CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 1.3060 1.3060 0.0000 0.0% 1.3054
High 1.3084 1.3067 -0.0017 -0.1% 1.3174
Low 1.3041 1.3019 -0.0022 -0.2% 1.3052
Close 1.3077 1.3048 -0.0029 -0.2% 1.3078
Range 0.0043 0.0048 0.0005 11.6% 0.0122
ATR 0.0059 0.0059 0.0000 -0.1% 0.0000
Volume 97 94 -3 -3.1% 970
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3189 1.3166 1.3074
R3 1.3141 1.3118 1.3061
R2 1.3093 1.3093 1.3057
R1 1.3070 1.3070 1.3052 1.3058
PP 1.3045 1.3045 1.3045 1.3038
S1 1.3022 1.3022 1.3044 1.3010
S2 1.2997 1.2997 1.3039
S3 1.2949 1.2974 1.3035
S4 1.2901 1.2926 1.3022
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3467 1.3395 1.3145
R3 1.3345 1.3273 1.3112
R2 1.3223 1.3223 1.3100
R1 1.3151 1.3151 1.3089 1.3187
PP 1.3101 1.3101 1.3101 1.3120
S1 1.3029 1.3029 1.3067 1.3065
S2 1.2979 1.2979 1.3056
S3 1.2857 1.2907 1.3044
S4 1.2735 1.2785 1.3011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3174 1.3019 0.0155 1.2% 0.0048 0.4% 19% False True 101
10 1.3174 1.2801 0.0373 2.9% 0.0070 0.5% 66% False False 143
20 1.3174 1.2801 0.0373 2.9% 0.0060 0.5% 66% False False 88
40 1.3174 1.2801 0.0373 2.9% 0.0042 0.3% 66% False False 59
60 1.3174 1.2801 0.0373 2.9% 0.0028 0.2% 66% False False 40
80 1.3257 1.2800 0.0457 3.5% 0.0023 0.2% 54% False False 30
100 1.3257 1.2800 0.0457 3.5% 0.0020 0.2% 54% False False 25
120 1.3257 1.2800 0.0457 3.5% 0.0017 0.1% 54% False False 21
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3271
2.618 1.3193
1.618 1.3145
1.000 1.3115
0.618 1.3097
HIGH 1.3067
0.618 1.3049
0.500 1.3043
0.382 1.3037
LOW 1.3019
0.618 1.2989
1.000 1.2971
1.618 1.2941
2.618 1.2893
4.250 1.2815
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 1.3046 1.3081
PP 1.3045 1.3070
S1 1.3043 1.3059

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

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