CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 1.3069 1.3080 0.0011 0.1% 1.2851
High 1.3076 1.3080 0.0004 0.0% 1.3021
Low 1.3069 1.3080 0.0011 0.1% 1.2851
Close 1.3076 1.3080 0.0004 0.0% 1.3021
Range 0.0007 0.0000 -0.0007 -100.0% 0.0170
ATR 0.0048 0.0045 -0.0003 -6.5% 0.0000
Volume 0 1 1 4
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3080 1.3080 1.3080
R3 1.3080 1.3080 1.3080
R2 1.3080 1.3080 1.3080
R1 1.3080 1.3080 1.3080 1.3080
PP 1.3080 1.3080 1.3080 1.3080
S1 1.3080 1.3080 1.3080 1.3080
S2 1.3080 1.3080 1.3080
S3 1.3080 1.3080 1.3080
S4 1.3080 1.3080 1.3080
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 1.3080 1.3021 0.0059 0.5% 0.0001 0.0% 100% True False
10 1.3080 1.2851 0.0229 1.8% 0.0007 0.1% 100% True False
20 1.3257 1.2800 0.0457 3.5% 0.0009 0.1% 61% False False 2
40 1.3257 1.2800 0.0457 3.5% 0.0006 0.0% 61% False False 2
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 61% 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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3080
2.618 1.3080
1.618 1.3080
1.000 1.3080
0.618 1.3080
HIGH 1.3080
0.618 1.3080
0.500 1.3080
0.382 1.3080
LOW 1.3080
0.618 1.3080
1.000 1.3080
1.618 1.3080
2.618 1.3080
4.250 1.3080
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 1.3080 1.3076
PP 1.3080 1.3071
S1 1.3080 1.3067

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

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