CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 1.2900 1.2880 -0.0020 -0.2% 1.2920
High 1.2900 1.2880 -0.0020 -0.2% 1.2953
Low 1.2895 1.2880 -0.0015 -0.1% 1.2915
Close 1.2895 1.2880 -0.0015 -0.1% 1.2953
Range 0.0005 0.0000 -0.0005 -100.0% 0.0038
ATR 0.0035 0.0034 -0.0001 -4.1% 0.0000
Volume 12 39 27 225.0% 0
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.2880 1.2880 1.2880
R3 1.2880 1.2880 1.2880
R2 1.2880 1.2880 1.2880
R1 1.2880 1.2880 1.2880 1.2880
PP 1.2880 1.2880 1.2880 1.2880
S1 1.2880 1.2880 1.2880 1.2880
S2 1.2880 1.2880 1.2880
S3 1.2880 1.2880 1.2880
S4 1.2880 1.2880 1.2880
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3054 1.3042 1.2974
R3 1.3016 1.3004 1.2963
R2 1.2978 1.2978 1.2960
R1 1.2966 1.2966 1.2956 1.2972
PP 1.2940 1.2940 1.2940 1.2944
S1 1.2928 1.2928 1.2950 1.2934
S2 1.2902 1.2902 1.2946
S3 1.2864 1.2890 1.2943
S4 1.2826 1.2852 1.2932
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2953 1.2880 0.0073 0.6% 0.0009 0.1% 0% False True 10
10 1.2953 1.2874 0.0079 0.6% 0.0006 0.0% 8% False False 6
20 1.3083 1.2874 0.0209 1.6% 0.0003 0.0% 3% False False 3
40 1.3257 1.2800 0.0457 3.5% 0.0006 0.0% 18% False False 2
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 18% False False 3
80 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 18% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2880
2.618 1.2880
1.618 1.2880
1.000 1.2880
0.618 1.2880
HIGH 1.2880
0.618 1.2880
0.500 1.2880
0.382 1.2880
LOW 1.2880
0.618 1.2880
1.000 1.2880
1.618 1.2880
2.618 1.2880
4.250 1.2880
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 1.2880 1.2917
PP 1.2880 1.2904
S1 1.2880 1.2892

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

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