CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 10-Oct-2011
Day Change Summary
Previous Current
07-Oct-2011 10-Oct-2011 Change Change % Previous Week
Open 1.3060 1.3064 0.0004 0.0% 1.2992
High 1.3067 1.3064 -0.0003 0.0% 1.3109
Low 1.3041 1.3063 0.0022 0.2% 1.2973
Close 1.3055 1.3077 0.0022 0.2% 1.3055
Range 0.0026 0.0001 -0.0025 -96.2% 0.0136
ATR 0.0057 0.0054 -0.0003 -6.0% 0.0000
Volume 43 21 -22 -51.2% 366
Daily Pivots for day following 10-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3071 1.3075 1.3078
R3 1.3070 1.3074 1.3077
R2 1.3069 1.3069 1.3077
R1 1.3073 1.3073 1.3077 1.3071
PP 1.3068 1.3068 1.3068 1.3067
S1 1.3072 1.3072 1.3077 1.3070
S2 1.3067 1.3067 1.3077
S3 1.3066 1.3071 1.3077
S4 1.3065 1.3070 1.3076
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3454 1.3390 1.3130
R3 1.3318 1.3254 1.3092
R2 1.3182 1.3182 1.3080
R1 1.3118 1.3118 1.3067 1.3150
PP 1.3046 1.3046 1.3046 1.3062
S1 1.2982 1.2982 1.3043 1.3014
S2 1.2910 1.2910 1.3030
S3 1.2774 1.2846 1.3018
S4 1.2638 1.2710 1.2980
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3090 1.3041 0.0049 0.4% 0.0011 0.1% 73% False False 65
10 1.3140 1.2973 0.0167 1.3% 0.0049 0.4% 62% False False 48
20 1.3161 1.2973 0.0188 1.4% 0.0043 0.3% 55% False False 49
40 1.3161 1.2885 0.0276 2.1% 0.0023 0.2% 70% False False 27
60 1.3161 1.2665 0.0496 3.8% 0.0019 0.1% 83% False False 19
80 1.3161 1.2338 0.0823 6.3% 0.0015 0.1% 90% False False 19
100 1.3161 1.2201 0.0960 7.3% 0.0012 0.1% 91% 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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3068
2.618 1.3067
1.618 1.3066
1.000 1.3065
0.618 1.3065
HIGH 1.3064
0.618 1.3064
0.500 1.3064
0.382 1.3063
LOW 1.3063
0.618 1.3062
1.000 1.3062
1.618 1.3061
2.618 1.3060
4.250 1.3059
Fisher Pivots for day following 10-Oct-2011
Pivot 1 day 3 day
R1 1.3073 1.3073
PP 1.3068 1.3069
S1 1.3064 1.3066

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

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