CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 1.3019 1.3041 0.0022 0.2% 1.3080
High 1.3019 1.3041 0.0022 0.2% 1.3089
Low 1.3019 1.3041 0.0022 0.2% 1.2985
Close 1.3019 1.3041 0.0022 0.2% 1.3019
Range
ATR 0.0040 0.0039 -0.0001 -3.2% 0.0000
Volume 14 1 -13 -92.9% 159
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3041 1.3041 1.3041
R3 1.3041 1.3041 1.3041
R2 1.3041 1.3041 1.3041
R1 1.3041 1.3041 1.3041 1.3041
PP 1.3041 1.3041 1.3041 1.3041
S1 1.3041 1.3041 1.3041 1.3041
S2 1.3041 1.3041 1.3041
S3 1.3041 1.3041 1.3041
S4 1.3041 1.3041 1.3041
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3343 1.3285 1.3076
R3 1.3239 1.3181 1.3048
R2 1.3135 1.3135 1.3038
R1 1.3077 1.3077 1.3029 1.3054
PP 1.3031 1.3031 1.3031 1.3020
S1 1.2973 1.2973 1.3009 1.2950
S2 1.2927 1.2927 1.3000
S3 1.2823 1.2869 1.2990
S4 1.2719 1.2765 1.2962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3089 1.2985 0.0104 0.8% 0.0025 0.2% 54% False False 32
10 1.3089 1.2844 0.0245 1.9% 0.0026 0.2% 80% False False 19
20 1.3089 1.2844 0.0245 1.9% 0.0024 0.2% 80% False False 31
40 1.3089 1.2844 0.0245 1.9% 0.0012 0.1% 80% False False 16
60 1.3257 1.2800 0.0457 3.5% 0.0011 0.1% 53% False False 11
80 1.3257 1.2800 0.0457 3.5% 0.0010 0.1% 53% False False 9
100 1.3257 1.2800 0.0457 3.5% 0.0008 0.1% 53% False False 7
Crabel Price Patterns
NR False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.3041
2.618 1.3041
1.618 1.3041
1.000 1.3041
0.618 1.3041
HIGH 1.3041
0.618 1.3041
0.500 1.3041
0.382 1.3041
LOW 1.3041
0.618 1.3041
1.000 1.3041
1.618 1.3041
2.618 1.3041
4.250 1.3041
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 1.3041 1.3037
PP 1.3041 1.3033
S1 1.3041 1.3029

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

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