CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 1.3126 1.3148 0.0022 0.2% 1.2992
High 1.3126 1.3148 0.0022 0.2% 1.3086
Low 1.3126 1.3148 0.0022 0.2% 1.2992
Close 1.3126 1.3148 0.0022 0.2% 1.3063
Range
ATR 0.0050 0.0048 -0.0002 -4.0% 0.0000
Volume 9 9 0 0.0% 13
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3148 1.3148 1.3148
R3 1.3148 1.3148 1.3148
R2 1.3148 1.3148 1.3148
R1 1.3148 1.3148 1.3148 1.3148
PP 1.3148 1.3148 1.3148 1.3148
S1 1.3148 1.3148 1.3148 1.3148
S2 1.3148 1.3148 1.3148
S3 1.3148 1.3148 1.3148
S4 1.3148 1.3148 1.3148
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3329 1.3290 1.3115
R3 1.3235 1.3196 1.3089
R2 1.3141 1.3141 1.3080
R1 1.3102 1.3102 1.3072 1.3122
PP 1.3047 1.3047 1.3047 1.3057
S1 1.3008 1.3008 1.3054 1.3028
S2 1.2953 1.2953 1.3046
S3 1.2859 1.2914 1.3037
S4 1.2765 1.2820 1.3011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3148 1.3021 0.0127 1.0% 0.0013 0.1% 100% True False 5
10 1.3148 1.2963 0.0185 1.4% 0.0007 0.0% 100% True False 3
20 1.3148 1.2947 0.0201 1.5% 0.0003 0.0% 100% True False 2
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 1.3148
2.618 1.3148
1.618 1.3148
1.000 1.3148
0.618 1.3148
HIGH 1.3148
0.618 1.3148
0.500 1.3148
0.382 1.3148
LOW 1.3148
0.618 1.3148
1.000 1.3148
1.618 1.3148
2.618 1.3148
4.250 1.3148
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 1.3148 1.3134
PP 1.3148 1.3120
S1 1.3148 1.3106

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

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