CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 1.2844 1.2826 -0.0018 -0.1% 1.3241
High 1.2850 1.2855 0.0005 0.0% 1.3279
Low 1.2812 1.2826 0.0014 0.1% 1.2609
Close 1.2826 1.2843 0.0017 0.1% 1.2826
Range 0.0038 0.0029 -0.0009 -23.7% 0.0670
ATR 0.0101 0.0096 -0.0005 -5.1% 0.0000
Volume 172 52 -120 -69.8% 1,881
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2928 1.2915 1.2859
R3 1.2899 1.2886 1.2851
R2 1.2870 1.2870 1.2848
R1 1.2857 1.2857 1.2846 1.2864
PP 1.2841 1.2841 1.2841 1.2845
S1 1.2828 1.2828 1.2840 1.2835
S2 1.2812 1.2812 1.2838
S3 1.2783 1.2799 1.2835
S4 1.2754 1.2770 1.2827
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.4915 1.4540 1.3195
R3 1.4245 1.3870 1.3010
R2 1.3575 1.3575 1.2949
R1 1.3200 1.3200 1.2887 1.3053
PP 1.2905 1.2905 1.2905 1.2831
S1 1.2530 1.2530 1.2765 1.2383
S2 1.2235 1.2235 1.2703
S3 1.1565 1.1860 1.2642
S4 1.0895 1.1190 1.2458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2863 1.2694 0.0169 1.3% 0.0056 0.4% 88% False False 382
10 1.3279 1.2609 0.0670 5.2% 0.0123 1.0% 35% False False 231
20 1.3279 1.2609 0.0670 5.2% 0.0103 0.8% 35% False False 165
40 1.3279 1.2609 0.0670 5.2% 0.0073 0.6% 35% False False 107
60 1.3279 1.2609 0.0670 5.2% 0.0050 0.4% 35% False False 73
80 1.3279 1.2609 0.0670 5.2% 0.0040 0.3% 35% False False 55
100 1.3279 1.2338 0.0941 7.3% 0.0033 0.3% 54% False False 48
120 1.3279 1.2201 0.1078 8.4% 0.0027 0.2% 60% False False 42
Crabel Price Patterns
NR True
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2978
2.618 1.2931
1.618 1.2902
1.000 1.2884
0.618 1.2873
HIGH 1.2855
0.618 1.2844
0.500 1.2841
0.382 1.2837
LOW 1.2826
0.618 1.2808
1.000 1.2797
1.618 1.2779
2.618 1.2750
4.250 1.2703
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 1.2842 1.2841
PP 1.2841 1.2839
S1 1.2841 1.2838

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

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