CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 1.3011 1.2951 -0.0060 -0.5% 1.3083
High 1.3011 1.2951 -0.0060 -0.5% 1.3083
Low 1.3011 1.2951 -0.0060 -0.5% 1.2951
Close 1.3011 1.2951 -0.0060 -0.5% 1.2951
Range
ATR 0.0039 0.0041 0.0001 3.8% 0.0000
Volume 1 0 -1 -100.0% 1
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2951 1.2951 1.2951
R3 1.2951 1.2951 1.2951
R2 1.2951 1.2951 1.2951
R1 1.2951 1.2951 1.2951 1.2951
PP 1.2951 1.2951 1.2951 1.2951
S1 1.2951 1.2951 1.2951 1.2951
S2 1.2951 1.2951 1.2951
S3 1.2951 1.2951 1.2951
S4 1.2951 1.2951 1.2951
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.3391 1.3303 1.3024
R3 1.3259 1.3171 1.2987
R2 1.3127 1.3127 1.2975
R1 1.3039 1.3039 1.2963 1.3017
PP 1.2995 1.2995 1.2995 1.2984
S1 1.2907 1.2907 1.2939 1.2885
S2 1.2863 1.2863 1.2927
S3 1.2731 1.2775 1.2915
S4 1.2599 1.2643 1.2878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3083 1.2951 0.0132 1.0% 0.0000 0.0% 0% False True
10 1.3083 1.2951 0.0132 1.0% 0.0001 0.0% 0% False True
20 1.3257 1.2800 0.0457 3.5% 0.0009 0.1% 33% False False 1
40 1.3257 1.2800 0.0457 3.5% 0.0006 0.0% 33% False False 1
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 33% False False 2
80 1.3257 1.2704 0.0553 4.3% 0.0004 0.0% 45% 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 1.2951
2.618 1.2951
1.618 1.2951
1.000 1.2951
0.618 1.2951
HIGH 1.2951
0.618 1.2951
0.500 1.2951
0.382 1.2951
LOW 1.2951
0.618 1.2951
1.000 1.2951
1.618 1.2951
2.618 1.2951
4.250 1.2951
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 1.2951 1.3012
PP 1.2951 1.2991
S1 1.2951 1.2971

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

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