CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 1.2992 1.3081 0.0089 0.7% 1.3088
High 1.3109 1.3086 -0.0023 -0.2% 1.3140
Low 1.2973 1.3075 0.0102 0.8% 1.2999
Close 1.3085 1.3040 -0.0045 -0.3% 1.3008
Range 0.0136 0.0011 -0.0125 -91.9% 0.0141
ATR 0.0069 0.0065 -0.0004 -6.0% 0.0000
Volume 62 55 -7 -11.3% 97
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3100 1.3081 1.3046
R3 1.3089 1.3070 1.3043
R2 1.3078 1.3078 1.3042
R1 1.3059 1.3059 1.3041 1.3063
PP 1.3067 1.3067 1.3067 1.3069
S1 1.3048 1.3048 1.3039 1.3052
S2 1.3056 1.3056 1.3038
S3 1.3045 1.3037 1.3037
S4 1.3034 1.3026 1.3034
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3472 1.3381 1.3086
R3 1.3331 1.3240 1.3047
R2 1.3190 1.3190 1.3034
R1 1.3099 1.3099 1.3021 1.3074
PP 1.3049 1.3049 1.3049 1.3037
S1 1.2958 1.2958 1.2995 1.2933
S2 1.2908 1.2908 1.2982
S3 1.2767 1.2817 1.2969
S4 1.2626 1.2676 1.2930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3113 1.2973 0.0140 1.1% 0.0068 0.5% 48% False False 38
10 1.3161 1.2973 0.0188 1.4% 0.0077 0.6% 36% False False 66
20 1.3161 1.2915 0.0246 1.9% 0.0043 0.3% 51% False False 40
40 1.3161 1.2885 0.0276 2.1% 0.0024 0.2% 56% False False 21
60 1.3161 1.2557 0.0604 4.6% 0.0019 0.1% 80% False False 14
80 1.3161 1.2338 0.0823 6.3% 0.0014 0.1% 85% False False 17
100 1.3161 1.2201 0.0960 7.4% 0.0012 0.1% 87% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3133
2.618 1.3115
1.618 1.3104
1.000 1.3097
0.618 1.3093
HIGH 1.3086
0.618 1.3082
0.500 1.3081
0.382 1.3079
LOW 1.3075
0.618 1.3068
1.000 1.3064
1.618 1.3057
2.618 1.3046
4.250 1.3028
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 1.3081 1.3041
PP 1.3067 1.3041
S1 1.3054 1.3040

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

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