CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 1.3040 1.3087 0.0047 0.4% 1.3104
High 1.3040 1.3087 0.0047 0.4% 1.3110
Low 1.3040 1.3087 0.0047 0.4% 1.2997
Close 1.3012 1.3077 0.0065 0.5% 1.3012
Range
ATR 0.0047 0.0049 0.0002 4.3% 0.0000
Volume 2 1 -1 -50.0% 10
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3084 1.3080 1.3077
R3 1.3084 1.3080 1.3077
R2 1.3084 1.3084 1.3077
R1 1.3080 1.3080 1.3077 1.3082
PP 1.3084 1.3084 1.3084 1.3085
S1 1.3080 1.3080 1.3077 1.3082
S2 1.3084 1.3084 1.3077
S3 1.3084 1.3080 1.3077
S4 1.3084 1.3080 1.3077
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3379 1.3308 1.3074
R3 1.3266 1.3195 1.3043
R2 1.3153 1.3153 1.3033
R1 1.3082 1.3082 1.3022 1.3061
PP 1.3040 1.3040 1.3040 1.3029
S1 1.2969 1.2969 1.3002 1.2948
S2 1.2927 1.2927 1.2991
S3 1.2814 1.2856 1.2981
S4 1.2701 1.2743 1.2950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3110 1.2997 0.0113 0.9% 0.0000 0.0% 71% False False 1
10 1.3117 1.2997 0.0120 0.9% 0.0000 0.0% 67% False False 1
20 1.3148 1.2997 0.0151 1.2% 0.0003 0.0% 53% False False 3
40 1.3148 1.2947 0.0201 1.5% 0.0003 0.0% 65% 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 1.3087
2.618 1.3087
1.618 1.3087
1.000 1.3087
0.618 1.3087
HIGH 1.3087
0.618 1.3087
0.500 1.3087
0.382 1.3087
LOW 1.3087
0.618 1.3087
1.000 1.3087
1.618 1.3087
2.618 1.3087
4.250 1.3087
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 1.3087 1.3073
PP 1.3084 1.3068
S1 1.3080 1.3064

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

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