CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 1.2716 1.2726 0.0010 0.1% 1.2657
High 1.2780 1.2767 -0.0013 -0.1% 1.2780
Low 1.2716 1.2726 0.0010 0.1% 1.2657
Close 1.2747 1.2767 0.0020 0.2% 1.2767
Range 0.0064 0.0041 -0.0023 -35.9% 0.0123
ATR 0.0069 0.0067 -0.0002 -2.9% 0.0000
Volume 54 54 0 0.0% 321
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.2876 1.2863 1.2790
R3 1.2835 1.2822 1.2778
R2 1.2794 1.2794 1.2775
R1 1.2781 1.2781 1.2771 1.2788
PP 1.2753 1.2753 1.2753 1.2757
S1 1.2740 1.2740 1.2763 1.2747
S2 1.2712 1.2712 1.2759
S3 1.2671 1.2699 1.2756
S4 1.2630 1.2658 1.2744
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.3104 1.3058 1.2835
R3 1.2981 1.2935 1.2801
R2 1.2858 1.2858 1.2790
R1 1.2812 1.2812 1.2778 1.2835
PP 1.2735 1.2735 1.2735 1.2746
S1 1.2689 1.2689 1.2756 1.2712
S2 1.2612 1.2612 1.2744
S3 1.2489 1.2566 1.2733
S4 1.2366 1.2443 1.2699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2780 1.2657 0.0123 1.0% 0.0053 0.4% 89% False False 64
10 1.2780 1.2539 0.0241 1.9% 0.0056 0.4% 95% False False 46
20 1.2780 1.2438 0.0342 2.7% 0.0059 0.5% 96% False False 50
40 1.2920 1.2438 0.0482 3.8% 0.0047 0.4% 68% False False 35
60 1.2920 1.2393 0.0527 4.1% 0.0038 0.3% 71% False False 25
80 1.2920 1.2088 0.0832 6.5% 0.0035 0.3% 82% False False 20
100 1.2920 1.1980 0.0940 7.4% 0.0029 0.2% 84% False False 17
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2941
2.618 1.2874
1.618 1.2833
1.000 1.2808
0.618 1.2792
HIGH 1.2767
0.618 1.2751
0.500 1.2747
0.382 1.2742
LOW 1.2726
0.618 1.2701
1.000 1.2685
1.618 1.2660
2.618 1.2619
4.250 1.2552
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 1.2760 1.2753
PP 1.2753 1.2739
S1 1.2747 1.2725

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

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