CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 1.2210 1.2278 0.0068 0.6% 1.2221
High 1.2290 1.2343 0.0053 0.4% 1.2343
Low 1.2193 1.2268 0.0075 0.6% 1.2106
Close 1.2280 1.2338 0.0058 0.5% 1.2338
Range 0.0097 0.0075 -0.0022 -22.7% 0.0237
ATR 0.0111 0.0109 -0.0003 -2.3% 0.0000
Volume 516 255 -261 -50.6% 1,172
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2541 1.2515 1.2379
R3 1.2466 1.2440 1.2359
R2 1.2391 1.2391 1.2352
R1 1.2365 1.2365 1.2345 1.2378
PP 1.2316 1.2316 1.2316 1.2323
S1 1.2290 1.2290 1.2331 1.2303
S2 1.2241 1.2241 1.2324
S3 1.2166 1.2215 1.2317
S4 1.2091 1.2140 1.2297
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 1.2973 1.2893 1.2468
R3 1.2736 1.2656 1.2403
R2 1.2499 1.2499 1.2381
R1 1.2419 1.2419 1.2360 1.2459
PP 1.2262 1.2262 1.2262 1.2283
S1 1.2182 1.2182 1.2316 1.2222
S2 1.2025 1.2025 1.2295
S3 1.1788 1.1945 1.2273
S4 1.1551 1.1708 1.2208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2343 1.2106 0.0237 1.9% 0.0107 0.9% 98% True False 234
10 1.2343 1.1952 0.0391 3.2% 0.0107 0.9% 99% True False 245
20 1.2343 1.1707 0.0636 5.2% 0.0104 0.8% 99% True False 232
40 1.2944 1.1707 0.1237 10.0% 0.0108 0.9% 51% False False 179
Crabel Price Patterns
NR True
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2662
2.618 1.2539
1.618 1.2464
1.000 1.2418
0.618 1.2389
HIGH 1.2343
0.618 1.2314
0.500 1.2306
0.382 1.2297
LOW 1.2268
0.618 1.2222
1.000 1.2193
1.618 1.2147
2.618 1.2072
4.250 1.1949
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 1.2327 1.2300
PP 1.2316 1.2262
S1 1.2306 1.2225

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

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