CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 1.2592 1.2585 -0.0007 -0.1% 1.2654
High 1.2617 1.2588 -0.0029 -0.2% 1.2654
Low 1.2576 1.2548 -0.0028 -0.2% 1.2492
Close 1.2585 1.2573 -0.0012 -0.1% 1.2573
Range 0.0041 0.0040 -0.0001 -2.4% 0.0162
ATR 0.0085 0.0082 -0.0003 -3.8% 0.0000
Volume 296 284 -12 -4.1% 1,052
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.2690 1.2671 1.2595
R3 1.2650 1.2631 1.2584
R2 1.2610 1.2610 1.2580
R1 1.2591 1.2591 1.2577 1.2581
PP 1.2570 1.2570 1.2570 1.2564
S1 1.2551 1.2551 1.2569 1.2541
S2 1.2530 1.2530 1.2566
S3 1.2490 1.2511 1.2562
S4 1.2450 1.2471 1.2551
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.3059 1.2978 1.2662
R3 1.2897 1.2816 1.2618
R2 1.2735 1.2735 1.2603
R1 1.2654 1.2654 1.2588 1.2614
PP 1.2573 1.2573 1.2573 1.2553
S1 1.2492 1.2492 1.2558 1.2452
S2 1.2411 1.2411 1.2543
S3 1.2249 1.2330 1.2528
S4 1.2087 1.2168 1.2484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2654 1.2492 0.0162 1.3% 0.0075 0.6% 50% False False 210
10 1.2669 1.2435 0.0234 1.9% 0.0082 0.6% 59% False False 192
20 1.2669 1.2425 0.0244 1.9% 0.0075 0.6% 61% False False 170
40 1.2669 1.2033 0.0636 5.1% 0.0080 0.6% 85% False False 111
60 1.2669 1.1915 0.0754 6.0% 0.0075 0.6% 87% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2758
2.618 1.2693
1.618 1.2653
1.000 1.2628
0.618 1.2613
HIGH 1.2588
0.618 1.2573
0.500 1.2568
0.382 1.2563
LOW 1.2548
0.618 1.2523
1.000 1.2508
1.618 1.2483
2.618 1.2443
4.250 1.2378
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 1.2571 1.2578
PP 1.2570 1.2576
S1 1.2568 1.2575

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

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