CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 1.3032 1.3053 0.0021 0.2% 1.2851
High 1.3032 1.3053 0.0021 0.2% 1.3021
Low 1.3032 1.3053 0.0021 0.2% 1.2851
Close 1.3032 1.3053 0.0021 0.2% 1.3021
Range
ATR 0.0052 0.0050 -0.0002 -4.3% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3053 1.3053 1.3053
R3 1.3053 1.3053 1.3053
R2 1.3053 1.3053 1.3053
R1 1.3053 1.3053 1.3053 1.3053
PP 1.3053 1.3053 1.3053 1.3053
S1 1.3053 1.3053 1.3053 1.3053
S2 1.3053 1.3053 1.3053
S3 1.3053 1.3053 1.3053
S4 1.3053 1.3053 1.3053
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 1.3053 1.2904 0.0149 1.1% 0.0000 0.0% 100% True False 1
10 1.3053 1.2851 0.0202 1.5% 0.0007 0.0% 100% True False
20 1.3257 1.2800 0.0457 3.5% 0.0009 0.1% 55% False False 2
40 1.3257 1.2800 0.0457 3.5% 0.0006 0.0% 55% False False 2
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 55% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.3053
2.618 1.3053
1.618 1.3053
1.000 1.3053
0.618 1.3053
HIGH 1.3053
0.618 1.3053
0.500 1.3053
0.382 1.3053
LOW 1.3053
0.618 1.3053
1.000 1.3053
1.618 1.3053
2.618 1.3053
4.250 1.3053
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 1.3053 1.3048
PP 1.3053 1.3042
S1 1.3053 1.3037

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

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