CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 1.3100 1.3117 0.0017 0.1% 1.3130
High 1.3100 1.3117 0.0017 0.1% 1.3144
Low 1.3100 1.3117 0.0017 0.1% 1.3080
Close 1.3100 1.3117 0.0017 0.1% 1.3031
Range
ATR 0.0049 0.0046 -0.0002 -4.6% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3117 1.3117 1.3117
R3 1.3117 1.3117 1.3117
R2 1.3117 1.3117 1.3117
R1 1.3117 1.3117 1.3117 1.3117
PP 1.3117 1.3117 1.3117 1.3117
S1 1.3117 1.3117 1.3117 1.3117
S2 1.3117 1.3117 1.3117
S3 1.3117 1.3117 1.3117
S4 1.3117 1.3117 1.3117
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3277 1.3218 1.3066
R3 1.3213 1.3154 1.3049
R2 1.3149 1.3149 1.3043
R1 1.3090 1.3090 1.3037 1.3088
PP 1.3085 1.3085 1.3085 1.3084
S1 1.3026 1.3026 1.3025 1.3024
S2 1.3021 1.3021 1.3019
S3 1.2957 1.2962 1.3013
S4 1.2893 1.2898 1.2996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3144 1.3067 0.0077 0.6% 0.0011 0.1% 65% False False 1
10 1.3144 1.3067 0.0077 0.6% 0.0005 0.0% 65% False False 2
20 1.3148 1.2971 0.0177 1.3% 0.0006 0.0% 82% False False 3
40 1.3148 1.2947 0.0201 1.5% 0.0003 0.0% 85% False False 2
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 1.3117
2.618 1.3117
1.618 1.3117
1.000 1.3117
0.618 1.3117
HIGH 1.3117
0.618 1.3117
0.500 1.3117
0.382 1.3117
LOW 1.3117
0.618 1.3117
1.000 1.3117
1.618 1.3117
2.618 1.3117
4.250 1.3117
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 1.3117 1.3109
PP 1.3117 1.3100
S1 1.3117 1.3092

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

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