CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 1.2171 1.2253 0.0082 0.7% 1.2115
High 1.2171 1.2253 0.0082 0.7% 1.2173
Low 1.2146 1.2183 0.0037 0.3% 1.2069
Close 1.2146 1.2183 0.0037 0.3% 1.2109
Range 0.0025 0.0070 0.0045 180.0% 0.0104
ATR 0.0068 0.0071 0.0003 4.1% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2416 1.2370 1.2222
R3 1.2346 1.2300 1.2202
R2 1.2276 1.2276 1.2196
R1 1.2230 1.2230 1.2189 1.2218
PP 1.2206 1.2206 1.2206 1.2201
S1 1.2160 1.2160 1.2177 1.2148
S2 1.2136 1.2136 1.2170
S3 1.2066 1.2090 1.2164
S4 1.1996 1.2020 1.2145
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.2429 1.2373 1.2166
R3 1.2325 1.2269 1.2138
R2 1.2221 1.2221 1.2128
R1 1.2165 1.2165 1.2119 1.2141
PP 1.2117 1.2117 1.2117 1.2105
S1 1.2061 1.2061 1.2099 1.2037
S2 1.2013 1.2013 1.2090
S3 1.1909 1.1957 1.2080
S4 1.1805 1.1853 1.2052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2253 1.2088 0.0165 1.4% 0.0027 0.2% 58% True False 1
10 1.2253 1.2069 0.0184 1.5% 0.0016 0.1% 62% True False 1
20 1.2253 1.1980 0.0273 2.2% 0.0012 0.1% 74% True False 5
40 1.2960 1.1980 0.0980 8.0% 0.0011 0.1% 21% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 1.2551
2.618 1.2436
1.618 1.2366
1.000 1.2323
0.618 1.2296
HIGH 1.2253
0.618 1.2226
0.500 1.2218
0.382 1.2210
LOW 1.2183
0.618 1.2140
1.000 1.2113
1.618 1.2070
2.618 1.2000
4.250 1.1886
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 1.2218 1.2179
PP 1.2206 1.2175
S1 1.2195 1.2171

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

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