CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 1.3067 1.3130 0.0063 0.5% 1.3126
High 1.3067 1.3130 0.0063 0.5% 1.3148
Low 1.3067 1.3130 0.0063 0.5% 1.3067
Close 1.3092 1.3130 0.0038 0.3% 1.3092
Range
ATR 0.0049 0.0048 -0.0001 -1.6% 0.0000
Volume 9 1 -8 -88.9% 45
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3130 1.3130 1.3130
R3 1.3130 1.3130 1.3130
R2 1.3130 1.3130 1.3130
R1 1.3130 1.3130 1.3130 1.3130
PP 1.3130 1.3130 1.3130 1.3130
S1 1.3130 1.3130 1.3130 1.3130
S2 1.3130 1.3130 1.3130
S3 1.3130 1.3130 1.3130
S4 1.3130 1.3130 1.3130
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3345 1.3300 1.3137
R3 1.3264 1.3219 1.3114
R2 1.3183 1.3183 1.3107
R1 1.3138 1.3138 1.3099 1.3120
PP 1.3102 1.3102 1.3102 1.3094
S1 1.3057 1.3057 1.3085 1.3039
S2 1.3021 1.3021 1.3077
S3 1.2940 1.2976 1.3070
S4 1.2859 1.2895 1.3047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3148 1.3067 0.0081 0.6% 0.0000 0.0% 78% False False 7
10 1.3148 1.3021 0.0127 1.0% 0.0007 0.0% 86% False False 5
20 1.3148 1.2947 0.0201 1.5% 0.0003 0.0% 91% False False 3
40 1.3148 1.2704 0.0444 3.4% 0.0002 0.0% 96% False 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 1.3130
2.618 1.3130
1.618 1.3130
1.000 1.3130
0.618 1.3130
HIGH 1.3130
0.618 1.3130
0.500 1.3130
0.382 1.3130
LOW 1.3130
0.618 1.3130
1.000 1.3130
1.618 1.3130
2.618 1.3130
4.250 1.3130
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 1.3130 1.3122
PP 1.3130 1.3114
S1 1.3130 1.3107

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

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