CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 1.2987 1.3004 0.0017 0.1% 1.3033
High 1.3023 1.3031 0.0008 0.1% 1.3090
Low 1.2969 1.3001 0.0032 0.2% 1.2969
Close 1.3015 1.3011 -0.0004 0.0% 1.3015
Range 0.0054 0.0030 -0.0024 -44.4% 0.0121
ATR 0.0043 0.0042 -0.0001 -2.1% 0.0000
Volume 36 25 -11 -30.6% 239
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3104 1.3088 1.3028
R3 1.3074 1.3058 1.3019
R2 1.3044 1.3044 1.3017
R1 1.3028 1.3028 1.3014 1.3036
PP 1.3014 1.3014 1.3014 1.3019
S1 1.2998 1.2998 1.3008 1.3006
S2 1.2984 1.2984 1.3006
S3 1.2954 1.2968 1.3003
S4 1.2924 1.2938 1.2995
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.3388 1.3322 1.3082
R3 1.3267 1.3201 1.3048
R2 1.3146 1.3146 1.3037
R1 1.3080 1.3080 1.3026 1.3053
PP 1.3025 1.3025 1.3025 1.3011
S1 1.2959 1.2959 1.3004 1.2932
S2 1.2904 1.2904 1.2993
S3 1.2783 1.2838 1.2982
S4 1.2662 1.2717 1.2948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3090 1.2969 0.0121 0.9% 0.0051 0.4% 35% False False 52
10 1.3090 1.2969 0.0121 0.9% 0.0037 0.3% 35% False False 31
20 1.3090 1.2844 0.0246 1.9% 0.0032 0.2% 68% False False 28
40 1.3090 1.2844 0.0246 1.9% 0.0021 0.2% 68% False False 23
60 1.3257 1.2800 0.0457 3.5% 0.0017 0.1% 46% False False 16
80 1.3257 1.2800 0.0457 3.5% 0.0014 0.1% 46% False False 12
100 1.3257 1.2800 0.0457 3.5% 0.0012 0.1% 46% False False 10
120 1.3257 1.2704 0.0553 4.3% 0.0010 0.1% 56% False False 9
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3159
2.618 1.3110
1.618 1.3080
1.000 1.3061
0.618 1.3050
HIGH 1.3031
0.618 1.3020
0.500 1.3016
0.382 1.3012
LOW 1.3001
0.618 1.2982
1.000 1.2971
1.618 1.2952
2.618 1.2922
4.250 1.2874
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 1.3016 1.3014
PP 1.3014 1.3013
S1 1.3013 1.3012

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

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