CME Japanese Yen Future March 2012


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 1.2227 1.2201 -0.0026 -0.2% 1.2415
High 1.2227 1.2201 -0.0026 -0.2% 1.2415
Low 1.2227 1.2201 -0.0026 -0.2% 1.2287
Close 1.2227 1.2330 0.0103 0.8% 1.2287
Range
ATR 0.0031 0.0030 0.0000 -1.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 1.2244 1.2287 1.2330
R3 1.2244 1.2287 1.2330
R2 1.2244 1.2244 1.2330
R1 1.2287 1.2287 1.2330 1.2266
PP 1.2244 1.2244 1.2244 1.2233
S1 1.2287 1.2287 1.2330 1.2266
S2 1.2244 1.2244 1.2330
S3 1.2244 1.2287 1.2330
S4 1.2244 1.2287 1.2330
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 1.2287 1.2201 0.0086 0.7% 0.0000 0.0% 150% False True 2
10 1.2415 1.2201 0.0214 1.7% 0.0000 0.0% 60% 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 1.2201
2.618 1.2201
1.618 1.2201
1.000 1.2201
0.618 1.2201
HIGH 1.2201
0.618 1.2201
0.500 1.2201
0.382 1.2201
LOW 1.2201
0.618 1.2201
1.000 1.2201
1.618 1.2201
2.618 1.2201
4.250 1.2201
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 1.2287 1.2294
PP 1.2244 1.2258
S1 1.2201 1.2222

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

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