CME Japanese Yen Future December 2011

Trading Metrics calculated at close of trading on 19-Oct-2011

Day Change Summary
	Previous	Current
	18-Oct-2011	19-Oct-2011	Change	Change %	Previous Week
Open	1.3022	1.3032	0.0010	0.1%	1.3030
High	1.3062	1.3056	-0.0006	0.0%	1.3120
Low	1.3012	1.3020	0.0008	0.1%	1.2912
Close	1.3039	1.3034	-0.0005	0.0%	1.2961
Range	0.0050	0.0036	-0.0014	-28.0%	0.0208
ATR	0.0101	0.0096	-0.0005	-4.6%	0.0000
Volume	79,738	56,434	-23,304	-29.2%	393,334

Daily Pivots for day following 19-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3145	1.3125	1.3054
R3	1.3109	1.3089	1.3044
R2	1.3073	1.3073	1.3041
R1	1.3053	1.3053	1.3037	1.3063
PP	1.3037	1.3037	1.3037	1.3042
S1	1.3017	1.3017	1.3031	1.3027
S2	1.3001	1.3001	1.3027
S3	1.2965	1.2981	1.3024
S4	1.2929	1.2945	1.3014

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3622	1.3499	1.3075
R3	1.3414	1.3291	1.3018
R2	1.3206	1.3206	1.2999
R1	1.3083	1.3083	1.2980	1.3041
PP	1.2998	1.2998	1.2998	1.2976
S1	1.2875	1.2875	1.2942	1.2833
S2	1.2790	1.2790	1.2923
S3	1.2582	1.2667	1.2904
S4	1.2374	1.2459	1.2847

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3068	1.2921	0.0147	1.1%	0.0088	0.7%	77%	False	False	82,885
10	1.3120	1.2912	0.0208	1.6%	0.0085	0.6%	59%	False	False	79,860
20	1.3156	1.2912	0.0244	1.9%	0.0099	0.8%	50%	False	False	84,235
40	1.3156	1.2860	0.0296	2.3%	0.0101	0.8%	59%	False	False	56,307
60	1.3180	1.2484	0.0696	5.3%	0.0112	0.9%	79%	False	False	37,662
80	1.3180	1.2250	0.0930	7.1%	0.0105	0.8%	84%	False	False	28,268
100	1.3180	1.2250	0.0930	7.1%	0.0091	0.7%	84%	False	False	22,620
120	1.3180	1.2187	0.0993	7.6%	0.0080	0.6%	85%	False	False	18,852

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.3209
2.618	1.3150
1.618	1.3114
1.000	1.3092
0.618	1.3078
HIGH	1.3056
0.618	1.3042
0.500	1.3038
0.382	1.3034
LOW	1.3020
0.618	1.2998
1.000	1.2984
1.618	1.2962
2.618	1.2926
4.250	1.2867

Fisher Pivots for day following 19-Oct-2011
Pivot	1 day	3 day
R1	1.3038	1.3021
PP	1.3037	1.3008
S1	1.3035	1.2995

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols