CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 1.2083 1.2217 0.0134 1.1% 1.2188
High 1.2083 1.2217 0.0134 1.1% 1.2217
Low 1.2083 1.2217 0.0134 1.1% 1.2083
Close 1.2083 1.2252 0.0169 1.4% 1.2252
Range
ATR 0.0035 0.0042 0.0007 19.9% 0.0000
Volume 7 7 0 0.0% 35
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2229 1.2240 1.2252
R3 1.2229 1.2240 1.2252
R2 1.2229 1.2229 1.2252
R1 1.2240 1.2240 1.2252 1.2235
PP 1.2229 1.2229 1.2229 1.2226
S1 1.2240 1.2240 1.2252 1.2235
S2 1.2229 1.2229 1.2252
S3 1.2229 1.2240 1.2252
S4 1.2229 1.2240 1.2252
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2586 1.2553 1.2326
R3 1.2452 1.2419 1.2289
R2 1.2318 1.2318 1.2277
R1 1.2285 1.2285 1.2264 1.2302
PP 1.2184 1.2184 1.2184 1.2192
S1 1.2151 1.2151 1.2240 1.2168
S2 1.2050 1.2050 1.2227
S3 1.1916 1.2017 1.2215
S4 1.1782 1.1883 1.2178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2217 1.2083 0.0134 1.1% 0.0000 0.0% 126% True False 7
10 1.2273 1.2083 0.0190 1.6% 0.0000 0.0% 89% False False 4
20 1.2281 1.1930 0.0351 2.9% 0.0004 0.0% 92% False False 3
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.2217
2.618 1.2217
1.618 1.2217
1.000 1.2217
0.618 1.2217
HIGH 1.2217
0.618 1.2217
0.500 1.2217
0.382 1.2217
LOW 1.2217
0.618 1.2217
1.000 1.2217
1.618 1.2217
2.618 1.2217
4.250 1.2217
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 1.2240 1.2218
PP 1.2229 1.2184
S1 1.2217 1.2150

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

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