CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 1.2481 1.2663 0.0182 1.5% 1.2546
High 1.2498 1.2670 0.0172 1.4% 1.2620
Low 1.2460 1.2644 0.0184 1.5% 1.2539
Close 1.2498 1.2659 0.0161 1.3% 1.2557
Range 0.0038 0.0026 -0.0012 -31.6% 0.0081
ATR 0.0053 0.0061 0.0009 16.1% 0.0000
Volume 4 3 -1 -25.0% 20
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 1.2736 1.2723 1.2673
R3 1.2710 1.2697 1.2666
R2 1.2684 1.2684 1.2664
R1 1.2671 1.2671 1.2661 1.2665
PP 1.2658 1.2658 1.2658 1.2654
S1 1.2645 1.2645 1.2657 1.2639
S2 1.2632 1.2632 1.2654
S3 1.2606 1.2619 1.2652
S4 1.2580 1.2593 1.2645
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 1.2670 1.2460 0.0210 1.7% 0.0031 0.2% 95% True False 6
10 1.2670 1.2460 0.0210 1.7% 0.0026 0.2% 95% True False 5
20 1.2670 1.2298 0.0372 2.9% 0.0016 0.1% 97% True False 3
40 1.2670 1.2069 0.0601 4.7% 0.0021 0.2% 98% True False 4
60 1.2670 1.1980 0.0690 5.5% 0.0016 0.1% 98% True False 5
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2781
2.618 1.2738
1.618 1.2712
1.000 1.2696
0.618 1.2686
HIGH 1.2670
0.618 1.2660
0.500 1.2657
0.382 1.2654
LOW 1.2644
0.618 1.2628
1.000 1.2618
1.618 1.2602
2.618 1.2576
4.250 1.2534
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 1.2658 1.2628
PP 1.2658 1.2596
S1 1.2657 1.2565

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

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