CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 1.3128 1.3163 0.0035 0.3% 1.2981
High 1.3193 1.3230 0.0037 0.3% 1.3236
Low 1.3128 1.3163 0.0035 0.3% 1.2951
Close 1.3183 1.3207 0.0024 0.2% 1.3175
Range 0.0065 0.0067 0.0002 3.1% 0.0285
ATR 0.0072 0.0071 0.0000 -0.5% 0.0000
Volume 566 159 -407 -71.9% 260
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3401 1.3371 1.3244
R3 1.3334 1.3304 1.3225
R2 1.3267 1.3267 1.3219
R1 1.3237 1.3237 1.3213 1.3252
PP 1.3200 1.3200 1.3200 1.3208
S1 1.3170 1.3170 1.3201 1.3185
S2 1.3133 1.3133 1.3195
S3 1.3066 1.3103 1.3189
S4 1.2999 1.3036 1.3170
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% 0.0081 0.6% 87% False False 175
10 1.3236 1.2938 0.0298 2.3% 0.0089 0.7% 90% False False 112
20 1.3236 1.2938 0.0298 2.3% 0.0065 0.5% 90% False False 80
40 1.3236 1.2885 0.0351 2.7% 0.0045 0.3% 92% False False 55
60 1.3236 1.2684 0.0552 4.2% 0.0034 0.3% 95% False False 37
80 1.3236 1.2338 0.0898 6.8% 0.0026 0.2% 97% False False 28
100 1.3236 1.2338 0.0898 6.8% 0.0021 0.2% 97% False False 28
120 1.3236 1.2201 0.1035 7.8% 0.0018 0.1% 97% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3515
2.618 1.3405
1.618 1.3338
1.000 1.3297
0.618 1.3271
HIGH 1.3230
0.618 1.3204
0.500 1.3197
0.382 1.3189
LOW 1.3163
0.618 1.3122
1.000 1.3096
1.618 1.3055
2.618 1.2988
4.250 1.2878
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 1.3204 1.3185
PP 1.3200 1.3163
S1 1.3197 1.3141

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

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