CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 1.2408 1.2391 -0.0017 -0.1% 1.2448
High 1.2408 1.2391 -0.0017 -0.1% 1.2708
Low 1.2408 1.2391 -0.0017 -0.1% 1.2197
Close 1.2408 1.2391 -0.0017 -0.1% 1.2388
Range
ATR 0.0084 0.0080 -0.0005 -5.7% 0.0000
Volume 20 20 0 0.0% 91
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 1.2391 1.2391 1.2391
R3 1.2391 1.2391 1.2391
R2 1.2391 1.2391 1.2391
R1 1.2391 1.2391 1.2391 1.2391
PP 1.2391 1.2391 1.2391 1.2391
S1 1.2391 1.2391 1.2391 1.2391
S2 1.2391 1.2391 1.2391
S3 1.2391 1.2391 1.2391
S4 1.2391 1.2391 1.2391
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 1.2617 1.2270 0.0347 2.8% 0.0076 0.6% 35% False False 34
10 1.2708 1.2197 0.0511 4.1% 0.0096 0.8% 38% False False 21
20 1.2708 1.2083 0.0625 5.0% 0.0048 0.4% 49% False False 12
40 1.2708 1.1930 0.0778 6.3% 0.0026 0.2% 59% False False 7
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.2391
2.618 1.2391
1.618 1.2391
1.000 1.2391
0.618 1.2391
HIGH 1.2391
0.618 1.2391
0.500 1.2391
0.382 1.2391
LOW 1.2391
0.618 1.2391
1.000 1.2391
1.618 1.2391
2.618 1.2391
4.250 1.2391
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 1.2391 1.2392
PP 1.2391 1.2391
S1 1.2391 1.2391

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

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