CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 1.2914 1.2769 -0.0145 -1.1% 1.2788
High 1.2924 1.2802 -0.0122 -0.9% 1.2977
Low 1.2764 1.2676 -0.0088 -0.7% 1.2764
Close 1.2782 1.2708 -0.0074 -0.6% 1.2782
Range 0.0160 0.0126 -0.0034 -21.3% 0.0213
ATR 0.0076 0.0080 0.0004 4.7% 0.0000
Volume 144,109 107,760 -36,349 -25.2% 356,517
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3107 1.3033 1.2777
R3 1.2981 1.2907 1.2743
R2 1.2855 1.2855 1.2731
R1 1.2781 1.2781 1.2720 1.2755
PP 1.2729 1.2729 1.2729 1.2716
S1 1.2655 1.2655 1.2696 1.2629
S2 1.2603 1.2603 1.2685
S3 1.2477 1.2529 1.2673
S4 1.2351 1.2403 1.2639
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.3480 1.3344 1.2899
R3 1.3267 1.3131 1.2841
R2 1.3054 1.3054 1.2821
R1 1.2918 1.2918 1.2802 1.2880
PP 1.2841 1.2841 1.2841 1.2822
S1 1.2705 1.2705 1.2762 1.2667
S2 1.2628 1.2628 1.2743
S3 1.2415 1.2492 1.2723
S4 1.2202 1.2279 1.2665
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2977 1.2676 0.0301 2.4% 0.0109 0.9% 11% False True 88,945
10 1.2977 1.2664 0.0313 2.5% 0.0091 0.7% 14% False False 51,234
20 1.2977 1.2565 0.0412 3.2% 0.0074 0.6% 35% False False 25,864
40 1.2977 1.2565 0.0412 3.2% 0.0067 0.5% 35% False False 13,019
60 1.2977 1.2438 0.0539 4.2% 0.0065 0.5% 50% False False 8,696
80 1.2977 1.2438 0.0539 4.2% 0.0057 0.5% 50% False False 6,527
100 1.2977 1.2393 0.0584 4.6% 0.0050 0.4% 54% False False 5,223
120 1.2977 1.2088 0.0889 7.0% 0.0046 0.4% 70% False False 4,353
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3338
2.618 1.3132
1.618 1.3006
1.000 1.2928
0.618 1.2880
HIGH 1.2802
0.618 1.2754
0.500 1.2739
0.382 1.2724
LOW 1.2676
0.618 1.2598
1.000 1.2550
1.618 1.2472
2.618 1.2346
4.250 1.2141
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 1.2739 1.2827
PP 1.2729 1.2787
S1 1.2718 1.2748

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

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