CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 1.3083 1.3072 -0.0011 -0.1% 1.3032
High 1.3083 1.3072 -0.0011 -0.1% 1.3080
Low 1.3083 1.3072 -0.0011 -0.1% 1.3032
Close 1.3083 1.3072 -0.0011 -0.1% 1.3076
Range
ATR 0.0039 0.0037 -0.0002 -5.2% 0.0000
Volume
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3072 1.3072 1.3072
R3 1.3072 1.3072 1.3072
R2 1.3072 1.3072 1.3072
R1 1.3072 1.3072 1.3072 1.3072
PP 1.3072 1.3072 1.3072 1.3072
S1 1.3072 1.3072 1.3072 1.3072
S2 1.3072 1.3072 1.3072
S3 1.3072 1.3072 1.3072
S4 1.3072 1.3072 1.3072
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 1.3069 0.0014 0.1% 0.0001 0.0% 21% False False
10 1.3083 1.2904 0.0179 1.4% 0.0001 0.0% 94% False False
20 1.3257 1.2800 0.0457 3.5% 0.0009 0.1% 60% False False 1
40 1.3257 1.2800 0.0457 3.5% 0.0006 0.0% 60% False False 1
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 60% False False 2
80 1.3257 1.2704 0.0553 4.2% 0.0004 0.0% 67% 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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3072
2.618 1.3072
1.618 1.3072
1.000 1.3072
0.618 1.3072
HIGH 1.3072
0.618 1.3072
0.500 1.3072
0.382 1.3072
LOW 1.3072
0.618 1.3072
1.000 1.3072
1.618 1.3072
2.618 1.3072
4.250 1.3072
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 1.3072 1.3078
PP 1.3072 1.3076
S1 1.3072 1.3074

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

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