CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 1.2547 1.2557 0.0010 0.1% 1.2546
High 1.2551 1.2557 0.0006 0.0% 1.2620
Low 1.2542 1.2557 0.0015 0.1% 1.2539
Close 1.2551 1.2557 0.0006 0.0% 1.2557
Range 0.0009 0.0000 -0.0009 -100.0% 0.0081
ATR 0.0054 0.0051 -0.0003 -6.4% 0.0000
Volume 1 8 7 700.0% 20
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.2557 1.2557 1.2557
R3 1.2557 1.2557 1.2557
R2 1.2557 1.2557 1.2557
R1 1.2557 1.2557 1.2557 1.2557
PP 1.2557 1.2557 1.2557 1.2557
S1 1.2557 1.2557 1.2557 1.2557
S2 1.2557 1.2557 1.2557
S3 1.2557 1.2557 1.2557
S4 1.2557 1.2557 1.2557
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.2815 1.2767 1.2602
R3 1.2734 1.2686 1.2579
R2 1.2653 1.2653 1.2572
R1 1.2605 1.2605 1.2564 1.2629
PP 1.2572 1.2572 1.2572 1.2584
S1 1.2524 1.2524 1.2550 1.2548
S2 1.2491 1.2491 1.2542
S3 1.2410 1.2443 1.2535
S4 1.2329 1.2362 1.2512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2620 1.2539 0.0081 0.6% 0.0014 0.1% 22% False False 4
10 1.2620 1.2454 0.0166 1.3% 0.0015 0.1% 62% False False 2
20 1.2620 1.2298 0.0322 2.6% 0.0014 0.1% 80% False False 4
40 1.2620 1.1980 0.0640 5.1% 0.0017 0.1% 90% False False 4
60 1.2644 1.1980 0.0664 5.3% 0.0014 0.1% 87% False False 4
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2557
2.618 1.2557
1.618 1.2557
1.000 1.2557
0.618 1.2557
HIGH 1.2557
0.618 1.2557
0.500 1.2557
0.382 1.2557
LOW 1.2557
0.618 1.2557
1.000 1.2557
1.618 1.2557
2.618 1.2557
4.250 1.2557
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 1.2557 1.2581
PP 1.2557 1.2573
S1 1.2557 1.2565

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

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