CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 1.2926 1.2761 -0.0165 -1.3% 1.3060
High 1.2926 1.2803 -0.0123 -1.0% 1.3084
Low 1.2753 1.2740 -0.0013 -0.1% 1.2878
Close 1.2760 1.2759 -0.0001 0.0% 1.2906
Range 0.0173 0.0063 -0.0110 -63.6% 0.0206
ATR 0.0069 0.0069 0.0000 -0.6% 0.0000
Volume 131 781 650 496.2% 1,545
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.2956 1.2921 1.2794
R3 1.2893 1.2858 1.2776
R2 1.2830 1.2830 1.2771
R1 1.2795 1.2795 1.2765 1.2781
PP 1.2767 1.2767 1.2767 1.2761
S1 1.2732 1.2732 1.2753 1.2718
S2 1.2704 1.2704 1.2747
S3 1.2641 1.2669 1.2742
S4 1.2578 1.2606 1.2724
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3574 1.3446 1.3019
R3 1.3368 1.3240 1.2963
R2 1.3162 1.3162 1.2944
R1 1.3034 1.3034 1.2925 1.2995
PP 1.2956 1.2956 1.2956 1.2937
S1 1.2828 1.2828 1.2887 1.2789
S2 1.2750 1.2750 1.2868
S3 1.2544 1.2622 1.2849
S4 1.2338 1.2416 1.2793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2986 1.2740 0.0246 1.9% 0.0085 0.7% 8% False True 503
10 1.3163 1.2740 0.0423 3.3% 0.0068 0.5% 4% False True 297
20 1.3174 1.2740 0.0434 3.4% 0.0074 0.6% 4% False True 208
40 1.3174 1.2740 0.0434 3.4% 0.0053 0.4% 4% False True 118
60 1.3174 1.2740 0.0434 3.4% 0.0036 0.3% 4% False True 83
80 1.3257 1.2740 0.0517 4.1% 0.0029 0.2% 4% False True 63
100 1.3257 1.2740 0.0517 4.1% 0.0024 0.2% 4% False True 50
120 1.3257 1.2740 0.0517 4.1% 0.0021 0.2% 4% False True 42
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3071
2.618 1.2968
1.618 1.2905
1.000 1.2866
0.618 1.2842
HIGH 1.2803
0.618 1.2779
0.500 1.2772
0.382 1.2764
LOW 1.2740
0.618 1.2701
1.000 1.2677
1.618 1.2638
2.618 1.2575
4.250 1.2472
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 1.2772 1.2839
PP 1.2767 1.2812
S1 1.2763 1.2786

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

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