CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 1.3224 1.3257 0.0033 0.2% 1.3208
High 1.3224 1.3257 0.0033 0.2% 1.3257
Low 1.3224 1.3257 0.0033 0.2% 1.3200
Close 1.3224 1.3257 0.0033 0.2% 1.3257
Range
ATR 0.0041 0.0041 -0.0001 -1.4% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3257 1.3257 1.3257
R3 1.3257 1.3257 1.3257
R2 1.3257 1.3257 1.3257
R1 1.3257 1.3257 1.3257 1.3257
PP 1.3257 1.3257 1.3257 1.3257
S1 1.3257 1.3257 1.3257 1.3257
S2 1.3257 1.3257 1.3257
S3 1.3257 1.3257 1.3257
S4 1.3257 1.3257 1.3257
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3409 1.3390 1.3288
R3 1.3352 1.3333 1.3273
R2 1.3295 1.3295 1.3267
R1 1.3276 1.3276 1.3262 1.3286
PP 1.3238 1.3238 1.3238 1.3243
S1 1.3219 1.3219 1.3252 1.3229
S2 1.3181 1.3181 1.3247
S3 1.3124 1.3162 1.3241
S4 1.3067 1.3105 1.3226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3257 1.3200 0.0057 0.4% 0.0000 0.0% 100% True False 2
10 1.3257 1.3072 0.0185 1.4% 0.0000 0.0% 100% True False 2
20 1.3257 1.2997 0.0260 2.0% 0.0000 0.0% 100% True False 2
40 1.3257 1.2947 0.0310 2.3% 0.0003 0.0% 100% True False 2
60 1.3257 1.2806 0.0451 3.4% 0.0002 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 1.3257
2.618 1.3257
1.618 1.3257
1.000 1.3257
0.618 1.3257
HIGH 1.3257
0.618 1.3257
0.500 1.3257
0.382 1.3257
LOW 1.3257
0.618 1.3257
1.000 1.3257
1.618 1.3257
2.618 1.3257
4.250 1.3257
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 1.3257 1.3248
PP 1.3257 1.3238
S1 1.3257 1.3229

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

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