CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 1.2898 1.2851 -0.0047 -0.4% 1.2883
High 1.2898 1.2869 -0.0029 -0.2% 1.2911
Low 1.2851 1.2851 0.0000 0.0% 1.2800
Close 1.2851 1.2869 0.0018 0.1% 1.2851
Range 0.0047 0.0018 -0.0029 -61.7% 0.0111
ATR 0.0060 0.0057 -0.0003 -5.0% 0.0000
Volume 0 1 1 23
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2917 1.2911 1.2879
R3 1.2899 1.2893 1.2874
R2 1.2881 1.2881 1.2872
R1 1.2875 1.2875 1.2871 1.2878
PP 1.2863 1.2863 1.2863 1.2865
S1 1.2857 1.2857 1.2867 1.2860
S2 1.2845 1.2845 1.2866
S3 1.2827 1.2839 1.2864
S4 1.2809 1.2821 1.2859
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3187 1.3130 1.2912
R3 1.3076 1.3019 1.2882
R2 1.2965 1.2965 1.2871
R1 1.2908 1.2908 1.2861 1.2881
PP 1.2854 1.2854 1.2854 1.2841
S1 1.2797 1.2797 1.2841 1.2770
S2 1.2743 1.2743 1.2831
S3 1.2632 1.2686 1.2820
S4 1.2521 1.2575 1.2790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2898 1.2851 0.0047 0.4% 0.0013 0.1% 38% False True 4
10 1.3257 1.2800 0.0457 3.6% 0.0018 0.1% 15% False False 3
20 1.3257 1.2800 0.0457 3.6% 0.0009 0.1% 15% False False 2
40 1.3257 1.2800 0.0457 3.6% 0.0007 0.1% 15% False False 3
60 1.3257 1.2800 0.0457 3.6% 0.0005 0.0% 15% False False 2
Crabel Price Patterns
NR True
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2946
2.618 1.2916
1.618 1.2898
1.000 1.2887
0.618 1.2880
HIGH 1.2869
0.618 1.2862
0.500 1.2860
0.382 1.2858
LOW 1.2851
0.618 1.2840
1.000 1.2833
1.618 1.2822
2.618 1.2804
4.250 1.2775
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 1.2866 1.2875
PP 1.2863 1.2873
S1 1.2860 1.2871

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

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