CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 1.2944 1.3021 0.0077 0.6% 1.2851
High 1.2944 1.3021 0.0077 0.6% 1.3021
Low 1.2944 1.3021 0.0077 0.6% 1.2851
Close 1.2944 1.3021 0.0077 0.6% 1.3021
Range
ATR 0.0054 0.0055 0.0002 3.1% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3021 1.3021 1.3021
R3 1.3021 1.3021 1.3021
R2 1.3021 1.3021 1.3021
R1 1.3021 1.3021 1.3021 1.3021
PP 1.3021 1.3021 1.3021 1.3021
S1 1.3021 1.3021 1.3021 1.3021
S2 1.3021 1.3021 1.3021
S3 1.3021 1.3021 1.3021
S4 1.3021 1.3021 1.3021
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3474 1.3418 1.3115
R3 1.3304 1.3248 1.3068
R2 1.3134 1.3134 1.3052
R1 1.3078 1.3078 1.3037 1.3106
PP 1.2964 1.2964 1.2964 1.2979
S1 1.2908 1.2908 1.3005 1.2936
S2 1.2794 1.2794 1.2990
S3 1.2624 1.2738 1.2974
S4 1.2454 1.2568 1.2928
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3021 1.2851 0.0170 1.3% 0.0004 0.0% 100% True False
10 1.3021 1.2800 0.0221 1.7% 0.0018 0.1% 100% True False 2
20 1.3257 1.2800 0.0457 3.5% 0.0009 0.1% 48% False False 2
40 1.3257 1.2800 0.0457 3.5% 0.0006 0.0% 48% False False 3
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 48% 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 1.3021
2.618 1.3021
1.618 1.3021
1.000 1.3021
0.618 1.3021
HIGH 1.3021
0.618 1.3021
0.500 1.3021
0.382 1.3021
LOW 1.3021
0.618 1.3021
1.000 1.3021
1.618 1.3021
2.618 1.3021
4.250 1.3021
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 1.3021 1.3002
PP 1.3021 1.2982
S1 1.3021 1.2963

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

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