CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 1.2333 1.2372 0.0039 0.3% 1.2385
High 1.2400 1.2456 0.0056 0.5% 1.2478
Low 1.2309 1.2351 0.0042 0.3% 1.2309
Close 1.2366 1.2377 0.0011 0.1% 1.2377
Range 0.0091 0.0105 0.0014 15.4% 0.0169
ATR 0.0106 0.0106 0.0000 -0.1% 0.0000
Volume 439 249 -190 -43.3% 1,602
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.2710 1.2648 1.2435
R3 1.2605 1.2543 1.2406
R2 1.2500 1.2500 1.2396
R1 1.2438 1.2438 1.2387 1.2469
PP 1.2395 1.2395 1.2395 1.2410
S1 1.2333 1.2333 1.2367 1.2364
S2 1.2290 1.2290 1.2358
S3 1.2185 1.2228 1.2348
S4 1.2080 1.2123 1.2319
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.2895 1.2805 1.2470
R3 1.2726 1.2636 1.2423
R2 1.2557 1.2557 1.2408
R1 1.2467 1.2467 1.2392 1.2428
PP 1.2388 1.2388 1.2388 1.2368
S1 1.2298 1.2298 1.2362 1.2259
S2 1.2219 1.2219 1.2346
S3 1.2050 1.2129 1.2331
S4 1.1881 1.1960 1.2284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2478 1.2309 0.0169 1.4% 0.0102 0.8% 40% False False 320
10 1.2570 1.2256 0.0314 2.5% 0.0103 0.8% 39% False False 324
20 1.2570 1.1952 0.0618 5.0% 0.0105 0.8% 69% False False 284
40 1.2664 1.1707 0.0957 7.7% 0.0102 0.8% 70% False False 242
60 1.2944 1.1707 0.1237 10.0% 0.0092 0.7% 54% False False 173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2902
2.618 1.2731
1.618 1.2626
1.000 1.2561
0.618 1.2521
HIGH 1.2456
0.618 1.2416
0.500 1.2404
0.382 1.2391
LOW 1.2351
0.618 1.2286
1.000 1.2246
1.618 1.2181
2.618 1.2076
4.250 1.1905
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 1.2404 1.2383
PP 1.2395 1.2381
S1 1.2386 1.2379

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

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