CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 1.2370 1.2355 -0.0015 -0.1% 1.2472
High 1.2370 1.2355 -0.0015 -0.1% 1.2480
Low 1.2366 1.2348 -0.0018 -0.1% 1.2298
Close 1.2366 1.2348 -0.0018 -0.1% 1.2298
Range 0.0004 0.0007 0.0003 75.0% 0.0182
ATR 0.0068 0.0064 -0.0004 -5.2% 0.0000
Volume 1 5 4 400.0% 49
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2371 1.2367 1.2352
R3 1.2364 1.2360 1.2350
R2 1.2357 1.2357 1.2349
R1 1.2353 1.2353 1.2349 1.2352
PP 1.2350 1.2350 1.2350 1.2350
S1 1.2346 1.2346 1.2347 1.2345
S2 1.2343 1.2343 1.2347
S3 1.2336 1.2339 1.2346
S4 1.2329 1.2332 1.2344
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2905 1.2783 1.2398
R3 1.2723 1.2601 1.2348
R2 1.2541 1.2541 1.2331
R1 1.2419 1.2419 1.2315 1.2389
PP 1.2359 1.2359 1.2359 1.2344
S1 1.2237 1.2237 1.2281 1.2207
S2 1.2177 1.2177 1.2265
S3 1.1995 1.2055 1.2248
S4 1.1813 1.1873 1.2198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2370 1.2298 0.0072 0.6% 0.0012 0.1% 69% False False 3
10 1.2480 1.2298 0.0182 1.5% 0.0023 0.2% 27% False False 7
20 1.2480 1.2088 0.0392 3.2% 0.0026 0.2% 66% False False 6
40 1.2480 1.1980 0.0500 4.0% 0.0017 0.1% 74% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2385
2.618 1.2373
1.618 1.2366
1.000 1.2362
0.618 1.2359
HIGH 1.2355
0.618 1.2352
0.500 1.2352
0.382 1.2351
LOW 1.2348
0.618 1.2344
1.000 1.2341
1.618 1.2337
2.618 1.2330
4.250 1.2318
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 1.2352 1.2343
PP 1.2350 1.2339
S1 1.2349 1.2334

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

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