CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 1.2898 1.2884 -0.0014 -0.1% 1.2900
High 1.2898 1.2884 -0.0014 -0.1% 1.2900
Low 1.2898 1.2884 -0.0014 -0.1% 1.2866
Close 1.2898 1.2884 -0.0014 -0.1% 1.2898
Range
ATR 0.0030 0.0029 -0.0001 -3.8% 0.0000
Volume 132 10 -122 -92.4% 229
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.2884 1.2884 1.2884
R3 1.2884 1.2884 1.2884
R2 1.2884 1.2884 1.2884
R1 1.2884 1.2884 1.2884 1.2884
PP 1.2884 1.2884 1.2884 1.2884
S1 1.2884 1.2884 1.2884 1.2884
S2 1.2884 1.2884 1.2884
S3 1.2884 1.2884 1.2884
S4 1.2884 1.2884 1.2884
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.2990 1.2978 1.2917
R3 1.2956 1.2944 1.2907
R2 1.2922 1.2922 1.2904
R1 1.2910 1.2910 1.2901 1.2899
PP 1.2888 1.2888 1.2888 1.2883
S1 1.2876 1.2876 1.2895 1.2865
S2 1.2854 1.2854 1.2892
S3 1.2820 1.2842 1.2889
S4 1.2786 1.2808 1.2879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2898 1.2866 0.0032 0.2% 0.0002 0.0% 56% False False 45
10 1.2953 1.2866 0.0087 0.7% 0.0005 0.0% 21% False False 23
20 1.3083 1.2866 0.0217 1.7% 0.0004 0.0% 8% False False 12
40 1.3257 1.2800 0.0457 3.5% 0.0006 0.0% 18% False False 7
60 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 18% False False 5
80 1.3257 1.2800 0.0457 3.5% 0.0005 0.0% 18% False False 5
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 1.2884
2.618 1.2884
1.618 1.2884
1.000 1.2884
0.618 1.2884
HIGH 1.2884
0.618 1.2884
0.500 1.2884
0.382 1.2884
LOW 1.2884
0.618 1.2884
1.000 1.2884
1.618 1.2884
2.618 1.2884
4.250 1.2884
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 1.2884 1.2891
PP 1.2884 1.2889
S1 1.2884 1.2886

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

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