CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 1.2854 1.2844 -0.0010 -0.1% 1.2884
High 1.2855 1.2865 0.0010 0.1% 1.2980
Low 1.2844 1.2844 0.0000 0.0% 1.2844
Close 1.2844 1.2865 0.0021 0.2% 1.2865
Range 0.0011 0.0021 0.0010 90.9% 0.0136
ATR 0.0034 0.0033 -0.0001 -2.7% 0.0000
Volume 57 7 -50 -87.7% 207
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.2921 1.2914 1.2877
R3 1.2900 1.2893 1.2871
R2 1.2879 1.2879 1.2869
R1 1.2872 1.2872 1.2867 1.2876
PP 1.2858 1.2858 1.2858 1.2860
S1 1.2851 1.2851 1.2863 1.2855
S2 1.2837 1.2837 1.2861
S3 1.2816 1.2830 1.2859
S4 1.2795 1.2809 1.2853
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.3304 1.3221 1.2940
R3 1.3168 1.3085 1.2902
R2 1.3032 1.3032 1.2890
R1 1.2949 1.2949 1.2877 1.2923
PP 1.2896 1.2896 1.2896 1.2883
S1 1.2813 1.2813 1.2853 1.2787
S2 1.2760 1.2760 1.2840
S3 1.2624 1.2677 1.2828
S4 1.2488 1.2541 1.2790
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% 0.0036 0.3% 15% False True 41
10 1.2980 1.2844 0.0136 1.1% 0.0019 0.2% 15% False True 43
20 1.2980 1.2844 0.0136 1.1% 0.0013 0.1% 15% False True 22
40 1.3257 1.2800 0.0457 3.6% 0.0011 0.1% 14% False False 12
60 1.3257 1.2800 0.0457 3.6% 0.0008 0.1% 14% False False 8
80 1.3257 1.2800 0.0457 3.6% 0.0007 0.1% 14% False False 7
100 1.3257 1.2704 0.0553 4.3% 0.0006 0.0% 29% False False 6
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2954
2.618 1.2920
1.618 1.2899
1.000 1.2886
0.618 1.2878
HIGH 1.2865
0.618 1.2857
0.500 1.2855
0.382 1.2852
LOW 1.2844
0.618 1.2831
1.000 1.2823
1.618 1.2810
2.618 1.2789
4.250 1.2755
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 1.2862 1.2912
PP 1.2858 1.2896
S1 1.2855 1.2881

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

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