CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 1.2472 1.2479 0.0007 0.1% 1.2292
High 1.2473 1.2480 0.0007 0.1% 1.2429
Low 1.2467 1.2418 -0.0049 -0.4% 1.2288
Close 1.2467 1.2418 -0.0049 -0.4% 1.2373
Range 0.0006 0.0062 0.0056 933.3% 0.0141
ATR 0.0071 0.0071 -0.0001 -0.9% 0.0000
Volume 10 28 18 180.0% 50
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2625 1.2583 1.2452
R3 1.2563 1.2521 1.2435
R2 1.2501 1.2501 1.2429
R1 1.2459 1.2459 1.2424 1.2449
PP 1.2439 1.2439 1.2439 1.2434
S1 1.2397 1.2397 1.2412 1.2387
S2 1.2377 1.2377 1.2407
S3 1.2315 1.2335 1.2401
S4 1.2253 1.2273 1.2384
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2786 1.2721 1.2451
R3 1.2645 1.2580 1.2412
R2 1.2504 1.2504 1.2399
R1 1.2439 1.2439 1.2386 1.2472
PP 1.2363 1.2363 1.2363 1.2380
S1 1.2298 1.2298 1.2360 1.2331
S2 1.2222 1.2222 1.2347
S3 1.2081 1.2157 1.2334
S4 1.1940 1.2016 1.2295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2480 1.2373 0.0107 0.9% 0.0035 0.3% 42% True False 10
10 1.2480 1.2146 0.0334 2.7% 0.0041 0.3% 81% True False 10
20 1.2480 1.2021 0.0459 3.7% 0.0024 0.2% 86% True False 6
40 1.2544 1.1980 0.0564 4.5% 0.0016 0.1% 78% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2744
2.618 1.2642
1.618 1.2580
1.000 1.2542
0.618 1.2518
HIGH 1.2480
0.618 1.2456
0.500 1.2449
0.382 1.2442
LOW 1.2418
0.618 1.2380
1.000 1.2356
1.618 1.2318
2.618 1.2256
4.250 1.2155
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 1.2449 1.2427
PP 1.2439 1.2424
S1 1.2428 1.2421

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

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