CME Japanese Yen Future December 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 1.2618 1.2616 -0.0002 0.0% 1.2859
High 1.2618 1.2619 0.0001 0.0% 1.2859
Low 1.2618 1.2616 -0.0002 0.0% 1.2580
Close 1.2618 1.2619 0.0001 0.0% 1.2618
Range 0.0000 0.0003 0.0003 0.0279
ATR 0.0065 0.0061 -0.0004 -6.8% 0.0000
Volume 5 1 -4 -80.0% 98
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2627 1.2626 1.2621
R3 1.2624 1.2623 1.2620
R2 1.2621 1.2621 1.2620
R1 1.2620 1.2620 1.2619 1.2621
PP 1.2618 1.2618 1.2618 1.2618
S1 1.2617 1.2617 1.2619 1.2618
S2 1.2615 1.2615 1.2618
S3 1.2612 1.2614 1.2618
S4 1.2609 1.2611 1.2617
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.3523 1.3349 1.2771
R3 1.3244 1.3070 1.2695
R2 1.2965 1.2965 1.2669
R1 1.2791 1.2791 1.2644 1.2739
PP 1.2686 1.2686 1.2686 1.2659
S1 1.2512 1.2512 1.2592 1.2460
S2 1.2407 1.2407 1.2567
S3 1.2128 1.2233 1.2541
S4 1.1849 1.1954 1.2465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2741 1.2580 0.0161 1.3% 0.0017 0.1% 24% False False 14
10 1.2920 1.2580 0.0340 2.7% 0.0030 0.2% 11% False False 14
20 1.2920 1.2460 0.0460 3.6% 0.0027 0.2% 35% False False 10
40 1.2920 1.2298 0.0622 4.9% 0.0021 0.2% 52% False False 7
60 1.2920 1.1980 0.0940 7.4% 0.0021 0.2% 68% False False 6
80 1.2920 1.1980 0.0940 7.4% 0.0018 0.1% 68% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2632
2.618 1.2627
1.618 1.2624
1.000 1.2622
0.618 1.2621
HIGH 1.2619
0.618 1.2618
0.500 1.2618
0.382 1.2617
LOW 1.2616
0.618 1.2614
1.000 1.2613
1.618 1.2611
2.618 1.2608
4.250 1.2603
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 1.2619 1.2616
PP 1.2618 1.2614
S1 1.2618 1.2611

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

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