CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 1.3046 1.3128 0.0082 0.6% 1.2981
High 1.3236 1.3193 -0.0043 -0.3% 1.3236
Low 1.3046 1.3128 0.0082 0.6% 1.2951
Close 1.3175 1.3183 0.0008 0.1% 1.3175
Range 0.0190 0.0065 -0.0125 -65.8% 0.0285
ATR 0.0072 0.0072 -0.0001 -0.7% 0.0000
Volume 56 566 510 910.7% 260
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3363 1.3338 1.3219
R3 1.3298 1.3273 1.3201
R2 1.3233 1.3233 1.3195
R1 1.3208 1.3208 1.3189 1.3221
PP 1.3168 1.3168 1.3168 1.3174
S1 1.3143 1.3143 1.3177 1.3156
S2 1.3103 1.3103 1.3171
S3 1.3038 1.3078 1.3165
S4 1.2973 1.3013 1.3147
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3976 1.3860 1.3332
R3 1.3691 1.3575 1.3253
R2 1.3406 1.3406 1.3227
R1 1.3290 1.3290 1.3201 1.3348
PP 1.3121 1.3121 1.3121 1.3150
S1 1.3005 1.3005 1.3149 1.3063
S2 1.2836 1.2836 1.3123
S3 1.2551 1.2720 1.3097
S4 1.2266 1.2435 1.3018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3236 1.3007 0.0229 1.7% 0.0071 0.5% 77% False False 157
10 1.3236 1.2938 0.0298 2.3% 0.0084 0.6% 82% False False 98
20 1.3236 1.2938 0.0298 2.3% 0.0066 0.5% 82% False False 73
40 1.3236 1.2885 0.0351 2.7% 0.0044 0.3% 85% False False 51
60 1.3236 1.2684 0.0552 4.2% 0.0033 0.3% 90% False False 35
80 1.3236 1.2338 0.0898 6.8% 0.0025 0.2% 94% False False 26
100 1.3236 1.2338 0.0898 6.8% 0.0020 0.2% 94% False False 27
120 1.3236 1.2201 0.1035 7.9% 0.0017 0.1% 95% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3469
2.618 1.3363
1.618 1.3298
1.000 1.3258
0.618 1.3233
HIGH 1.3193
0.618 1.3168
0.500 1.3161
0.382 1.3153
LOW 1.3128
0.618 1.3088
1.000 1.3063
1.618 1.3023
2.618 1.2958
4.250 1.2852
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 1.3176 1.3163
PP 1.3168 1.3142
S1 1.3161 1.3122

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

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