CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 1.3144 1.3112 -0.0032 -0.2% 1.3130
High 1.3144 1.3112 -0.0032 -0.2% 1.3144
Low 1.3090 1.3112 0.0022 0.2% 1.3080
Close 1.3031 1.3112 0.0081 0.6% 1.3031
Range 0.0054 0.0000 -0.0054 -100.0% 0.0064
ATR 0.0048 0.0050 0.0002 5.0% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3112 1.3112 1.3112
R3 1.3112 1.3112 1.3112
R2 1.3112 1.3112 1.3112
R1 1.3112 1.3112 1.3112 1.3112
PP 1.3112 1.3112 1.3112 1.3112
S1 1.3112 1.3112 1.3112 1.3112
S2 1.3112 1.3112 1.3112
S3 1.3112 1.3112 1.3112
S4 1.3112 1.3112 1.3112
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3277 1.3218 1.3066
R3 1.3213 1.3154 1.3049
R2 1.3149 1.3149 1.3043
R1 1.3090 1.3090 1.3037 1.3088
PP 1.3085 1.3085 1.3085 1.3084
S1 1.3026 1.3026 1.3025 1.3024
S2 1.3021 1.3021 1.3019
S3 1.2957 1.2962 1.3013
S4 1.2893 1.2898 1.2996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3144 1.3080 0.0064 0.5% 0.0011 0.1% 50% False False 1
10 1.3148 1.3067 0.0081 0.6% 0.0005 0.0% 56% False False 4
20 1.3148 1.2947 0.0201 1.5% 0.0006 0.0% 82% False False 3
40 1.3148 1.2947 0.0201 1.5% 0.0003 0.0% 82% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3112
2.618 1.3112
1.618 1.3112
1.000 1.3112
0.618 1.3112
HIGH 1.3112
0.618 1.3112
0.500 1.3112
0.382 1.3112
LOW 1.3112
0.618 1.3112
1.000 1.3112
1.618 1.3112
2.618 1.3112
4.250 1.3112
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 1.3112 1.3117
PP 1.3112 1.3115
S1 1.3112 1.3114

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

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