CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 1.3076 1.3083 0.0007 0.1% 1.3032
High 1.3076 1.3083 0.0007 0.1% 1.3080
Low 1.3076 1.3083 0.0007 0.1% 1.3032
Close 1.3076 1.3083 0.0007 0.1% 1.3076
Range
ATR 0.0042 0.0039 -0.0002 -6.0% 0.0000
Volume
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3083 1.3083 1.3083
R3 1.3083 1.3083 1.3083
R2 1.3083 1.3083 1.3083
R1 1.3083 1.3083 1.3083 1.3083
PP 1.3083 1.3083 1.3083 1.3083
S1 1.3083 1.3083 1.3083 1.3083
S2 1.3083 1.3083 1.3083
S3 1.3083 1.3083 1.3083
S4 1.3083 1.3083 1.3083
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3207 1.3189 1.3102
R3 1.3159 1.3141 1.3089
R2 1.3111 1.3111 1.3085
R1 1.3093 1.3093 1.3080 1.3102
PP 1.3063 1.3063 1.3063 1.3067
S1 1.3045 1.3045 1.3072 1.3054
S2 1.3015 1.3015 1.3067
S3 1.2967 1.2997 1.3063
S4 1.2919 1.2949 1.3050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3083 1.3053 0.0030 0.2% 0.0001 0.0% 100% True False
10 1.3083 1.2904 0.0179 1.4% 0.0001 0.0% 100% True False
20 1.3257 1.2800 0.0457 3.5% 0.0009 0.1% 62% False False 1
40 1.3257 1.2800 0.0457 3.5% 0.0006 0.0% 62% False False 1
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 62% False False 2
80 1.3257 1.2704 0.0553 4.2% 0.0004 0.0% 69% 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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3083
2.618 1.3083
1.618 1.3083
1.000 1.3083
0.618 1.3083
HIGH 1.3083
0.618 1.3083
0.500 1.3083
0.382 1.3083
LOW 1.3083
0.618 1.3083
1.000 1.3083
1.618 1.3083
2.618 1.3083
4.250 1.3083
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 1.3083 1.3082
PP 1.3083 1.3081
S1 1.3083 1.3080

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

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