CME Japanese Yen Future December 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 1.3041 1.3076 0.0035 0.3% 1.3017
High 1.3114 1.3102 -0.0012 -0.1% 1.3156
Low 1.3022 1.2995 -0.0027 -0.2% 1.2987
Close 1.3082 1.3049 -0.0033 -0.3% 1.3049
Range 0.0092 0.0107 0.0015 16.3% 0.0169
ATR 0.0109 0.0109 0.0000 -0.1% 0.0000
Volume 81,035 86,549 5,514 6.8% 419,904
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3370 1.3316 1.3108
R3 1.3263 1.3209 1.3078
R2 1.3156 1.3156 1.3069
R1 1.3102 1.3102 1.3059 1.3076
PP 1.3049 1.3049 1.3049 1.3035
S1 1.2995 1.2995 1.3039 1.2969
S2 1.2942 1.2942 1.3029
S3 1.2835 1.2888 1.3020
S4 1.2728 1.2781 1.2990
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.3571 1.3479 1.3142
R3 1.3402 1.3310 1.3095
R2 1.3233 1.3233 1.3080
R1 1.3141 1.3141 1.3064 1.3187
PP 1.3064 1.3064 1.3064 1.3087
S1 1.2972 1.2972 1.3034 1.3018
S2 1.2895 1.2895 1.3018
S3 1.2726 1.2803 1.3003
S4 1.2557 1.2634 1.2956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3149 1.2995 0.0154 1.2% 0.0109 0.8% 35% False True 85,136
10 1.3156 1.2987 0.0169 1.3% 0.0107 0.8% 37% False False 85,575
20 1.3156 1.2860 0.0296 2.3% 0.0109 0.8% 64% False False 55,293
40 1.3180 1.2484 0.0696 5.3% 0.0117 0.9% 81% False False 27,849
60 1.3180 1.2250 0.0930 7.1% 0.0114 0.9% 86% False False 18,623
80 1.3180 1.2250 0.0930 7.1% 0.0097 0.7% 86% False False 13,976
100 1.3180 1.2187 0.0993 7.6% 0.0080 0.6% 87% False False 11,183
120 1.3180 1.1838 0.1342 10.3% 0.0074 0.6% 90% False False 9,322
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 True
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3557
2.618 1.3382
1.618 1.3275
1.000 1.3209
0.618 1.3168
HIGH 1.3102
0.618 1.3061
0.500 1.3049
0.382 1.3036
LOW 1.2995
0.618 1.2929
1.000 1.2888
1.618 1.2822
2.618 1.2715
4.250 1.2540
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 1.3049 1.3060
PP 1.3049 1.3056
S1 1.3049 1.3053

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

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