CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 1.2466 1.2398 -0.0068 -0.5% 1.2490
High 1.2466 1.2398 -0.0068 -0.5% 1.2515
Low 1.2466 1.2398 -0.0068 -0.5% 1.2447
Close 1.2466 1.2398 -0.0068 -0.5% 1.2466
Range
ATR 0.0038 0.0040 0.0002 5.5% 0.0000
Volume 37 37 0 0.0% 185
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2398 1.2398 1.2398
R3 1.2398 1.2398 1.2398
R2 1.2398 1.2398 1.2398
R1 1.2398 1.2398 1.2398 1.2398
PP 1.2398 1.2398 1.2398 1.2398
S1 1.2398 1.2398 1.2398 1.2398
S2 1.2398 1.2398 1.2398
S3 1.2398 1.2398 1.2398
S4 1.2398 1.2398 1.2398
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2680 1.2641 1.2503
R3 1.2612 1.2573 1.2485
R2 1.2544 1.2544 1.2478
R1 1.2505 1.2505 1.2472 1.2491
PP 1.2476 1.2476 1.2476 1.2469
S1 1.2437 1.2437 1.2460 1.2423
S2 1.2408 1.2408 1.2454
S3 1.2340 1.2369 1.2447
S4 1.2272 1.2301 1.2429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2515 1.2398 0.0117 0.9% 0.0000 0.0% 0% False True 37
10 1.2527 1.2387 0.0140 1.1% 0.0000 0.0% 8% False False 37
20 1.2539 1.2304 0.0235 1.9% 0.0000 0.0% 40% False False 22
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 1.2398
2.618 1.2398
1.618 1.2398
1.000 1.2398
0.618 1.2398
HIGH 1.2398
0.618 1.2398
0.500 1.2398
0.382 1.2398
LOW 1.2398
0.618 1.2398
1.000 1.2398
1.618 1.2398
2.618 1.2398
4.250 1.2398
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 1.2398 1.2432
PP 1.2398 1.2421
S1 1.2398 1.2409

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

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