CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 1.2420 1.2460 0.0040 0.3% 1.2365
High 1.2447 1.2462 0.0015 0.1% 1.2521
Low 1.2398 1.2460 0.0062 0.5% 1.2270
Close 1.2446 1.2468 0.0022 0.2% 1.2446
Range 0.0049 0.0002 -0.0047 -95.9% 0.0251
ATR 0.0074 0.0070 -0.0004 -5.6% 0.0000
Volume 17 15 -2 -11.8% 74
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 1.2469 1.2471 1.2469
R3 1.2467 1.2469 1.2469
R2 1.2465 1.2465 1.2468
R1 1.2467 1.2467 1.2468 1.2466
PP 1.2463 1.2463 1.2463 1.2463
S1 1.2465 1.2465 1.2468 1.2464
S2 1.2461 1.2461 1.2468
S3 1.2459 1.2463 1.2467
S4 1.2457 1.2461 1.2467
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 1.3165 1.3057 1.2584
R3 1.2914 1.2806 1.2515
R2 1.2663 1.2663 1.2492
R1 1.2555 1.2555 1.2469 1.2609
PP 1.2412 1.2412 1.2412 1.2440
S1 1.2304 1.2304 1.2423 1.2358
S2 1.2161 1.2161 1.2400
S3 1.1910 1.2053 1.2377
S4 1.1659 1.1802 1.2308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2521 1.2380 0.0141 1.1% 0.0031 0.3% 62% False False 16
10 1.2521 1.2131 0.0390 3.1% 0.0057 0.5% 86% False False 18
20 1.2521 1.1838 0.0683 5.5% 0.0043 0.3% 92% False False 16
40 1.2708 1.1732 0.0976 7.8% 0.0049 0.4% 75% False False 17
60 1.2708 1.1732 0.0976 7.8% 0.0034 0.3% 75% False False 12
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2471
2.618 1.2467
1.618 1.2465
1.000 1.2464
0.618 1.2463
HIGH 1.2462
0.618 1.2461
0.500 1.2461
0.382 1.2461
LOW 1.2460
0.618 1.2459
1.000 1.2458
1.618 1.2457
2.618 1.2455
4.250 1.2452
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 1.2466 1.2465
PP 1.2463 1.2462
S1 1.2461 1.2460

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

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