CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 1.2074 1.2110 0.0036 0.3% 1.2052
High 1.2100 1.2110 0.0010 0.1% 1.2074
Low 1.2074 1.2110 0.0036 0.3% 1.1930
Close 1.2136 1.2163 0.0027 0.2% 1.2074
Range 0.0026 0.0000 -0.0026 -100.0% 0.0144
ATR 0.0043 0.0042 -0.0001 -2.8% 0.0000
Volume 5 7 2 40.0% 15
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2128 1.2145 1.2163
R3 1.2128 1.2145 1.2163
R2 1.2128 1.2128 1.2163
R1 1.2145 1.2145 1.2163 1.2137
PP 1.2128 1.2128 1.2128 1.2123
S1 1.2145 1.2145 1.2163 1.2137
S2 1.2128 1.2128 1.2163
S3 1.2128 1.2145 1.2163
S4 1.2128 1.2145 1.2163
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2458 1.2410 1.2153
R3 1.2314 1.2266 1.2114
R2 1.2170 1.2170 1.2100
R1 1.2122 1.2122 1.2087 1.2146
PP 1.2026 1.2026 1.2026 1.2038
S1 1.1978 1.1978 1.2061 1.2002
S2 1.1882 1.1882 1.2048
S3 1.1738 1.1834 1.2034
S4 1.1594 1.1690 1.1995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2110 1.1930 0.0180 1.5% 0.0015 0.1% 129% True False 5
10 1.2189 1.1930 0.0259 2.1% 0.0008 0.1% 90% False False 3
20 1.2337 1.1930 0.0407 3.3% 0.0004 0.0% 57% False False 2
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2110
2.618 1.2110
1.618 1.2110
1.000 1.2110
0.618 1.2110
HIGH 1.2110
0.618 1.2110
0.500 1.2110
0.382 1.2110
LOW 1.2110
0.618 1.2110
1.000 1.2110
1.618 1.2110
2.618 1.2110
4.250 1.2110
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 1.2145 1.2139
PP 1.2128 1.2116
S1 1.2110 1.2092

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

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