CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 1.2956 1.3053 0.0097 0.7% 1.3098
High 1.2956 1.3053 0.0097 0.7% 1.3102
Low 1.2956 1.3053 0.0097 0.7% 1.2956
Close 1.2956 1.3100 0.0144 1.1% 1.3100
Range
ATR 0.0055 0.0058 0.0003 5.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3069 1.3084 1.3100
R3 1.3069 1.3084 1.3100
R2 1.3069 1.3069 1.3100
R1 1.3084 1.3084 1.3100 1.3077
PP 1.3069 1.3069 1.3069 1.3065
S1 1.3084 1.3084 1.3100 1.3077
S2 1.3069 1.3069 1.3100
S3 1.3069 1.3084 1.3100
S4 1.3069 1.3084 1.3100
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3491 1.3441 1.3180
R3 1.3345 1.3295 1.3140
R2 1.3199 1.3199 1.3127
R1 1.3149 1.3149 1.3113 1.3174
PP 1.3053 1.3053 1.3053 1.3065
S1 1.3003 1.3003 1.3087 1.3028
S2 1.2907 1.2907 1.3073
S3 1.2761 1.2857 1.3060
S4 1.2615 1.2711 1.3020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3102 1.2956 0.0146 1.1% 0.0000 0.0% 99% False False 1
10 1.3142 1.2956 0.0186 1.4% 0.0000 0.0% 77% False False 1
20 1.3142 1.2704 0.0438 3.3% 0.0000 0.0% 90% False False 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3053
2.618 1.3053
1.618 1.3053
1.000 1.3053
0.618 1.3053
HIGH 1.3053
0.618 1.3053
0.500 1.3053
0.382 1.3053
LOW 1.3053
0.618 1.3053
1.000 1.3053
1.618 1.3053
2.618 1.3053
4.250 1.3053
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 1.3084 1.3068
PP 1.3069 1.3036
S1 1.3053 1.3005

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

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