CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 1.2128 1.2050 -0.0078 -0.6% 1.2393
High 1.2128 1.2108 -0.0020 -0.2% 1.2393
Low 1.2042 1.2050 0.0008 0.1% 1.2298
Close 1.2084 1.2051 -0.0033 -0.3% 1.2303
Range 0.0086 0.0058 -0.0028 -32.6% 0.0095
ATR 0.0107 0.0104 -0.0004 -3.3% 0.0000
Volume 78 88 10 12.8% 757
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2244 1.2205 1.2083
R3 1.2186 1.2147 1.2067
R2 1.2128 1.2128 1.2062
R1 1.2089 1.2089 1.2056 1.2109
PP 1.2070 1.2070 1.2070 1.2079
S1 1.2031 1.2031 1.2046 1.2051
S2 1.2012 1.2012 1.2040
S3 1.1954 1.1973 1.2035
S4 1.1896 1.1915 1.2019
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2616 1.2555 1.2355
R3 1.2521 1.2460 1.2329
R2 1.2426 1.2426 1.2320
R1 1.2365 1.2365 1.2312 1.2348
PP 1.2331 1.2331 1.2331 1.2323
S1 1.2270 1.2270 1.2294 1.2253
S2 1.2236 1.2236 1.2286
S3 1.2141 1.2175 1.2277
S4 1.2046 1.2080 1.2251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2323 1.2042 0.0281 2.3% 0.0069 0.6% 3% False False 138
10 1.2664 1.2042 0.0622 5.2% 0.0097 0.8% 1% False False 182
20 1.2944 1.2042 0.0902 7.5% 0.0113 0.9% 1% False False 125
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2355
2.618 1.2260
1.618 1.2202
1.000 1.2166
0.618 1.2144
HIGH 1.2108
0.618 1.2086
0.500 1.2079
0.382 1.2072
LOW 1.2050
0.618 1.2014
1.000 1.1992
1.618 1.1956
2.618 1.1898
4.250 1.1804
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 1.2079 1.2157
PP 1.2070 1.2121
S1 1.2060 1.2086

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

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