CME Japanese Yen Future June 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 1.3200 1.3208 0.0008 0.1% 1.3087
High 1.3200 1.3208 0.0008 0.1% 1.3200
Low 1.3200 1.3208 0.0008 0.1% 1.3072
Close 1.3200 1.3208 0.0008 0.1% 1.3200
Range
ATR 0.0047 0.0044 -0.0003 -5.9% 0.0000
Volume 3 3 0 0.0% 13
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3208 1.3208 1.3208
R3 1.3208 1.3208 1.3208
R2 1.3208 1.3208 1.3208
R1 1.3208 1.3208 1.3208 1.3208
PP 1.3208 1.3208 1.3208 1.3208
S1 1.3208 1.3208 1.3208 1.3208
S2 1.3208 1.3208 1.3208
S3 1.3208 1.3208 1.3208
S4 1.3208 1.3208 1.3208
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.3541 1.3499 1.3270
R3 1.3413 1.3371 1.3235
R2 1.3285 1.3285 1.3223
R1 1.3243 1.3243 1.3212 1.3264
PP 1.3157 1.3157 1.3157 1.3168
S1 1.3115 1.3115 1.3188 1.3136
S2 1.3029 1.3029 1.3177
S3 1.2901 1.2987 1.3165
S4 1.2773 1.2859 1.3130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3208 1.3072 0.0136 1.0% 0.0000 0.0% 100% True False 3
10 1.3208 1.2997 0.0211 1.6% 0.0000 0.0% 100% True False 2
20 1.3208 1.2997 0.0211 1.6% 0.0003 0.0% 100% True False 2
40 1.3208 1.2947 0.0261 2.0% 0.0003 0.0% 100% True False 2
60 1.3208 1.2704 0.0504 3.8% 0.0002 0.0% 100% True 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 1.3208
2.618 1.3208
1.618 1.3208
1.000 1.3208
0.618 1.3208
HIGH 1.3208
0.618 1.3208
0.500 1.3208
0.382 1.3208
LOW 1.3208
0.618 1.3208
1.000 1.3208
1.618 1.3208
2.618 1.3208
4.250 1.3208
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 1.3208 1.3185
PP 1.3208 1.3163
S1 1.3208 1.3140

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

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