0.0234 1.9% 0.0070 0.6% 78% False False 167
20 1.2669 1.2278 0.0391 3.1% 0.0078 0.6% 87% False False 130
40 1.2669 1.2015 0.0654 5.2% 0.0083 0.7% 92% False False 94
60 1.2669 1.1915 0.0754 6.0% 0.0074 0.6% 93% False False 69
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2862
2.618 1.2782
1.618 1.2733
1.000 1.2703
0.618 1.2684
HIGH 1.2654
0.618 1.2635
0.500 1.2630
0.382 1.2624
LOW 1.2605
0.618 1.2575
1.000 1.2556
1.618 1.2526
2.618 1.2477
4.250 1.2397
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 1.2630 1.2600
PP 1.2626 1.2582
S1 1.2622 1.2565

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

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