CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 1.2398 1.2491 0.0093 0.8% 1.2304
High 1.2398 1.2491 0.0093 0.8% 1.2491
Low 1.2398 1.2491 0.0093 0.8% 1.2304
Close 1.2398 1.2491 0.0093 0.8% 1.2491
Range
ATR 0.0037 0.0041 0.0004 10.9% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2491 1.2491 1.2491
R3 1.2491 1.2491 1.2491
R2 1.2491 1.2491 1.2491
R1 1.2491 1.2491 1.2491 1.2491
PP 1.2491 1.2491 1.2491 1.2491
S1 1.2491 1.2491 1.2491 1.2491
S2 1.2491 1.2491 1.2491
S3 1.2491 1.2491 1.2491
S4 1.2491 1.2491 1.2491
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2990 1.2927 1.2594
R3 1.2803 1.2740 1.2542
R2 1.2616 1.2616 1.2525
R1 1.2553 1.2553 1.2508 1.2585
PP 1.2429 1.2429 1.2429 1.2444
S1 1.2366 1.2366 1.2474 1.2398
S2 1.2242 1.2242 1.2457
S3 1.2055 1.2179 1.2440
S4 1.1868 1.1992 1.2388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2491 1.2304 0.0187 1.5% 0.0000 0.0% 100% True False 1
10 1.2491 1.2201 0.0290 2.3% 0.0000 0.0% 100% True False 1
20 1.2491 1.2201 0.0290 2.3% 0.0000 0.0% 100% True False 1
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2491
2.618 1.2491
1.618 1.2491
1.000 1.2491
0.618 1.2491
HIGH 1.2491
0.618 1.2491
0.500 1.2491
0.382 1.2491
LOW 1.2491
0.618 1.2491
1.000 1.2491
1.618 1.2491
2.618 1.2491
4.250 1.2491
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 1.2491 1.2475
PP 1.2491 1.2458
S1 1.2491 1.2442

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

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