CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 1.2288 1.2287 -0.0001 0.0% 1.2415
High 1.2288 1.2287 -0.0001 0.0% 1.2415
Low 1.2288 1.2287 -0.0001 0.0% 1.2287
Close 1.2288 1.2287 -0.0001 0.0% 1.2287
Range
ATR 0.0000 0.0033 0.0033 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.2287 1.2287 1.2287
R3 1.2287 1.2287 1.2287
R2 1.2287 1.2287 1.2287
R1 1.2287 1.2287 1.2287 1.2287
PP 1.2287 1.2287 1.2287 1.2287
S1 1.2287 1.2287 1.2287 1.2287
S2 1.2287 1.2287 1.2287
S3 1.2287 1.2287 1.2287
S4 1.2287 1.2287 1.2287
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 1.2714 1.2628 1.2357
R3 1.2586 1.2500 1.2322
R2 1.2458 1.2458 1.2310
R1 1.2372 1.2372 1.2299 1.2351
PP 1.2330 1.2330 1.2330 1.2319
S1 1.2244 1.2244 1.2275 1.2223
S2 1.2202 1.2202 1.2264
S3 1.2074 1.2116 1.2252
S4 1.1946 1.1988 1.2217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2415 1.2287 0.0128 1.0% 0.0000 0.0% 0% False True 2
10 1.2483 1.2287 0.0196 1.6% 0.0000 0.0% 0% False True 2
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.2287
2.618 1.2287
1.618 1.2287
1.000 1.2287
0.618 1.2287
HIGH 1.2287
0.618 1.2287
0.500 1.2287
0.382 1.2287
LOW 1.2287
0.618 1.2287
1.000 1.2287
1.618 1.2287
2.618 1.2287
4.250 1.2287
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 1.2287 1.2289
PP 1.2287 1.2288
S1 1.2287 1.2288

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

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