CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 1.2449 1.2397 -0.0052 -0.4% 1.2398
High 1.2449 1.2397 -0.0052 -0.4% 1.2449
Low 1.2449 1.2397 -0.0052 -0.4% 1.2362
Close 1.2458 1.2397 -0.0061 -0.5% 1.2397
Range
ATR 0.0041 0.0042 0.0001 3.6% 0.0000
Volume 37 1 -36 -97.3% 149
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2397 1.2397 1.2397
R3 1.2397 1.2397 1.2397
R2 1.2397 1.2397 1.2397
R1 1.2397 1.2397 1.2397 1.2397
PP 1.2397 1.2397 1.2397 1.2397
S1 1.2397 1.2397 1.2397 1.2397
S2 1.2397 1.2397 1.2397
S3 1.2397 1.2397 1.2397
S4 1.2397 1.2397 1.2397
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2664 1.2617 1.2445
R3 1.2577 1.2530 1.2421
R2 1.2490 1.2490 1.2413
R1 1.2443 1.2443 1.2405 1.2423
PP 1.2403 1.2403 1.2403 1.2393
S1 1.2356 1.2356 1.2389 1.2336
S2 1.2316 1.2316 1.2381
S3 1.2229 1.2269 1.2373
S4 1.2142 1.2182 1.2349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2449 1.2362 0.0087 0.7% 0.0000 0.0% 40% False False 29
10 1.2515 1.2362 0.0153 1.2% 0.0000 0.0% 23% False False 33
20 1.2539 1.2362 0.0177 1.4% 0.0000 0.0% 20% False False 28
40 1.2539 1.2201 0.0338 2.7% 0.0000 0.0% 58% False False 14
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 1.2397
2.618 1.2397
1.618 1.2397
1.000 1.2397
0.618 1.2397
HIGH 1.2397
0.618 1.2397
0.500 1.2397
0.382 1.2397
LOW 1.2397
0.618 1.2397
1.000 1.2397
1.618 1.2397
2.618 1.2397
4.250 1.2397
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 1.2397 1.2422
PP 1.2397 1.2414
S1 1.2397 1.2405

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

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