CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 1.2484 1.2447 -0.0037 -0.3% 1.2496
High 1.2484 1.2447 -0.0037 -0.3% 1.2527
Low 1.2484 1.2447 -0.0037 -0.3% 1.2387
Close 1.2484 1.2447 -0.0037 -0.3% 1.2527
Range
ATR 0.0040 0.0040 0.0000 -0.5% 0.0000
Volume 37 37 0 0.0% 185
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2447 1.2447 1.2447
R3 1.2447 1.2447 1.2447
R2 1.2447 1.2447 1.2447
R1 1.2447 1.2447 1.2447 1.2447
PP 1.2447 1.2447 1.2447 1.2447
S1 1.2447 1.2447 1.2447 1.2447
S2 1.2447 1.2447 1.2447
S3 1.2447 1.2447 1.2447
S4 1.2447 1.2447 1.2447
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2900 1.2854 1.2604
R3 1.2760 1.2714 1.2566
R2 1.2620 1.2620 1.2553
R1 1.2574 1.2574 1.2540 1.2597
PP 1.2480 1.2480 1.2480 1.2492
S1 1.2434 1.2434 1.2514 1.2457
S2 1.2340 1.2340 1.2501
S3 1.2200 1.2294 1.2489
S4 1.2060 1.2154 1.2450
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2527 1.2447 0.0080 0.6% 0.0000 0.0% 0% False True 37
10 1.2527 1.2387 0.0140 1.1% 0.0000 0.0% 43% False False 37
20 1.2539 1.2201 0.0338 2.7% 0.0000 0.0% 73% False False 19
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 1.2447
2.618 1.2447
1.618 1.2447
1.000 1.2447
0.618 1.2447
HIGH 1.2447
0.618 1.2447
0.500 1.2447
0.382 1.2447
LOW 1.2447
0.618 1.2447
1.000 1.2447
1.618 1.2447
2.618 1.2447
4.250 1.2447
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 1.2447 1.2481
PP 1.2447 1.2470
S1 1.2447 1.2458

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

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