CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 1.3058 1.3048 -0.0010 -0.1% 1.3064
High 1.3070 1.3071 0.0001 0.0% 1.3118
Low 1.3052 1.3007 -0.0045 -0.3% 1.2938
Close 1.3059 1.3048 -0.0011 -0.1% 1.2986
Range 0.0018 0.0064 0.0046 255.6% 0.0180
ATR 0.0063 0.0063 0.0000 0.1% 0.0000
Volume 19 79 60 315.8% 179
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3234 1.3205 1.3083
R3 1.3170 1.3141 1.3066
R2 1.3106 1.3106 1.3060
R1 1.3077 1.3077 1.3054 1.3080
PP 1.3042 1.3042 1.3042 1.3044
S1 1.3013 1.3013 1.3042 1.3016
S2 1.2978 1.2978 1.3036
S3 1.2914 1.2949 1.3030
S4 1.2850 1.2885 1.3013
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3554 1.3450 1.3085
R3 1.3374 1.3270 1.3036
R2 1.3194 1.3194 1.3019
R1 1.3090 1.3090 1.3003 1.3052
PP 1.3014 1.3014 1.3014 1.2995
S1 1.2910 1.2910 1.2970 1.2872
S2 1.2834 1.2834 1.2953
S3 1.2654 1.2730 1.2937
S4 1.2474 1.2550 1.2887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3090 1.2951 0.0139 1.1% 0.0059 0.5% 70% False False 48
10 1.3118 1.2938 0.0180 1.4% 0.0061 0.5% 61% False False 42
20 1.3161 1.2938 0.0223 1.7% 0.0060 0.5% 49% False False 51
40 1.3161 1.2885 0.0276 2.1% 0.0037 0.3% 59% False False 36
60 1.3161 1.2684 0.0477 3.7% 0.0029 0.2% 76% False False 25
80 1.3161 1.2338 0.0823 6.3% 0.0022 0.2% 86% False False 20
100 1.3161 1.2338 0.0823 6.3% 0.0018 0.1% 86% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3343
2.618 1.3239
1.618 1.3175
1.000 1.3135
0.618 1.3111
HIGH 1.3071
0.618 1.3047
0.500 1.3039
0.382 1.3031
LOW 1.3007
0.618 1.2967
1.000 1.2943
1.618 1.2903
2.618 1.2839
4.250 1.2735
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 1.3045 1.3045
PP 1.3042 1.3042
S1 1.3039 1.3039

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

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