CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 1.2570 1.2509 -0.0061 -0.5% 1.2370
High 1.2570 1.2509 -0.0061 -0.5% 1.2479
Low 1.2570 1.2506 -0.0064 -0.5% 1.2337
Close 1.2570 1.2506 -0.0064 -0.5% 1.2479
Range 0.0000 0.0003 0.0003 0.0142
ATR 0.0064 0.0064 0.0000 0.0% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 1.2516 1.2514 1.2508
R3 1.2513 1.2511 1.2507
R2 1.2510 1.2510 1.2507
R1 1.2508 1.2508 1.2506 1.2508
PP 1.2507 1.2507 1.2507 1.2507
S1 1.2505 1.2505 1.2506 1.2505
S2 1.2504 1.2504 1.2505
S3 1.2501 1.2502 1.2505
S4 1.2498 1.2499 1.2504
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.2858 1.2810 1.2557
R3 1.2716 1.2668 1.2518
R2 1.2574 1.2574 1.2505
R1 1.2526 1.2526 1.2492 1.2550
PP 1.2432 1.2432 1.2432 1.2444
S1 1.2384 1.2384 1.2466 1.2408
S2 1.2290 1.2290 1.2453
S3 1.2148 1.2242 1.2440
S4 1.2006 1.2100 1.2401
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2570 1.2337 0.0233 1.9% 0.0001 0.0% 73% False False 1
10 1.2570 1.2298 0.0272 2.2% 0.0007 0.1% 76% False False 2
20 1.2570 1.2146 0.0424 3.4% 0.0024 0.2% 85% False False 6
40 1.2570 1.1980 0.0590 4.7% 0.0015 0.1% 89% False False 5
60 1.3090 1.1980 0.1110 8.9% 0.0013 0.1% 47% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2522
2.618 1.2517
1.618 1.2514
1.000 1.2512
0.618 1.2511
HIGH 1.2509
0.618 1.2508
0.500 1.2508
0.382 1.2507
LOW 1.2506
0.618 1.2504
1.000 1.2503
1.618 1.2501
2.618 1.2498
4.250 1.2493
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 1.2508 1.2524
PP 1.2507 1.2518
S1 1.2507 1.2512

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

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