CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 1.3053 1.3069 0.0016 0.1% 1.2851
High 1.3053 1.3076 0.0023 0.2% 1.3021
Low 1.3053 1.3069 0.0016 0.1% 1.2851
Close 1.3053 1.3076 0.0023 0.2% 1.3021
Range 0.0000 0.0007 0.0007 0.0170
ATR 0.0050 0.0048 -0.0002 -3.9% 0.0000
Volume 1 0 -1 -100.0% 4
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3095 1.3092 1.3080
R3 1.3088 1.3085 1.3078
R2 1.3081 1.3081 1.3077
R1 1.3078 1.3078 1.3077 1.3080
PP 1.3074 1.3074 1.3074 1.3074
S1 1.3071 1.3071 1.3075 1.3073
S2 1.3067 1.3067 1.3075
S3 1.3060 1.3064 1.3074
S4 1.3053 1.3057 1.3072
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3474 1.3418 1.3115
R3 1.3304 1.3248 1.3068
R2 1.3134 1.3134 1.3052
R1 1.3078 1.3078 1.3037 1.3106
PP 1.2964 1.2964 1.2964 1.2979
S1 1.2908 1.2908 1.3005 1.2936
S2 1.2794 1.2794 1.2990
S3 1.2624 1.2738 1.2974
S4 1.2454 1.2568 1.2928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3076 1.2944 0.0132 1.0% 0.0001 0.0% 100% True False
10 1.3076 1.2851 0.0225 1.7% 0.0007 0.1% 100% True False
20 1.3257 1.2800 0.0457 3.5% 0.0009 0.1% 60% False False 2
40 1.3257 1.2800 0.0457 3.5% 0.0006 0.0% 60% False False 2
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 60% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3106
2.618 1.3094
1.618 1.3087
1.000 1.3083
0.618 1.3080
HIGH 1.3076
0.618 1.3073
0.500 1.3073
0.382 1.3072
LOW 1.3069
0.618 1.3065
1.000 1.3062
1.618 1.3058
2.618 1.3051
4.250 1.3039
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 1.3075 1.3069
PP 1.3074 1.3061
S1 1.3073 1.3054

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

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