CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 1.2355 1.2375 0.0020 0.2% 1.2448
High 1.2370 1.2395 0.0025 0.2% 1.2708
Low 1.2355 1.2375 0.0020 0.2% 1.2197
Close 1.2374 1.2395 0.0021 0.2% 1.2388
Range 0.0015 0.0020 0.0005 33.3% 0.0511
ATR 0.0095 0.0090 -0.0005 -5.6% 0.0000
Volume 74 2 -72 -97.3% 91
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2448 1.2442 1.2406
R3 1.2428 1.2422 1.2401
R2 1.2408 1.2408 1.2399
R1 1.2402 1.2402 1.2397 1.2405
PP 1.2388 1.2388 1.2388 1.2390
S1 1.2382 1.2382 1.2393 1.2385
S2 1.2368 1.2368 1.2391
S3 1.2348 1.2362 1.2390
S4 1.2328 1.2342 1.2384
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.3964 1.3687 1.2669
R3 1.3453 1.3176 1.2529
R2 1.2942 1.2942 1.2482
R1 1.2665 1.2665 1.2435 1.2548
PP 1.2431 1.2431 1.2431 1.2373
S1 1.2154 1.2154 1.2341 1.2037
S2 1.1920 1.1920 1.2294
S3 1.1409 1.1643 1.2247
S4 1.0898 1.1132 1.2107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2708 1.2270 0.0438 3.5% 0.0109 0.9% 29% False False 32
10 1.2708 1.2083 0.0625 5.0% 0.0096 0.8% 50% False False 18
20 1.2708 1.2083 0.0625 5.0% 0.0048 0.4% 50% False False 11
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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2480
2.618 1.2447
1.618 1.2427
1.000 1.2415
0.618 1.2407
HIGH 1.2395
0.618 1.2387
0.500 1.2385
0.382 1.2383
LOW 1.2375
0.618 1.2363
1.000 1.2355
1.618 1.2343
2.618 1.2323
4.250 1.2290
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 1.2392 1.2444
PP 1.2388 1.2427
S1 1.2385 1.2411

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

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