CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 1.2479 1.2302 -0.0177 -1.4% 1.2292
High 1.2480 1.2352 -0.0128 -1.0% 1.2429
Low 1.2418 1.2302 -0.0116 -0.9% 1.2288
Close 1.2418 1.2352 -0.0066 -0.5% 1.2373
Range 0.0062 0.0050 -0.0012 -19.4% 0.0141
ATR 0.0071 0.0074 0.0003 4.6% 0.0000
Volume 28 9 -19 -67.9% 50
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2485 1.2469 1.2380
R3 1.2435 1.2419 1.2366
R2 1.2385 1.2385 1.2361
R1 1.2369 1.2369 1.2357 1.2377
PP 1.2335 1.2335 1.2335 1.2340
S1 1.2319 1.2319 1.2347 1.2327
S2 1.2285 1.2285 1.2343
S3 1.2235 1.2269 1.2338
S4 1.2185 1.2219 1.2325
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 1.2302 0.0178 1.4% 0.0036 0.3% 28% False True 11
10 1.2480 1.2183 0.0297 2.4% 0.0043 0.4% 57% False False 11
20 1.2480 1.2069 0.0411 3.3% 0.0026 0.2% 69% False False 6
40 1.2544 1.1980 0.0564 4.6% 0.0017 0.1% 66% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2565
2.618 1.2483
1.618 1.2433
1.000 1.2402
0.618 1.2383
HIGH 1.2352
0.618 1.2333
0.500 1.2327
0.382 1.2321
LOW 1.2302
0.618 1.2271
1.000 1.2252
1.618 1.2221
2.618 1.2171
4.250 1.2090
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 1.2344 1.2391
PP 1.2335 1.2378
S1 1.2327 1.2365

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

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