CME Japanese Yen Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 1.2200 1.2308 0.0108 0.9% 1.2238
High 1.2327 1.2392 0.0065 0.5% 1.2392
Low 1.2195 1.2308 0.0113 0.9% 1.2173
Close 1.2304 1.2381 0.0077 0.6% 1.2381
Range 0.0132 0.0084 -0.0048 -36.4% 0.0219
ATR 0.0100 0.0099 -0.0001 -0.8% 0.0000
Volume 725 633 -92 -12.7% 2,833
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.2612 1.2581 1.2427
R3 1.2528 1.2497 1.2404
R2 1.2444 1.2444 1.2396
R1 1.2413 1.2413 1.2389 1.2429
PP 1.2360 1.2360 1.2360 1.2368
S1 1.2329 1.2329 1.2373 1.2345
S2 1.2276 1.2276 1.2366
S3 1.2192 1.2245 1.2358
S4 1.2108 1.2161 1.2335
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 1.2972 1.2896 1.2501
R3 1.2753 1.2677 1.2441
R2 1.2534 1.2534 1.2421
R1 1.2458 1.2458 1.2401 1.2496
PP 1.2315 1.2315 1.2315 1.2335
S1 1.2239 1.2239 1.2361 1.2277
S2 1.2096 1.2096 1.2341
S3 1.1877 1.2020 1.2321
S4 1.1658 1.1801 1.2261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2392 1.2173 0.0219 1.8% 0.0092 0.7% 95% True False 566
10 1.2393 1.2169 0.0224 1.8% 0.0090 0.7% 95% False False 591
20 1.2570 1.2169 0.0401 3.2% 0.0096 0.8% 53% False False 457
40 1.2570 1.1707 0.0863 7.0% 0.0100 0.8% 78% False False 345
60 1.2944 1.1707 0.1237 10.0% 0.0104 0.8% 54% False False 271
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2749
2.618 1.2612
1.618 1.2528
1.000 1.2476
0.618 1.2444
HIGH 1.2392
0.618 1.2360
0.500 1.2350
0.382 1.2340
LOW 1.2308
0.618 1.2256
1.000 1.2224
1.618 1.2172
2.618 1.2088
4.250 1.1951
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 1.2371 1.2349
PP 1.2360 1.2316
S1 1.2350 1.2284

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

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