CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 1.2930 1.2904 -0.0026 -0.2% 1.2883
High 1.2930 1.2904 -0.0026 -0.2% 1.2911
Low 1.2930 1.2904 -0.0026 -0.2% 1.2800
Close 1.2930 1.2904 -0.0026 -0.2% 1.2851
Range
ATR 0.0057 0.0055 -0.0002 -3.9% 0.0000
Volume 0 1 1 23
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2904 1.2904 1.2904
R3 1.2904 1.2904 1.2904
R2 1.2904 1.2904 1.2904
R1 1.2904 1.2904 1.2904 1.2904
PP 1.2904 1.2904 1.2904 1.2904
S1 1.2904 1.2904 1.2904 1.2904
S2 1.2904 1.2904 1.2904
S3 1.2904 1.2904 1.2904
S4 1.2904 1.2904 1.2904
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 1.2930 1.2851 0.0079 0.6% 0.0013 0.1% 67% False False
10 1.3257 1.2800 0.0457 3.5% 0.0018 0.1% 23% False False 2
20 1.3257 1.2800 0.0457 3.5% 0.0009 0.1% 23% False False 2
40 1.3257 1.2800 0.0457 3.5% 0.0007 0.1% 23% False False 3
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 23% 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 0.0003
Fibonacci Retracements and Extensions
4.250 1.2904
2.618 1.2904
1.618 1.2904
1.000 1.2904
0.618 1.2904
HIGH 1.2904
0.618 1.2904
0.500 1.2904
0.382 1.2904
LOW 1.2904
0.618 1.2904
1.000 1.2904
1.618 1.2904
2.618 1.2904
4.250 1.2904
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 1.2904 1.2900
PP 1.2904 1.2895
S1 1.2904 1.2891

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

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