CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 1.2930 1.2931 0.0001 0.0% 1.2898
High 1.2930 1.2931 0.0001 0.0% 1.2951
Low 1.2930 1.2931 0.0001 0.0% 1.2874
Close 1.2930 1.2931 0.0001 0.0% 1.2874
Range
ATR 0.0035 0.0033 -0.0002 -6.9% 0.0000
Volume
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.2931 1.2931 1.2931
R3 1.2931 1.2931 1.2931
R2 1.2931 1.2931 1.2931
R1 1.2931 1.2931 1.2931 1.2931
PP 1.2931 1.2931 1.2931 1.2931
S1 1.2931 1.2931 1.2931 1.2931
S2 1.2931 1.2931 1.2931
S3 1.2931 1.2931 1.2931
S4 1.2931 1.2931 1.2931
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3131 1.3079 1.2916
R3 1.3054 1.3002 1.2895
R2 1.2977 1.2977 1.2888
R1 1.2925 1.2925 1.2881 1.2913
PP 1.2900 1.2900 1.2900 1.2893
S1 1.2848 1.2848 1.2867 1.2836
S2 1.2823 1.2823 1.2860
S3 1.2746 1.2771 1.2853
S4 1.2669 1.2694 1.2832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2931 1.2874 0.0057 0.4% 0.0000 0.0% 100% True False
10 1.2951 1.2874 0.0077 0.6% 0.0002 0.0% 74% False False 1
20 1.3083 1.2874 0.0209 1.6% 0.0001 0.0% 27% False False 1
40 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 29% False False 1
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 29% False False 2
80 1.3257 1.2800 0.0457 3.5% 0.0004 0.0% 29% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2931
2.618 1.2931
1.618 1.2931
1.000 1.2931
0.618 1.2931
HIGH 1.2931
0.618 1.2931
0.500 1.2931
0.382 1.2931
LOW 1.2931
0.618 1.2931
1.000 1.2931
1.618 1.2931
2.618 1.2931
4.250 1.2931
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 1.2931 1.2931
PP 1.2931 1.2930
S1 1.2931 1.2930

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

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