CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 1.3033 1.3052 0.0019 0.1% 1.3041
High 1.3090 1.3065 -0.0025 -0.2% 1.3060
Low 1.3033 1.3041 0.0008 0.1% 1.3002
Close 1.3042 1.3050 0.0008 0.1% 1.3022
Range 0.0057 0.0024 -0.0033 -57.9% 0.0058
ATR 0.0039 0.0038 -0.0001 -2.8% 0.0000
Volume 98 32 -66 -67.3% 47
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3124 1.3111 1.3063
R3 1.3100 1.3087 1.3057
R2 1.3076 1.3076 1.3054
R1 1.3063 1.3063 1.3052 1.3058
PP 1.3052 1.3052 1.3052 1.3049
S1 1.3039 1.3039 1.3048 1.3034
S2 1.3028 1.3028 1.3046
S3 1.3004 1.3015 1.3043
S4 1.2980 1.2991 1.3037
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3202 1.3170 1.3054
R3 1.3144 1.3112 1.3038
R2 1.3086 1.3086 1.3033
R1 1.3054 1.3054 1.3027 1.3041
PP 1.3028 1.3028 1.3028 1.3022
S1 1.2996 1.2996 1.3017 1.2983
S2 1.2970 1.2970 1.3011
S3 1.2912 1.2938 1.3006
S4 1.2854 1.2880 1.2990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3090 1.3002 0.0088 0.7% 0.0037 0.3% 55% False False 35
10 1.3090 1.2985 0.0105 0.8% 0.0029 0.2% 62% False False 29
20 1.3090 1.2844 0.0246 1.9% 0.0031 0.2% 84% False False 28
40 1.3090 1.2844 0.0246 1.9% 0.0017 0.1% 84% False False 20
60 1.3257 1.2800 0.0457 3.5% 0.0014 0.1% 55% False False 14
80 1.3257 1.2800 0.0457 3.5% 0.0012 0.1% 55% False False 11
100 1.3257 1.2800 0.0457 3.5% 0.0010 0.1% 55% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3167
2.618 1.3128
1.618 1.3104
1.000 1.3089
0.618 1.3080
HIGH 1.3065
0.618 1.3056
0.500 1.3053
0.382 1.3050
LOW 1.3041
0.618 1.3026
1.000 1.3017
1.618 1.3002
2.618 1.2978
4.250 1.2939
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 1.3053 1.3049
PP 1.3052 1.3047
S1 1.3051 1.3046

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

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