CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 1.2387 1.2433 0.0046 0.4% 1.2520
High 1.2387 1.2433 0.0046 0.4% 1.2539
Low 1.2387 1.2433 0.0046 0.4% 1.2477
Close 1.2387 1.2433 0.0046 0.4% 1.2477
Range
ATR 0.0038 0.0038 0.0001 1.6% 0.0000
Volume 37 37 0 0.0% 41
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2433 1.2433 1.2433
R3 1.2433 1.2433 1.2433
R2 1.2433 1.2433 1.2433
R1 1.2433 1.2433 1.2433 1.2433
PP 1.2433 1.2433 1.2433 1.2433
S1 1.2433 1.2433 1.2433 1.2433
S2 1.2433 1.2433 1.2433
S3 1.2433 1.2433 1.2433
S4 1.2433 1.2433 1.2433
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2684 1.2642 1.2511
R3 1.2622 1.2580 1.2494
R2 1.2560 1.2560 1.2488
R1 1.2518 1.2518 1.2483 1.2508
PP 1.2498 1.2498 1.2498 1.2493
S1 1.2456 1.2456 1.2471 1.2446
S2 1.2436 1.2436 1.2466
S3 1.2374 1.2394 1.2460
S4 1.2312 1.2332 1.2443
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2496 1.2387 0.0109 0.9% 0.0000 0.0% 42% False False 37
10 1.2539 1.2387 0.0152 1.2% 0.0000 0.0% 30% False False 19
20 1.2539 1.2201 0.0338 2.7% 0.0000 0.0% 69% False False 10
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2433
2.618 1.2433
1.618 1.2433
1.000 1.2433
0.618 1.2433
HIGH 1.2433
0.618 1.2433
0.500 1.2433
0.382 1.2433
LOW 1.2433
0.618 1.2433
1.000 1.2433
1.618 1.2433
2.618 1.2433
4.250 1.2433
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 1.2433 1.2429
PP 1.2433 1.2424
S1 1.2433 1.2420

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

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