CME Japanese Yen Future September 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 1.2736 1.2715 -0.0021 -0.2% 1.2569
High 1.2749 1.2719 -0.0030 -0.2% 1.2778
Low 1.2705 1.2684 -0.0021 -0.2% 1.2556
Close 1.2707 1.2698 -0.0009 -0.1% 1.2707
Range 0.0044 0.0035 -0.0009 -20.5% 0.0222
ATR 0.0078 0.0075 -0.0003 -3.9% 0.0000
Volume 67,840 41,681 -26,159 -38.6% 397,772
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.2805 1.2787 1.2717
R3 1.2770 1.2752 1.2708
R2 1.2735 1.2735 1.2704
R1 1.2717 1.2717 1.2701 1.2709
PP 1.2700 1.2700 1.2700 1.2696
S1 1.2682 1.2682 1.2695 1.2674
S2 1.2665 1.2665 1.2692
S3 1.2630 1.2647 1.2688
S4 1.2595 1.2612 1.2679
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.3346 1.3249 1.2829
R3 1.3124 1.3027 1.2768
R2 1.2902 1.2902 1.2748
R1 1.2805 1.2805 1.2727 1.2854
PP 1.2680 1.2680 1.2680 1.2705
S1 1.2583 1.2583 1.2687 1.2632
S2 1.2458 1.2458 1.2666
S3 1.2236 1.2361 1.2646
S4 1.2014 1.2139 1.2585
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2778 1.2576 0.0202 1.6% 0.0072 0.6% 60% False False 76,251
10 1.2778 1.2556 0.0222 1.7% 0.0073 0.6% 64% False False 75,103
20 1.2842 1.2556 0.0286 2.3% 0.0075 0.6% 50% False False 73,887
40 1.2854 1.2492 0.0362 2.9% 0.0077 0.6% 57% False False 66,079
60 1.2854 1.2416 0.0438 3.4% 0.0086 0.7% 64% False False 60,513
80 1.2895 1.2416 0.0479 3.8% 0.0085 0.7% 59% False False 45,477
100 1.2895 1.2250 0.0645 5.1% 0.0083 0.7% 69% False False 36,395
120 1.2895 1.1915 0.0980 7.7% 0.0083 0.7% 80% False False 30,336
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 0.0014
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 1.2868
2.618 1.2811
1.618 1.2776
1.000 1.2754
0.618 1.2741
HIGH 1.2719
0.618 1.2706
0.500 1.2702
0.382 1.2697
LOW 1.2684
0.618 1.2662
1.000 1.2649
1.618 1.2627
2.618 1.2592
4.250 1.2535
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 1.2702 1.2724
PP 1.2700 1.2715
S1 1.2699 1.2707

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

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