CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 1.3112 1.3067 -0.0045 -0.3% 1.3130
High 1.3112 1.3067 -0.0045 -0.3% 1.3144
Low 1.3112 1.3067 -0.0045 -0.3% 1.3080
Close 1.3112 1.3067 -0.0045 -0.3% 1.3031
Range
ATR 0.0050 0.0050 0.0000 -0.7% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3067 1.3067 1.3067
R3 1.3067 1.3067 1.3067
R2 1.3067 1.3067 1.3067
R1 1.3067 1.3067 1.3067 1.3067
PP 1.3067 1.3067 1.3067 1.3067
S1 1.3067 1.3067 1.3067 1.3067
S2 1.3067 1.3067 1.3067
S3 1.3067 1.3067 1.3067
S4 1.3067 1.3067 1.3067
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 1.3067 0.0077 0.6% 0.0011 0.1% 0% False True 1
10 1.3146 1.3067 0.0079 0.6% 0.0005 0.0% 0% False True 3
20 1.3148 1.2963 0.0185 1.4% 0.0006 0.0% 56% False False 3
40 1.3148 1.2947 0.0201 1.5% 0.0003 0.0% 60% 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 1.3067
2.618 1.3067
1.618 1.3067
1.000 1.3067
0.618 1.3067
HIGH 1.3067
0.618 1.3067
0.500 1.3067
0.382 1.3067
LOW 1.3067
0.618 1.3067
1.000 1.3067
1.618 1.3067
2.618 1.3067
4.250 1.3067
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 1.3067 1.3106
PP 1.3067 1.3093
S1 1.3067 1.3080

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

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