CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 1.2658 1.2577 -0.0081 -0.6% 1.2887
High 1.2673 1.2612 -0.0061 -0.5% 1.2938
Low 1.2593 1.2539 -0.0054 -0.4% 1.2593
Close 1.2603 1.2562 -0.0041 -0.3% 1.2603
Range 0.0080 0.0073 -0.0007 -8.8% 0.0345
ATR 0.0072 0.0072 0.0000 0.1% 0.0000
Volume 375 331 -44 -11.7% 1,803
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.2790 1.2749 1.2602
R3 1.2717 1.2676 1.2582
R2 1.2644 1.2644 1.2575
R1 1.2603 1.2603 1.2569 1.2587
PP 1.2571 1.2571 1.2571 1.2563
S1 1.2530 1.2530 1.2555 1.2514
S2 1.2498 1.2498 1.2549
S3 1.2425 1.2457 1.2542
S4 1.2352 1.2384 1.2522
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.3746 1.3520 1.2793
R3 1.3401 1.3175 1.2698
R2 1.3056 1.3056 1.2666
R1 1.2830 1.2830 1.2635 1.2771
PP 1.2711 1.2711 1.2711 1.2682
S1 1.2485 1.2485 1.2571 1.2426
S2 1.2366 1.2366 1.2540
S3 1.2021 1.2140 1.2508
S4 1.1676 1.1795 1.2413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2926 1.2539 0.0387 3.1% 0.0096 0.8% 6% False True 362
10 1.3067 1.2539 0.0528 4.2% 0.0078 0.6% 4% False True 358
20 1.3174 1.2539 0.0635 5.1% 0.0078 0.6% 4% False True 247
40 1.3174 1.2539 0.0635 5.1% 0.0055 0.4% 4% False True 137
60 1.3174 1.2539 0.0635 5.1% 0.0040 0.3% 4% False True 98
80 1.3257 1.2539 0.0718 5.7% 0.0033 0.3% 3% False True 74
100 1.3257 1.2539 0.0718 5.7% 0.0027 0.2% 3% False True 59
120 1.3257 1.2539 0.0718 5.7% 0.0023 0.2% 3% False True 50
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2922
2.618 1.2803
1.618 1.2730
1.000 1.2685
0.618 1.2657
HIGH 1.2612
0.618 1.2584
0.500 1.2576
0.382 1.2567
LOW 1.2539
0.618 1.2494
1.000 1.2466
1.618 1.2421
2.618 1.2348
4.250 1.2229
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 1.2576 1.2658
PP 1.2571 1.2626
S1 1.2567 1.2594

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

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