CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 1.2517 1.2592 0.0075 0.6% 1.2511
High 1.2639 1.2617 -0.0022 -0.2% 1.2669
Low 1.2517 1.2576 0.0059 0.5% 1.2435
Close 1.2603 1.2585 -0.0018 -0.1% 1.2665
Range 0.0122 0.0041 -0.0081 -66.4% 0.0234
ATR 0.0089 0.0085 -0.0003 -3.8% 0.0000
Volume 277 296 19 6.9% 871
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 1.2716 1.2691 1.2608
R3 1.2675 1.2650 1.2596
R2 1.2634 1.2634 1.2593
R1 1.2609 1.2609 1.2589 1.2601
PP 1.2593 1.2593 1.2593 1.2589
S1 1.2568 1.2568 1.2581 1.2560
S2 1.2552 1.2552 1.2577
S3 1.2511 1.2527 1.2574
S4 1.2470 1.2486 1.2562
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 1.2492 0.0177 1.4% 0.0080 0.6% 53% False False 233
10 1.2669 1.2435 0.0234 1.9% 0.0081 0.6% 64% False False 173
20 1.2669 1.2314 0.0355 2.8% 0.0081 0.6% 76% False False 158
40 1.2669 1.2033 0.0636 5.1% 0.0083 0.7% 87% False False 105
60 1.2669 1.1915 0.0754 6.0% 0.0075 0.6% 89% False False 79
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2791
2.618 1.2724
1.618 1.2683
1.000 1.2658
0.618 1.2642
HIGH 1.2617
0.618 1.2601
0.500 1.2597
0.382 1.2592
LOW 1.2576
0.618 1.2551
1.000 1.2535
1.618 1.2510
2.618 1.2469
4.250 1.2402
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 1.2597 1.2579
PP 1.2593 1.2572
S1 1.2589 1.2566

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

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