CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 1.2825 1.2840 0.0015 0.1% 1.3128
High 1.2855 1.2863 0.0008 0.1% 1.3248
Low 1.2825 1.2840 0.0015 0.1% 1.3128
Close 1.2846 1.2844 -0.0002 0.0% 1.3234
Range 0.0030 0.0023 -0.0007 -23.3% 0.0120
ATR 0.0112 0.0106 -0.0006 -5.7% 0.0000
Volume 404 15 -389 -96.3% 950
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2918 1.2904 1.2857
R3 1.2895 1.2881 1.2850
R2 1.2872 1.2872 1.2848
R1 1.2858 1.2858 1.2846 1.2865
PP 1.2849 1.2849 1.2849 1.2853
S1 1.2835 1.2835 1.2842 1.2842
S2 1.2826 1.2826 1.2840
S3 1.2803 1.2812 1.2838
S4 1.2780 1.2789 1.2831
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3563 1.3519 1.3300
R3 1.3443 1.3399 1.3267
R2 1.3323 1.3323 1.3256
R1 1.3279 1.3279 1.3245 1.3301
PP 1.3203 1.3203 1.3203 1.3215
S1 1.3159 1.3159 1.3223 1.3181
S2 1.3083 1.3083 1.3212
S3 1.2963 1.3039 1.3201
S4 1.2843 1.2919 1.3168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3279 1.2609 0.0670 5.2% 0.0186 1.5% 35% False False 363
10 1.3279 1.2609 0.0670 5.2% 0.0142 1.1% 35% False False 271
20 1.3279 1.2609 0.0670 5.2% 0.0101 0.8% 35% False False 157
40 1.3279 1.2609 0.0670 5.2% 0.0071 0.6% 35% False False 103
60 1.3279 1.2609 0.0670 5.2% 0.0048 0.4% 35% False False 69
80 1.3279 1.2609 0.0670 5.2% 0.0040 0.3% 35% False False 52
100 1.3279 1.2338 0.0941 7.3% 0.0032 0.2% 54% False False 46
120 1.3279 1.2201 0.1078 8.4% 0.0027 0.2% 60% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2961
2.618 1.2923
1.618 1.2900
1.000 1.2886
0.618 1.2877
HIGH 1.2863
0.618 1.2854
0.500 1.2852
0.382 1.2849
LOW 1.2840
0.618 1.2826
1.000 1.2817
1.618 1.2803
2.618 1.2780
4.250 1.2742
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 1.2852 1.2822
PP 1.2849 1.2800
S1 1.2847 1.2779

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

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