CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 1.2880 1.2866 -0.0014 -0.1% 1.2920
High 1.2880 1.2869 -0.0011 -0.1% 1.2953
Low 1.2880 1.2866 -0.0014 -0.1% 1.2915
Close 1.2880 1.2869 -0.0011 -0.1% 1.2953
Range 0.0000 0.0003 0.0003 0.0038
ATR 0.0034 0.0032 -0.0001 -4.2% 0.0000
Volume 39 39 0 0.0% 0
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.2877 1.2876 1.2871
R3 1.2874 1.2873 1.2870
R2 1.2871 1.2871 1.2870
R1 1.2870 1.2870 1.2869 1.2871
PP 1.2868 1.2868 1.2868 1.2868
S1 1.2867 1.2867 1.2869 1.2868
S2 1.2865 1.2865 1.2868
S3 1.2862 1.2864 1.2868
S4 1.2859 1.2861 1.2867
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 1.2866 0.0087 0.7% 0.0009 0.1% 3% False True 18
10 1.2953 1.2866 0.0087 0.7% 0.0006 0.0% 3% False True 9
20 1.3083 1.2866 0.0217 1.7% 0.0004 0.0% 1% False True 5
40 1.3257 1.2800 0.0457 3.6% 0.0006 0.0% 15% False False 3
60 1.3257 1.2800 0.0457 3.6% 0.0005 0.0% 15% False False 3
80 1.3257 1.2800 0.0457 3.6% 0.0005 0.0% 15% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2882
2.618 1.2877
1.618 1.2874
1.000 1.2872
0.618 1.2871
HIGH 1.2869
0.618 1.2868
0.500 1.2868
0.382 1.2867
LOW 1.2866
0.618 1.2864
1.000 1.2863
1.618 1.2861
2.618 1.2858
4.250 1.2853
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 1.2869 1.2883
PP 1.2868 1.2878
S1 1.2868 1.2874

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

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