CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 1.2921 1.2854 -0.0067 -0.5% 1.2900
High 1.2980 1.2855 -0.0125 -1.0% 1.2900
Low 1.2850 1.2844 -0.0006 0.0% 1.2866
Close 1.2859 1.2844 -0.0015 -0.1% 1.2898
Range 0.0130 0.0011 -0.0119 -91.5% 0.0034
ATR 0.0036 0.0034 -0.0001 -4.1% 0.0000
Volume 7 57 50 714.3% 229
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.2881 1.2873 1.2850
R3 1.2870 1.2862 1.2847
R2 1.2859 1.2859 1.2846
R1 1.2851 1.2851 1.2845 1.2850
PP 1.2848 1.2848 1.2848 1.2847
S1 1.2840 1.2840 1.2843 1.2839
S2 1.2837 1.2837 1.2842
S3 1.2826 1.2829 1.2841
S4 1.2815 1.2818 1.2838
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 1.2980 1.2844 0.0136 1.1% 0.0031 0.2% 0% False True 66
10 1.2980 1.2844 0.0136 1.1% 0.0021 0.2% 0% False True 42
20 1.2980 1.2844 0.0136 1.1% 0.0011 0.1% 0% False True 22
40 1.3257 1.2800 0.0457 3.6% 0.0010 0.1% 10% False False 11
60 1.3257 1.2800 0.0457 3.6% 0.0008 0.1% 10% False False 8
80 1.3257 1.2800 0.0457 3.6% 0.0007 0.1% 10% False False 7
100 1.3257 1.2704 0.0553 4.3% 0.0005 0.0% 25% False False 6
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2902
2.618 1.2884
1.618 1.2873
1.000 1.2866
0.618 1.2862
HIGH 1.2855
0.618 1.2851
0.500 1.2850
0.382 1.2848
LOW 1.2844
0.618 1.2837
1.000 1.2833
1.618 1.2826
2.618 1.2815
4.250 1.2797
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 1.2850 1.2912
PP 1.2848 1.2889
S1 1.2846 1.2867

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

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