CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 1.2400 1.2353 -0.0047 -0.4% 1.2460
High 1.2400 1.2353 -0.0047 -0.4% 1.2462
Low 1.2400 1.2295 -0.0105 -0.8% 1.2375
Close 1.2400 1.2293 -0.0107 -0.9% 1.2388
Range 0.0000 0.0058 0.0058 0.0087
ATR 0.0061 0.0065 0.0003 5.1% 0.0000
Volume 1 1 0 0.0% 155
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 1.2488 1.2448 1.2325
R3 1.2430 1.2390 1.2309
R2 1.2372 1.2372 1.2304
R1 1.2332 1.2332 1.2298 1.2323
PP 1.2314 1.2314 1.2314 1.2309
S1 1.2274 1.2274 1.2288 1.2265
S2 1.2256 1.2256 1.2282
S3 1.2198 1.2216 1.2277
S4 1.2140 1.2158 1.2261
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 1.2669 1.2616 1.2436
R3 1.2582 1.2529 1.2412
R2 1.2495 1.2495 1.2404
R1 1.2442 1.2442 1.2396 1.2425
PP 1.2408 1.2408 1.2408 1.2400
S1 1.2355 1.2355 1.2380 1.2338
S2 1.2321 1.2321 1.2372
S3 1.2234 1.2268 1.2364
S4 1.2147 1.2181 1.2340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2450 1.2295 0.0155 1.3% 0.0012 0.1% -1% False True 19
10 1.2521 1.2295 0.0226 1.8% 0.0020 0.2% -1% False True 18
20 1.2521 1.2085 0.0436 3.5% 0.0036 0.3% 48% False False 18
40 1.2521 1.1732 0.0789 6.4% 0.0027 0.2% 71% False False 16
60 1.2708 1.1732 0.0976 7.9% 0.0034 0.3% 57% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2600
2.618 1.2505
1.618 1.2447
1.000 1.2411
0.618 1.2389
HIGH 1.2353
0.618 1.2331
0.500 1.2324
0.382 1.2317
LOW 1.2295
0.618 1.2259
1.000 1.2237
1.618 1.2201
2.618 1.2143
4.250 1.2049
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 1.2324 1.2373
PP 1.2314 1.2346
S1 1.2303 1.2320

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

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