CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 1.3067 1.3100 0.0033 0.3% 1.3130
High 1.3067 1.3100 0.0033 0.3% 1.3144
Low 1.3067 1.3100 0.0033 0.3% 1.3080
Close 1.3067 1.3100 0.0033 0.3% 1.3031
Range
ATR 0.0050 0.0049 -0.0001 -2.4% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3100 1.3100 1.3100
R3 1.3100 1.3100 1.3100
R2 1.3100 1.3100 1.3100
R1 1.3100 1.3100 1.3100 1.3100
PP 1.3100 1.3100 1.3100 1.3100
S1 1.3100 1.3100 1.3100 1.3100
S2 1.3100 1.3100 1.3100
S3 1.3100 1.3100 1.3100
S4 1.3100 1.3100 1.3100
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% 43% False False 1
10 1.3146 1.3067 0.0079 0.6% 0.0005 0.0% 42% False False 2
20 1.3148 1.2963 0.0185 1.4% 0.0006 0.0% 74% False False 3
40 1.3148 1.2947 0.0201 1.5% 0.0003 0.0% 76% 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 1.3100
2.618 1.3100
1.618 1.3100
1.000 1.3100
0.618 1.3100
HIGH 1.3100
0.618 1.3100
0.500 1.3100
0.382 1.3100
LOW 1.3100
0.618 1.3100
1.000 1.3100
1.618 1.3100
2.618 1.3100
4.250 1.3100
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 1.3100 1.3097
PP 1.3100 1.3093
S1 1.3100 1.3090

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

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