CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 1.3257 1.2883 -0.0374 -2.8% 1.3208
High 1.3257 1.2911 -0.0346 -2.6% 1.3257
Low 1.3257 1.2800 -0.0457 -3.4% 1.3200
Close 1.3257 1.2868 -0.0389 -2.9% 1.3257
Range 0.0000 0.0111 0.0111 0.0057
ATR 0.0041 0.0070 0.0030 73.2% 0.0000
Volume 1 1 0 0.0% 11
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3193 1.3141 1.2929
R3 1.3082 1.3030 1.2899
R2 1.2971 1.2971 1.2888
R1 1.2919 1.2919 1.2878 1.2890
PP 1.2860 1.2860 1.2860 1.2845
S1 1.2808 1.2808 1.2858 1.2779
S2 1.2749 1.2749 1.2848
S3 1.2638 1.2697 1.2837
S4 1.2527 1.2586 1.2807
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 1.2800 0.0457 3.6% 0.0022 0.2% 15% False True 1
10 1.3257 1.2800 0.0457 3.6% 0.0011 0.1% 15% False True 2
20 1.3257 1.2800 0.0457 3.6% 0.0006 0.0% 15% False True 2
40 1.3257 1.2800 0.0457 3.6% 0.0006 0.0% 15% False True 2
60 1.3257 1.2800 0.0457 3.6% 0.0004 0.0% 15% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 1.3383
2.618 1.3202
1.618 1.3091
1.000 1.3022
0.618 1.2980
HIGH 1.2911
0.618 1.2869
0.500 1.2856
0.382 1.2842
LOW 1.2800
0.618 1.2731
1.000 1.2689
1.618 1.2620
2.618 1.2509
4.250 1.2328
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 1.2864 1.3029
PP 1.2860 1.2975
S1 1.2856 1.2922

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

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